Results 141 to 150 of about 401,816 (284)

MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES. [PDF]

Stoch Process Their Appl, 2019
Evans SN, Hening A.
europepmc   +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, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source

Algebraic formulas for first-passage times of Markov processes in the linear framework. [PDF]

Bull Math Biol
Nam KM, Gunawardena J.
europepmc   +1 more source

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes. [PDF]

J R Soc Interface, 2018
Lin YT, Buchler NE.
europepmc   +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

Bounds on Fluctuations of First Passage Times for Counting Observables in Classical and Quantum Markov Processes. [PDF]

J Stat Phys
Bakewell-Smith G, Girotti F, Guţă M, P Garrahan J.   +3 more
europepmc   +1 more source

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes. [PDF]

J Econom, 2016
Li D, Li R.
europepmc   +1 more source

Reweighting Scheme for the Calculation of Grand‐Canonical Expectation Values in Quantum Monte Carlo Simulations With a Fermion Sign Problem

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, Jan Vorberger, Tobias Dornheim   +2 more
wiley   +1 more source

Subexponential lower bounds for <i>f</i>-ergodic Markov processes. [PDF]

Probab Theory Relat Fields
Brešar M, Mijatović A.
europepmc   +1 more source

Efficient maximum likelihood parameterization of continuous-time Markov processes. [PDF]

J Chem Phys, 2015
McGibbon RT, Pande VS.
europepmc   +1 more source