Results 61 to 70 of about 15,674 (187)

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

, 2012
A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85 (2000) 341-361].
Geyer, Charles J., Johnson, Leif T.
core   +1 more source

Uniform Ergodicity for Brownian Motion in a Bounded Convex Set [PDF]

Journal of Theoretical Probability, 2018
We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood, especially in the regime of very high-dimensional sets. Here we present new bounds on these rates for convex sets with
openaire   +3 more sources

On Exponential‐Family INGARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang, Thomas Fung, Kyle Macaskill, Rowan Aukes   +3 more
wiley   +1 more source

The Role of Chemistry Across Disciplines From Humanities to Life Sciences in Understanding Complexity and Emergence

Angewandte Chemie, Volume 138, Issue 17, 20 April 2026.
This study explores the origins of life by linking prebiotic chemistry, the emergence of information‐carrying molecules such as RNA and proteins, and philosophical questions about consciousness. The study emphasizes the role of molecular evolution in the Central Dogma and provides insights into the chemical origins of biology and the basis of life's ...
Harald Schwalbe, Josef Wachtveitl, Alexander Heckel, Florian Buhr, Sabrina Toews, Thomas M. Schimmer   +5 more
wiley   +2 more sources

Erratum to “Real bounds, ergodicity and negative Schwarzian for multimodal maps” [PDF]

Journal of the American Mathematical Society, 2006
A technical assumption in Part 1 of Theorem C of the authors’ article Real bounds, ergodicity and negative Schwarzian for multimodal maps, J. Amer. Math. Soc. 17 (2004), 749–782, was, by mistake, omitted. Here we explain that the conclusion of the theorem holds if the interval we pullback is “nice”.
van Strien, Sebastian, Vargas, Edson
openaire   +2 more sources

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

Computable bounds of ${\ell}^2$-spectral gap for discrete Markov chains with band transition matrices

, 2015
We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$.
Hennion, James Ledoux, Loï Hervé
core   +3 more sources

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source