Results 241 to 250 of about 147,034 (265)

Variance Matrix Priors for Dirichlet Process Mixture Models With Gaussian Kernels

International Statistical Review, EarlyView.
Summary Bayesian mixture modelling is widely used for density estimation and clustering. The Dirichlet process mixture model (DPMM) is the most popular Bayesian non‐parametric mixture modelling approach. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels are adopted.
Wei Jing, Michail Papathomas, Silvia Liverani   +2 more
wiley   +1 more source

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

A novel method for approximate solution of two point non local fractional order coupled boundary value problems. [PDF]

PLoS One
Tadoummant L, Khalil H, Echarggaoui R, Aljohani S, Mlaiki N.   +4 more
europepmc   +1 more source

The Discrete Laplace Transform (DLT) Order: A Sensitive Approach to Comparing Discrete Residual Life Distributions with Applications to Queueing Systems

Alshaikh A shokeralla
openalex   +2 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

Universality of the Microcanonical Entropy at Large Spin. [PDF]

Commun Math Phys
Pal S, Qiao J, van Rees BC.
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

A Study of the effect of eigenvalues on the Moore Gibson Thompson model under photoacoustic excitation of semiconductors. [PDF]

Sci Rep
El-Dali A, Othman MIA, Gamal EM, Alkhatib S.   +3 more
europepmc   +1 more source

Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering

Mathematical Finance, EarlyView.
ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Analysis of time-fractional cancer-tumor immunotherapy model using modified He-Laplace algorithm. [PDF]

Sci Rep
Qayyum M, Nayab S, Siddique I, Ghallab A.   +3 more
europepmc   +1 more source