Results 51 to 60 of about 39,407 (155)

Bayesian inference for dynamic Q matrices and attribute trajectories in hidden Markov diagnostic classification models

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Hidden Markov diagnostic classification models capture how students' cognitive attributes evolve over time. This paper introduces a Bayesian Markov chain Monte Carlo algorithm for diagnostic classification models that jointly estimates time‐varying Q matrices, latent attributes, item parameters, attribute class proportions and transition ...
Chen‐Wei Liu
wiley   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Algorithms for Approximate Subtropical Matrix Factorization [PDF]

, 2017
Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization.
Karaev, Sanjar, Miettinen, Pauli
core   +2 more sources

Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes

International Statistical Review, EarlyView.
Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh, Nicolas Savy, Philippe Saint‐Pierre, Michael R. Kosorok   +3 more
wiley   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Improving child mental health and learning outcomes and reducing stigma and discrimination in conflict setting: findings from a cluster randomized controlled trial of a classroom‐based psychosocial intervention in rural primary schools in Afghanistan

Journal of Child Psychology and Psychiatry, EarlyView.
Background Conflict and crises have long‐lasting and dramatic consequences on the mental health of children. We aimed to investigate the effectiveness of a psychosocial intervention on child mental health in Afghanistan. Methods A two‐arm cluster‐randomized controlled trial was conducted in 83 rural primary schools within three provinces of Afghanistan.
Jean‐Francois Trani, Yiqi Zhu, Saria Bechara, Shuya Yin, Parul Bakhshi, Ian Kaplan, Ramkrishna K. Singh, Mohammed A. Modaber, Hashim Rawab, Madelyn Yoo, Kim Thuy Seelinger, Ganesh M. Babulal, Ramesh Raghavan   +12 more
wiley   +1 more source

Automatic differentiation of uncertainties: an interval computational differentiation for first and higher derivatives with implementation. [PDF]

PeerJ Comput Sci, 2023
Dawood H, Megahed N.
europepmc   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, EarlyView.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

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