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
Ergodicity and regime recoverability in finite Markov-modulated random walks. [PDF]
Sci RepPambukyan A, Saudagar AKJ, Kumar S.
europepmc +1 more source
A partial envelope approach for modelling multivariate spatial‐temporal data
Canadian Journal of Statistics, EarlyView.Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja +3 more
wiley +1 more source
A bio-inspired minimal model for non-stationary K-armed bandits. [PDF]
Biol CybernDanieli K, Lepperød ME.
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
Precipitation disaster hotspots depend on historical climate variability. [PDF]
Nat Communde Vries I +4 more
europepmc +1 more source
Stability of Viscous Three‐Dimensional Stratified Couette Flow via Dispersion and Mixing
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT This article explores the stability of stratified Couette flow in the viscous 3d$3d$ Boussinesq equations. In this system, mixing effects arise from the shearing background, and gravity acts as a restoring force leading to dispersive internal gravity waves.
Michele Coti Zelati +2 more
wiley +1 more source
Influence of non-stationarity in friction angle on the performance of the braced excavation system. [PDF]
Sci RepRafi KM, Ering P.
europepmc +1 more source
Front Propagation Through a Perforated Wall
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We consider a bistable reaction– diffusion equation ut=Δu+f(u)$u_t=\Delta u +f(u)$ on RN${\mathbb {R}}^N$ in the presence of an obstacle K$K$, which is a wall of infinite span with many holes. More precisely, K$K$ is a closed subset of RN${\mathbb {R}}^N$ with smooth boundary such that its projection onto the x1$x_1$‐axis is bounded and that ...
Henri Berestycki +2 more
wiley +1 more source
Anisotropy Factor Spectra for Weakly Allowed Electronic Transitions in Chiral Ketones
ChemPhysChem, Volume 26, Issue 6, March 15, 2025.Anisotropy factor spectra for the weak n→π*‐type A‐band of chiral ketones cannot be described within the Franck–Condon approximation. Thus, we present such spectra computed by accounting for Herzberg–Teller corrections and compare them to experiments for fenchone, camphor and 3MCP to describe chiroptical properties of these molecules in the mid to near
Leon A. Kerber +5 more
wiley +1 more source