Results 191 to 200 of about 11,092,921 (297)

Evolution of Hypoequilibrium States in Steepest Entropy Ascent Models for Nonequilibrium Quantum Thermodynamics. [PDF]

Entropy (Basel)
Beretta GP, Ray RK, von Spakovsky MR.
europepmc   +1 more source

Analysing reforms of social security disability pension provision in a multistage overlapping generations model

Journal of Risk and Insurance, EarlyView.
Abstract This paper introduces a multi‐stage Overlapping Generations (OLG) model of workers and retirees, segmented by disability status and eligibility for Disability Pension (DP) benefits. Extending Gertler (1999) with progressive disability stages of distinct productivity and transition probabilities, and calibrated to US data, the model generates ...
Hangsuck Lee, Steven Haberman, Byungdoo Kong, Seung Yeon Jeong   +3 more
wiley   +1 more source

Conservation properties of non-conforming embedded finite-element methods based on lagrange multipliers. [PDF]

BIT Numer Math
Nestola MGC, Zulian P, Favino M, Krause R.   +3 more
europepmc   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Fast Numerical Solvers for Parameter Identification Problems in Mathematical Biology. [PDF]

J Sci Comput
Benková K, Pearson JW, Ptashnyk M.
europepmc   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
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

Improved risk prediction via cross-domain calibration in a retrospective case-control study. [PDF]

Can J Stat
Zhao G, Ma Y, Cao Y.
europepmc   +1 more source

Detecting Multiple Change Points in Linear Models With Heteroscedasticity

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM) processes of model residuals are established when the model errors are weakly dependent and non‐stationary ...
Lajos Horváth, Gregory Rice, Yuqian Zhao   +2 more
wiley   +1 more source

A Likelihood Approach to Proper Analysis of Secondary Outcomes in Matched Case-Control Studies. [PDF]

Biom J
Liu S, Diao G.
europepmc   +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