Results 91 to 100 of about 252,736 (238)

Modelling innovation adoption spreading in complex networks

Applied Network Science
Innovation adoption pattern has been found to be influenced by the underlying social network structure and its constituent entities. In this paper, we model innovation diffusion considering (1) the role of network structures in dictating the spread of ...
Jing-Lin Duanmu, Wei Koong Chai
doaj   +1 more source

Restricted Tweedie stochastic block models

Canadian Journal of Statistics, EarlyView.
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley   +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

Continuous-Time Markov Chain based sequential analytical reliability assessment approach for power distribution networks

International Journal of Electrical Power & Energy Systems
Reliability assessment plays a crucial role in the planning and operation of power distribution systems. In this paper, a Continuous-Time Markov Chain with Impact-Increment State Enumeration (CTMC-IISE) method is proposed to enable sequential reliability
Lukun Ge, Kai Hou, Hongjie Jia, Zeyu Liu, Lewei Zhu   +4 more
doaj   +1 more source

Bayesian Analysis of Continuous Time Markov Chains with Application to Phylogenetic Modelling

, 2016
. Bayesian analysis of continuous time, discrete state space time series is an important and challenging problem, where incomplete observation and large parameter sets call for user-defined priors based on known properties of the process.
Tingting Zhao, Ziyun Wang, A. Cumberworth, J. Gsponer, Nando de Freitas, A. Bouchard-Côté   +5 more
semanticscholar   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Reweighting Scheme for the Calculation of Grand‐Canonical Expectation Values in Quantum Monte Carlo Simulations With a Fermion Sign Problem

Contributions to Plasma Physics, EarlyView.
ABSTRACT Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many‐body systems spanning a broad range of conditions from ultracold atoms to warm dense quantum plasmas.
Paul Hamann, Jan Vorberger, Tobias Dornheim   +2 more
wiley   +1 more source

Using a stochastic continuous-time Markov chain model to examine alternative timing and duration of the COVID-19 lockdown in Kuwait: what can be done now? [PDF]

Arch Public Health, 2022
Al-Zoughool M, Oraby T, Vainio H, Gasana J, Longenecker J, Al Ali W, AlSeaidan M, Elsaadany S, Tyshenko MG.   +8 more
europepmc   +1 more source

Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts [PDF]

, 2011
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time Markov chain. The
D'Auria, Bernardo, Kella, Offer
core   +2 more sources