Results 41 to 50 of about 1,363 (183)

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

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, Masato Yamamichi, Yutaka Osada, Masayuki Ushio, Kohei Nakajima, Hiroshi Masuya, Shohei Shimizu   +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

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

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, Ulysse Herbach, Angélique Richard, Anissa Guillemin, Sandrine Gonin-Giraud, Pierre-Alexis Gros, Olivier Gandrillon   +6 more
doaj   +1 more source

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

Deep Reinforcement Learning Based Autonomous Decision‐Making for Cooperative Uncrewed Aerial Vehicles: A Search and Rescue Real World Application

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, Maxwell Hogan, Abdulla Tammam, Nabil Aouf   +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

Effect of Ion Channel Randomness on Sensitivity of Neurons to External Electromagnetic Fields: Computational Study

Entropy
We perform stochastic simulations of the Hodgkin–Huxley and Morris–Lecar models with different numbers of ion channels in order to describe the effects of periodic electrical driving on spike rates and the regularity of spiking in a single neuron.
Arkady Pikovsky, Andreas Deser
doaj   +1 more source

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source