Penalized Convex Estimation in Dynamic Location Models
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
Network-Based Epidemic Control Through Optimal Travel and Quarantine Management. [PDF]
Talaei M +4 more
europepmc +1 more source
Economic Growth Vulnerability Across Euro Area Countries
ABSTRACT We analyse growth vulnerability in the four largest Euro Area (EA) economies, measured as a lower quantile of the growth distribution conditional on EA‐wide and country‐specific macroeconomic/financial factors. Growth densities are obtained under a normal activity scenario and under stressed conditions.
Claudio Lissona, Esther Ruiz
wiley +1 more source
Gaming the System: Evaluating Spillover in a Video Game Intervention for Advance Care Planning using Physician Social Networks. [PDF]
Bobak CA +4 more
europepmc +1 more source
Weaponizing Kinship: A Demographic Analysis of Bereavement in the Colombian Conflict
Abstract The ongoing Colombian armed conflict has produced widespread homicides and enforced disappearances, as armed actors used violence to terrorize communities and consolidate power. Family bereavement—one of the most pervasive and enduring consequences of this violence—remains critically understudied from a quantitative perspective.
Enrique Acosta +3 more
wiley +1 more source
Metagenomic sequencing and binning reveal carbon cycling microorganisms and gene functions in park environments. [PDF]
Qian Y +6 more
europepmc +1 more source
Abstract Introduction Applied nucleation aims to restore degraded ecosystems efficiently by establishing vegetation patches that increase in biodiversity and extent through natural dispersal and facilitation. Although widely tested in terrestrial ecosystems, its long‐term outcomes in wetlands remain poorly understood, particularly how restored ...
Warwick J. Allen +8 more
wiley +1 more source
Solution of optimal power flow with wind power uncertainty using hybridized self-adaptive differential evolution. [PDF]
Pulluri H +9 more
europepmc +1 more source
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source

