Results 41 to 50 of about 3,888 (182)
On time reversal of piecewise deterministic Markov processes
Electronic Journal of Probability, 2013 We study the time reversal of a general PDMP. The time reversed process is defined as $X_{(T-t)-}$, where $T$ is some given time and $X_t$ is a stationary PDMP. We obtain the parameters of the reversed process, like the jump intensity and the jump measure.
Löpker, Andreas, Palmowski, Zbigniew
openaire +4 more sources
WASABI: a dynamic iterative framework for gene regulatory network inference
BMC Bioinformatics, 2019 Background Inference of gene regulatory networks from gene expression data has been a long-standing and notoriously difficult task in systems biology.
Arnaud Bonnaffoux +6 more
doaj +1 more source
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
Impulse Control of Piecewise Deterministic Markov Processes
The Annals of Applied Probability, 1995 An optimal impulse control problem for piecewise deterministic Markov processes is considered. This control problem is converted to an equivalent dynamic control problem. Necessary and sufficient conditions for optimality for the former problem are given in terms of the value function of the latter problem.
Dempster, M. A. H., Ye, J. J.
openaire +3 more sources
Information Design for Early‐Stage Dose‐Finding Trials
Naval Research Logistics (NRL), EarlyView.ABSTRACT To enhance enrollment rates in early‐stage dose‐finding clinical trials, we propose an information design approach, where the clinical investigator (CI) commits to an information releasing mechanism (IRM) based on the treatment's uncertain efficacy and toxicity to encourage patients to participate in the trial.
Amin Khademi, Ningyuan Chen
wiley +1 more source
A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process [PDF]
, 2014 International audienceIn this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time ...
Romain Azaïs, Azaïs, Romain
core +1 more source
Journal of Field Robotics, EarlyView.ABSTRACT This paper presents the first end‐to‐end framework that combines guidance, navigation, and centralized task allocation for multiple UAVs performing autonomous search‐and‐rescue (SAR) in GNSS‐denied indoor environments. A twin delayed deep deterministic policy gradient controller is trained with an artificial potential field (APF) reward that ...
Thomas Hickling +3 more
wiley +1 more source
When in Doubt, Tax More Progressively? Uncertainty and Progressive Income Taxation
International Economic Review, EarlyView.ABSTRACT We study the optimal income tax problem under parameter uncertainty about household preferences and wage dynamics. We derive conditions characterizing how such uncertainty affects optimal tax policy. To quantify the effect, we estimate a life‐cycle model using US data and a Bayesian approach.
Minsu Chang, Chunzan Wu
wiley +1 more source
Supports of invariant measures for piecewise deterministic Markov processes [PDF]
Nonlinearity, 2017 For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant control sets determine the supports.
Benaïm, Michel +2 more
openaire +3 more sources
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source