Results 21 to 30 of about 24,119 (110)
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
International Statistical Review, EarlyView.Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.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
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.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
Symbol‐Level GRAND‐Assisted Detection for Polar‐Coded Spatial Modulation in MIMO Systems
International Journal of Communication Systems, Volume 39, Issue 7, 10 May 2026.This research presents an integrated polar‐coded spatial modulation (PCSM) transceiver scheme for MIMO transmission over Rayleigh fading channels. The proposed architecture employs linear spatial signal processing for antenna and symbol estimation, followed by symbol‐level guessing random additive noise decoding (symbol‐level GRAND)–assisted detection ...
Abhilasha Gautam +2 more
wiley +1 more source
Magnetic Resonance in Medicine, Volume 95, Issue 5, Page 2786-2796, May 2026.ABSTRACT Purpose Dorsal rhizotomy, or spinal dorsal nerve root lesioning, is a surgical procedure used to treat intractable nerve pain by selectively severing sensory afferent nerve roots. This study aimed to evaluate whether multiparametric MRI, including diffusion tensor imaging (DTI), quantitative magnetization transfer (qMT), chemical exchange ...
Feng Wang, John C. Gore, Li Min Chen
wiley +1 more source
Explicit‐Implicit Material Point Method for Dense Granular Flows With a Novel Regularized µ(I) Model
International Journal for Numerical and Analytical Methods in Geomechanics, Volume 50, Issue 7, Page 3256-3273, May 2026.ABSTRACT The material point method (MPM) is widely employed to simulate granular flows. Although explicit time integration is favored in most current MPM implementations for its simplicity, it cannot rigorously incorporate the incompressible µ(I)‐rheology, an efficient model ubiquitously adopted in other particle‐based numerical methods. While operator‐
Hang Feng, Zhen‐Yu Yin
wiley +1 more source
Variable Selection in Mixed‐Effects Location‐Scale and Location‐Shift Models
Statistics in Medicine, Volume 45, Issue 10-12, May 2026.ABSTRACT When ordinal responses to questionnaires structured on the basis of Likert scales show differing variability or heterogeneity in subgroups of the population, appropriate regression approaches that are able to take this issue into account are the location‐scale and location‐shift model.
Moritz Berger, Maria Iannario
wiley +1 more source
Joint Frailty Mixture Cure Model for Recurrent Event Data With Dependent Censoring: An MCEM Approach
Statistics in Medicine, Volume 45, Issue 10-12, May 2026.ABSTRACT Advancements in modern medical technology have enabled cures for a fraction of patients while extending survival times for those who are not cured. For non‐cured patients, disease recurrence is influenced by observed covariates and unobserved individual heterogeneity (random effects).
Nasrin Sultana +2 more
wiley +1 more source
A Hierarchical Bayesian Model for the Global Holocene Geomagnetic Field
Journal of Geophysical Research: Solid Earth, Volume 131, Issue 5, May 2026.Abstract We present a hierarchical Bayesian model of the global geomagnetic field for the last 8,000 years. The model is built solely with thermoremanent records, which include archeomagnetic and volcanic data. Building upon previous work, this model includes fewer approximations and treats model hyperparameters as probabilistic variables.
M. A. Schanner, S. Panovska, M. Korte
wiley +1 more source
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 7, 16 April 2026.Abstract Despite a 2.1‐fold increase in oil and gas (O&G) production from 2012 to 2021 in the Wattenberg Field (WF) area of the Denver‐Julesburg Basin (DJB), total methane (CH4) emissions have remained unchanged within measurement uncertainties (26.0 ± 6.8 t/hr in 2012, 24.0 ± 5 t/hr in 2015, and 21.4 ± 5.7 t/hr in 2021), while ethane (C2H6) emissions ...
H. M. Daley +19 more
wiley +1 more source