Results 101 to 110 of about 3,223,623 (259)

Statistics for Continuous Time Markov Chains, a Short Review

Axioms
This review article is concerned to provide a global context to several works on the fitting of continuous time nonhomogeneous Markov chains with finite state space and also to point out some selected aspects of two techniques previously introduced ...
Manuel L. Esquível, Nadezhda P. Krasii
doaj   +1 more source

Time‐Variant Seismic Fragility of Reinforced Concrete Bridge Piers Considering Degradation Phenomena

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Aging and environmental exposure progressively deteriorate the physical and mechanical properties of construction materials, thereby affecting the safety and functionality of existing infrastructure. Corrosion of steel rebars in reinforced concrete structures is widely acknowledged as the most common and detrimental degradation phenomenon, as ...
Paolo Andrea Miglietta, Gianni Blasi, Daniele Perrone, Francesco Micelli, Maria Antonietta Aiello   +4 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
core  

Smart Parking Systems: A Review of Optimization Techniques and Technological Advances

Energy Science &Engineering, EarlyView.
This review highlights optimization techniques and recent technological advances in smart parking systems, emphasizing their role in enhancing efficiency, reducing congestion, and improving user experience. It provides insights into innovative approaches that shape the future of sustainable and intelligent urban mobility. ABSTRACT In heavily populated,
Amirhossein Khosravi Sarvenoee, Mohammad Kohzadipour, Majid Valizadeh, Mohammad Saeedi Kia, Milad Karimian, Mohammad Sharifirad   +5 more
wiley   +1 more source

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
core  

Effect of volume for injection of the 15th to 16th thoracic interspinous space: An ex vivo study

Equine Veterinary Journal, EarlyView.
Abstract Background Impinging (overriding) spinous processes (ISPs) are commonly identified in horses with back pain. Diagnostic analgesia is widely used as the clinical reference standard for confirming association with clinical signs of back pain, but the specificity of dorsal spinous region diagnostic analgesia remains poorly understood.
Virginia Melly, Kara A. Brown, Julie Engiles, Holly L. Stewart, Darko Stefanovski, Kathryn W. Bills, Elizabeth Davidson   +6 more
wiley   +1 more source

Bayesian modeling with locally adaptive prior parameters in small animal imaging

Frontiers in Nuclear Medicine
Medical images are hampered by noise and relatively low resolution, which create a bottleneck in obtaining accurate and precise measurements of living organisms. Noise suppression and resolution enhancement are two examples of inverse problems.
Muyang Zhang, Robert G. Aykroyd, Charalampos Tsoumpas, Charalampos Tsoumpas   +3 more
doaj   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

A MATLAB Package for Markov Chain Monte Carlo with a Multi-Unidimensional IRT Model [PDF]

Unidimensional item response theory (IRT) models are useful when each item is designed to measure some facet of a unified latent trait. In practical applications, items are not necessarily measuring the same underlying trait, and hence the more general ...
Yanyan Sheng
core  

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source