Results 121 to 130 of about 121,868 (329)
Poisson–Dirichlet distribution with small mutation rate
Stochastic Processes and their Applications, 2009 The behavior of the Poisson-Dirichlet distribution with small mutation rate is studied through large deviations. The structure of the rate function indicates that the number of alleles is finite at the instant when mutation appears. The large deviation results are then used to study the asymptotic behavior of the homozygosity, and the Poisson-Dirichlet
openaire +2 more sources
International Journal for Numerical Methods in Fluids, EarlyView.This paper presents a finite element method for simulating highly viscoelastic flows of pure polymer melts using the Elastic Viscous Stress Splitting formulation. The method avoids higher‐order derivatives in the weak formulation by reformulating the convective term in the constitutive equation.
R. Ahmad, P. Zajac, S. Turek
wiley +1 more source
A dependent Bayesian Dirichlet process model for source apportionment of particle number size distribution [PDF]
, 2022 Oliver Baerenbold +8 more
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Spatial Joint Species Distribution Modeling using Dirichlet Processes
, 2018 Species distribution models usually attempt to explain presence-absence or abundance of a species at a site in terms of the environmental features (socalled abiotic features) present at the site.
Banerjee, Sudipto +2 more
core
International Journal for Numerical Methods in Fluids, EarlyView.This study investigates the impact of uncertain parameters on Navier–Stokes equations coupled with heat transfer using the Intrusive Polynomial Chaos Method (IPCM). Sensitivity equations are formulated for key input parameters, such as viscosity and thermal diffusivity, and solved numerically using the Finite Element‐Volume method.
N. Nouaime +3 more
wiley +1 more source
A Transient Random Walk on Stochastic Matrices with Dirichlet Distributions [PDF]
, 1994 Jean-François Chamayou, Gérard Letac
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Learning the two parameters of the Poisson–Dirichlet distribution with a forensic application [PDF]
, 2022 Giulia Cereda +2 more
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Forecasting With Machine Learning Shadow‐Rate VARs
Journal of Forecasting, EarlyView.ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley +1 more source
Bayesian sequential estimation of the proportion of damage in maize seeds
Scientia AgricolaSampling is an essential step in estimating a parameter: thus, cost and time associated to this step should be minimized. Sequential sampling is characterized by using samples of variable sizes given as a function of observations, and sequential sampling
Isabela da Silva Lima +2 more
doaj +1 more source
Facial expression recognition for emotion perception: A comprehensive science mapping
Ibrain, EarlyView.Facial expression recognition (FER) has emerged as a pivotal interdisciplinary research domain, bridging computer science, psychology, neuroscience, and medicine. By mapping the FER scientific knowledge graph, the study aimed to explore the technological evolution and forecast future application trends in this field.
Hou‐Ming Kan +10 more
wiley +1 more source