Results 21 to 30 of about 798,456 (298)

Research on Financial Default Model with Stochastic Intensity Using Filtered Likelihood Method

open access: yesMathematics, 2023
This paper investigates the financial default model with stochastic intensity by incomplete data. On the strength of the process-designated point process, the likelihood function of the model in the parameter estimation can be decomposed into the factor ...
Xiangdong Liu, Jiahui Wu, Xianglong Li
doaj   +1 more source

Bias-Correction and Test for Mark-Point Dependence with Replicated Marked Point Processes

open access: yesJournal of the American Statistical Association, 2022
Mark-point dependence plays a critical role in research problems that can be fitted into the general framework of marked point processes. In this work, we focus on adjusting for mark-point dependence when estimating the mean and covariance functions of the mark process, given independent replicates of the marked point process.
Ganggang Xu   +3 more
openaire   +2 more sources

Stochastic Modeling of Trees in Forest Environments

open access: yesIEEE Access, 2021
Our article deals with the detection and model generation of complex objects with curvilinear parts, like trees, with stochastic relaxation. The proposed algorithm can rely on any initial estimation of object parts as a probability map (like those ...
Karim Ben Alaya, Laszlo Czuni
doaj   +1 more source

Neural Spectral Marked Point Processes

open access: yes, 2021
Self- and mutually-exciting point processes are popular models in machine learning and statistics for dependent discrete event data. To date, most existing models assume stationary kernels (including the classical Hawkes processes) and simple parametric models.
Shixiang Zhu   +4 more
openaire   +3 more sources

A copula model for marked point processes [PDF]

open access: yesLifetime Data Analysis, 2013
Many chronic diseases feature recurring clinically important events. In addition, however, there often exists a random variable which is realized upon the occurrence of each event reflecting the severity of the event, a cost associated with it, or possibly a short term response indicating the effect of a therapeutic intervention.
Diao, Liqun   +2 more
openaire   +3 more sources

Perfect simulation for marked point processes [PDF]

open access: yesComputational Statistics & Data Analysis, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
van Lieshout, M. N. M.   +1 more
openaire   +6 more sources

A Bayesian Filtering Approach for Tracking Sympathetic Arousal and Cortisol-Related Energy From Marked Point Process and Continuous-Valued Observations

open access: yesIEEE Access, 2023
Multiple state variables governed by internal processes within the human body remain unobserved. On a number of occasions, these states are linked to point process bioelectric and biochemical observations coupled together with continuous-valued variables.
Dilranjan S. Wickramasuriya   +3 more
doaj   +1 more source

Simulation of cluster point processes without edge effects [PDF]

open access: yes, 2002
The usual direct method of simulation for cluster processes requires the generation of the parent point process over a region larger than the actual observation window, since we have to allow for all possible parents giving rise to observed daughter ...
Brix, Anders, Kendall, W. S.
core   +1 more source

A method for generating stand structures using Gibbs marked point process

open access: yesSilva Fennica, 2002
Stand growth modelling based on single tree responses to their surroundings requires a description of the spatial structure of a stand. While such detailed information is rarely available from field measurements, a method to create it from more general ...
Kokkila, Tero   +2 more
doaj   +1 more source

Prediction of user temporal interactions with online course platforms using deep learning algorithms

open access: yesComputers and Education: Artificial Intelligence, 2023
The analysis of learning interactions during online studying is a necessary task for designing online courses and sequencing key interactions, which enables online learning platforms to provide users with more efficient and personalized service. However,
Junru Ren, Shaomin Wu
doaj   +1 more source

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