Results 1 to 10 of about 15,562 (261)

Ergodicity and regime recoverability in finite Markov-modulated random walks [PDF]

Scientific Reports
We study a finite Markov-modulated random walk (MMRW) on a one-dimensional lattice with reflecting boundaries, where a hidden finite-state Markov environment $$E_t$$ selects at each time step a regime-specific random walk kernel for the position process $
Arina Pambukyan, Abdul Khader Jilani Saudagar, Sachin Kumar   +2 more
doaj   +2 more sources

RETRACTED ARTICLE: Study on the spatial and temporal evolution characteristics and spatial influencing factors of carbon emission intensity in commercial land [PDF]

Scientific Reports
Under China’s dual carbon strategy, the supporting role of commercial land in achieving this goal should be reconsidered. This paper uses Kernel density estimation and Markov chain analysis to examine the trends in carbon emission intensity of commercial
Nuolan Tian, Lingzhi Tan
doaj   +2 more sources

Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [PDF]

Iranian Journal of Finance, 2021
The modeling of strategies for buying and selling in Stock Market Investment has been the object of numerous advances and uses in economic studies, both theoretically and empirically.
Hossein Naderi, Mehrdad Ghanbari, Babak Jamshidi Navid, Arash Nademi   +3 more
doaj   +1 more source

Transportation inequalities for Markov kernels and their applications [PDF]

Electronic Journal of Probability, 2021
38 pages.
Baudoin, Fabrice, Eldredge, Nathaniel
openaire   +4 more sources

Decomposition of Finitely Additive Markov Chains in Discrete Space

Mathematics, 2022
In this study, we consider general Markov chains (MC) defined by a transition probability (kernel) that is finitely additive. These Markov chains were constructed by S. Ramakrishnan within the concepts and symbolism of game theory.
Alexander Zhdanok, Anna Khuruma
doaj   +1 more source

Maximal asymmetry of bivariate copulas and consequences to measures of dependence

Dependence Modeling, 2022
In this article, we focus on copulas underlying maximal non-exchangeable pairs (X,Y)\left(X,Y) of continuous random variables X,YX,Y either in the sense of the uniform metric d∞{d}_{\infty } or the conditioning-based metrics Dp{D}_{p}, and analyze their ...
Griessenberger Florian, Trutschnig Wolfgang   +1 more
doaj   +1 more source

Approximate Bayesian Computation for Discrete Spaces

Entropy, 2021
Many real-life processes are black-box problems, i.e., the internal workings are inaccessible or a closed-form mathematical expression of the likelihood function cannot be defined.
Ilze A. Auzina, Jakub M. Tomczak
doaj   +1 more source

A kernel mixing strategy for use in adaptive Markov chain Monte Carlo and stochastic optimization contexts

Frontiers in Applied Mathematics and Statistics, 2022
Performing Markov chain Monte Carlo parameter estimation on complex mathematical models can quickly lead to endless searching through highly multimodal parameter spaces.
Graham West, Zachariah Sinkala, John Wallin   +2 more
doaj   +1 more source

A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support

Dependence Modeling, 2023
Working with shuffles, we establish a close link between Kendall’s τ\tau , the so-called length measure, and the surface area of bivariate copulas and derive some consequences.
Sánchez Juan Fernández, Trutschnig Wolfgang   +1 more
doaj   +1 more source

PAC-Bayes Bounds on Variational Tempered Posteriors for Markov Models

Entropy, 2021
Datasets displaying temporal dependencies abound in science and engineering applications, with Markov models representing a simplified and popular view of the temporal dependence structure.
Imon Banerjee, Vinayak A. Rao, Harsha Honnappa   +2 more
doaj   +1 more source