Causal effect analysis of serving performance using double machine learning. [PDF]
Ma J, Zou F.
europepmc +1 more source
A Markov approach to credit rating migration conditional on economic states
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Online Auction Design Using Distribution-Free Uncertainty Quantification with Applications to E-Commerce. [PDF]
Han J, Dai X.
europepmc +1 more source
Bayesian clustering of multivariate extremes
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
Risk Assessment of Hydrogen-Powered Aircraft: An Integrated HAZOP and Fuzzy Dynamic Bayesian Network Framework. [PDF]
Dang X +6 more
europepmc +1 more source
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon +2 more
wiley +1 more source
An investigation into the statistical precision attainable with a distribution-free method of constructing age-dependent reference centiles. [PDF]
Wellek S.
europepmc +1 more source
Stagewise crop yield prediction with multisource functional indices
Abstract Index insurance design involves integrating weather data, soil moisture, phenology information, and satellite imagery, which presents challenges in data fusion. This article addresses the modelling of multisource functional indices of varying lengths by constructing a stagewise ensemble of sequential models.
Jing Zou, Ostap Okhrin
wiley +1 more source
Influencing factors of depressive symptoms in middle-aged and elderly people and its regional differences in china: a study based on Bayesian network model. [PDF]
Gong XY +7 more
europepmc +1 more source
Bayesian inverse ensemble forecasting for COVID‐19
Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley +1 more source

