Results 81 to 90 of about 1,769,588 (220)
Incomplete Tests of Conditional Association for the Assessment of Model Assumptions. [PDF]
Psychometrika, 2022 Ligtvoet R.
europepmc +1 more source
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Spectro-temporal post-enhancement using MMSE estimation in NMF based single-channel source separation [PDF]
, 2013 We propose to use minimum mean squared error (MMSE) estimates to enhance the signals that are separated by nonnegative matrix factorization (NMF). In single channel source separation (SCSS), NMF is used to train a set of basis vectors for each source ...
Erdoğan, Hakan +3 more
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Journal of Time Series Analysis, EarlyView.ABSTRACT Traditional graph representations are insufficient for modelling real‐world phenomena involving multi‐entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve the intrinsic nature of such complex relationships, existing models often overlook temporal evolution in
Xianghe Zhu, Qiwei Yao
wiley +1 more source
, 2011 Totally nonnegative matrices arise in a remarkable variety of mathematical applications. This book is a comprehensive and self-contained study of the essential theory of totally nonnegative matrices, defined by the nonnegativity of all subdeterminants ...
Charles R. Johnson, Shaun M. Fallat
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Pattern Formation in Mesic Savannas. [PDF]
Bull Math Biol, 2023 Patterson D +3 more
europepmc +1 more source
Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
The Sinkhorn-Knopp algorithm : convergence and applications [PDF]
, 2008 As long as a square nonnegative matrix A contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of A that is doubly stochastic.
Knight, P.A.
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Persistence and stability of generalized ribosome flow models with time-varying transition rates. [PDF]
PLoS One, 2023 Vághy MA, Szederkényi G.
europepmc +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 +3 more
wiley +1 more source