Results 51 to 60 of about 15,562 (261)
ISPRS International Journal of Geo-Information, 2019 With the accelerated urbanization process, cities are suffering from extremely heavy rain and urban storm water logging disasters in recent years. To provide reliable and effective information for urban management and emergency decision-making, the ...
Yanmei Wang +4 more
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Lévy Interest Rate Models with a Long Memory
Risks, 2021 This article proposes an interest rate model ruled by mean reverting Lévy processes with a sub-exponential memory of their sample path. This feature is achieved by considering an Ornstein–Uhlenbeck process in which the exponential decaying kernel is ...
Donatien Hainaut
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On the Markov Transition Kernels for First Passage Percolation on the Ladder [PDF]
Journal of Applied Probability, 2011 We consider the first passage percolation problem on the random graph with vertex set N x {0, 1}, edges joining vertices at a Euclidean distance equal to unity, and independent exponential edge weights. We provide a central limit theorem for the first passage times ln between the vertices (0, 0) and (n, 0), thus extending earlier results about the ...
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Advances in causal discovery methods for ecological time series
Biological Reviews, EarlyView.ABSTRACT Recent advances in data collection technologies (e.g. automated sensor networks, satellite remote sensing, and high‐throughput sequencing) have greatly expanded the availability of ecological time series, enabling new opportunities for causal analyses in dynamic ecosystems.
Kenta Suzuki +6 more
wiley +1 more source
Valuation of Defaultable Corporate Bonds Under Regime Switching
MathematicsThis study investigates the valuation of defaultable corporate bonds using a two-factor model of Markov-modulated stochastic volatility with double exponential jumps (2FMMSVDEJ).
Yu-Min Lian, Jun-Home Chen
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An adaptive Markov chain algorithm applied over map-matching of vehicle trip GPS data
Geo-spatial Information Science, 2021 Markov chains have frequently been applied to match the probable routes with a set of GPS trip data that a pilot vehicle is emitting over a specific graph road network.
Bilge Kaan Karamete +2 more
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Ecological Indicators, 2021 Understanding the spatiotemporal heterogeneities of PM2.5 reduction efficiency (PRE) and their driving factors are substantially critical for the atmospheric environmental governance.
Ke-Liang Wang +4 more
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Positive Operator Valued Measures and Feller Markov kernels [PDF]
Journal of Mathematical Analysis and Applications, 2016 A Positive Operator Valued Measure (POVM) is a map $F:\mathcal{B}(X)\to\mathcal{L}_s^+(\mathcal{H})$ from the Borel $σ$-algebra of a topological space $X$ to the space of positive self-adjoint operators on a Hilbert space $\mathcal{H}$. We assume $X$ to be Hausdorff, locally compact and second countable and prove that a POVM $F$ is commutative if and ...
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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
Representative Points Based on Power Exponential Kernel Discrepancy
Axioms, 2022 Representative points (rep-points) are a set of points that are optimally chosen for representing a big original data set or a target distribution in terms of a statistical criterion, such as mean square error and discrepancy.
Zikang Xiong +3 more
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