Optimal model‐based design of experiments for parameter precision: Supercritical extraction case
The Canadian Journal of Chemical Engineering, EarlyView.Abstract This study investigates the process of chamomile oil extraction from flowers. A parameter‐distributed model consisting of a set of partial differential equations is used to describe the governing mass transfer phenomena in a cylindrical packed bed with solid chamomile particles under supercritical conditions using carbon dioxide as a solvent ...
Oliwer Sliczniuk, Pekka Oinas
wiley +1 more source
Restricted Tweedie stochastic block models
Canadian Journal of Statistics, EarlyView.Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
A novel distributed gradient algorithm for composite constrained optimization over directed network. [PDF]
Sci RepOu M, Zhang H, Yan Z, Yang Z, Ran H.
europepmc +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
A Convergent Generalized Krylov Subspace Method for Compressed Sensing MRI Reconstruction with Gradient-Driven Denoisers. [PDF]
IEEE Trans Comput ImagingHong T, Villa U, Fessler JA.
europepmc +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.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
Fast Reflected Forward-Backward algorithm: achieving fast convergence rates for convex optimization with linear cone constraints. [PDF]
J Sci ComputBoţ RI, Nguyen DK, Zong C.
europepmc +1 more source
Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.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
Variational quantum and neural quantum states algorithms for the linear complementarity problem. [PDF]
Philos Trans A Math Phys Eng SciDe S +5 more
europepmc +1 more source
Causal analysis of extreme risk in a network of industry portfolios
Canadian Journal of Statistics, EarlyView.Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley +1 more source