Results 261 to 270 of about 1,044,082 (362)

Unsupervised Characterization of Temporal Dataset Shifts as an Early Indicator of AI Performance Variations: Evaluation Study Using the Medical Information Mart for Intensive Care-IV Dataset.

JMIR Med Inform
Fernández-Narro D, Ferri P, Gutiérrez-Sacristán A, García-Gómez JM, Sáez C.   +4 more
europepmc   +1 more source

Online Auction Design Using Distribution-Free Uncertainty Quantification with Applications to E-Commerce. [PDF]

J Am Stat Assoc
Han J, Dai X.
europepmc   +1 more source

Cumulative Probability Distribution of Wages of Women in Urban India Conditional on Religion.

Anam Pandoh (21175323), Ashish Singh (116672)   +1 more
openalex   +1 more source

Edgeworth Theoretic Characterization of Mutual Information Underneath Joint and Conditional Probability Distribution in Algorithmic Information Theory [PDF]

Rohit Verma, Jharana Chandrakar
openalex   +1 more source

Fault Detection using Multi-order Conditional Probability Density Distribution

Fault Detection using Multi-order Conditional Probability Density Distribution
identifier:oai:t2r2.star.titech.ac.jp ...
openaire  

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

Influencing factors of depressive symptoms in middle-aged and elderly people and its regional differences in china: a study based on Bayesian network model. [PDF]

J Health Popul Nutr
Gong XY, Cheng Q, Wu YT, Wang SH, Xu KH, Qin L, He F, Cheng J.   +7 more
europepmc   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source