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
A goodness‐of‐fit test for regression models with discrete outcomes
Canadian Journal of Statistics, EarlyView.Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang +2 more
wiley +1 more source
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Optimizing genomic sampling for demographic and epidemiological inference with Markov decision processes. [PDF]
GeneticsRasmussen DA, Bursell MG, Burkhart F.
europepmc +1 more source
Contributions to Plasma Physics, EarlyView.ABSTRACT Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many‐body systems spanning a broad range of conditions from ultracold atoms to warm dense quantum plasmas.
Paul Hamann +2 more
wiley +1 more source
Strategic cancer therapy planning: optimizing treatment and quality of life with Markov decision processes. [PDF]
Rep Pract Oncol RadiotherSingh S +5 more
europepmc +1 more source
Robust and Efficient Transfer Learning with Hidden Parameter Markov Decision Processes. [PDF]
Adv Neural Inf Process Syst, 2017 Killian T +3 more
europepmc +1 more source
Ecography, EarlyView.The spatial ecology of stalk‐and‐ambush predators like the Eurasian lynx Lynx lynx depends on prey availability and environmental features, yet the relative roles of these factors remain unclear at large spatial scales. In this study, we analysed lynx habitat use across central and southern Finland using snow‐track data from the Wildlife Triangle ...
Francesca Malcangi +4 more
wiley +1 more source
Evolving Robust Policy Coverage Sets in Multi-Objective Markov Decision Processes Through Intrinsically Motivated Self-Play. [PDF]
Front Neurorobot, 2018 Abdelfattah S, Kasmarik K, Hu J.
europepmc +1 more source
Continuous outcome estimation in N‐of‐1 trials for accelerated decision‐making
Epilepsia, EarlyView.Abstract Objective N‐of‐1 trials aim to determine the therapeutic effect for a single individual. This individualized approach necessitates collecting multiple data points over time through repeated alternating periods of active treatment and a comparator or control condition.
Victoria Defelippe +5 more
wiley +1 more source