Results 141 to 150 of about 1,765,864 (313)
Handling Target Obscuration through Markov Chain Observations.
, 2008 Target Obscuration, including foliage or building obscuration of ground targets and landscape or horizon obscuration of airborne targets, plagues many real world filtering problems.
Wu, Biao, Kouritzin, Michael
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Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Power spectral density and the brain
Canadian Journal of Statistics, EarlyView.Abstract Time series from M/EEG (magneto/electroencephalography) and ECoG (electrocorticography) recordings are common sources of information about brain function. The power spectral density (PSD) preserves much of this information, up to second order. In the current decade, a burst of brain diagnostics using the slope of log(PSD) has appeared.
Priscilla E. Greenwood +2 more
wiley +1 more source
On Markov Chains with Uncertain Data [PDF]
In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains.
Blanc, J.P.C., Hertog, D. den
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Vine copula knockoffs for variable selection in gene expression studies
Canadian Journal of Statistics, EarlyView.Abstract Identifying clinical and genetic markers is essential for stratifying cancer patients by survival outcomes and guiding personalized treatment strategies. However, gene expression studies often involve high‐dimensional predictors with mixed data types and complex dependence, which complicates reliable variable selection.
José Ulises Márquez Urbina +3 more
wiley +1 more source
Estimating Components in Finite Mixtures and Hidden Markov Models [PDF]
When the unobservable Markov chain in a hidden Markov model is stationary the marginal distribution of the observations is a finite mixture with the number of terms equal to the number of the states of the Markov chain.
D.S. Poskitt, Jing Zhang
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A conversation with James V. Zidek
Canadian Journal of Statistics, EarlyView.AbstractThis article documents a series of exchanges between the authors and the senior Canadian statistician Jim Zidek in early 2026. The interview traces his life trajectory, surveying his principal contributions to statistics while offering insights into his motivations, successes, and challenges. Zidek is a Fellow of the Royal Society of Canada and
Christian Genest, Nancy E. Heckman
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The Reconstructability of Markov Chains
The Annals of Probability, 1976 As an extension of the work of Denzel, Kemeny, and Snell on the excessive functions of a continuous time Markov chain, this paper introduces the concept of reconstructability in two forms. First, there is reconstructability from the class of excessive functions, where it is seen that the transition matrix for a transient chain with a finite atomic exit
openaire +3 more sources
Particle Filters for Markov Switching Stochastic Volatility Models [PDF]
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain.
Boda Kang, Yun Bao, Carl Chiarella
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Clinical Pharmacology &Therapeutics, EarlyView.Accurate assessment of systemic drug exposure in humans remains challenging, as conventional approaches rely on intermittent blood sampling and laboratory‐based assays that are invasive and provide limited temporal resolution. Exhaled breath contains volatile and semi‐volatile compounds arising from drug metabolism and downstream biological processes ...
Kai Fricke +12 more
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