Cost-effectiveness of semaglutide versus dulaglutide for Type 2 Diabetes in China: A Markov Model analysis. [PDF]
PLoS OneChen Q, Chen T, Lin W, Chen X.
europepmc +1 more source
Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing [PDF]
This paper presents an exchange rate forecasting model which combines the multi-state Markov-switching model with smoothing techniques. The model outperforms a random walk at short horizons and its superior forecastability appears to be robust over ...
Chunming Yuan
core
A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control
The Canadian Journal of Chemical Engineering, EarlyView.Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao +2 more
wiley +1 more source
Canonical Hidden Markov Model Networks for studying M/EEG. [PDF]
Imaging Neurosci (Camb)Gohil C +6 more
europepmc +1 more source
The evolution of farm size distribution: revisiting the Markov chain model
In this paper, a continuous version of the Markov Chain Model (MCM) is proposed to project the number and the population structure of farms. It is then applied to the population of professional French farms.
Piet, Laurent
core
A Markov-switching vector equilibrium correction model of the UK labour market
, 2000 There is a wide literature on the dynamic adjustment of employment and its relationship with the business cycle. Our aim is to propose a statistical model that offers a congruent representation of post-war UK labour market.
Mizon, Grayham E. +2 more
core
Restricted Tweedie stochastic block models
Canadian Journal of Statistics, EarlyView.Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
Modeling Peak Expiratory Flow in Patients With Asthma and Quantifying Treatment Effects Using a Mixed-Effects Hidden Markov Model. [PDF]
CPT Pharmacometrics Syst PharmacolJakobsson L +4 more
europepmc +1 more source
Beveridge-Nelson Decomposition with Markov Switching [PDF]
This paper considers Beveridge-Nelson decomposition in a context where the permanent and transitory components both follow a Markov switching process.
Heather Anderson +2 more
core
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