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In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main theorems p
Externí odkaz:
http://arxiv.org/abs/2411.02917
Autor:
Park, Jihyun, Sarantsev, Andrey
We model time series of VIX (monthly average) and monthly stock index returns. We use log-Heston model: logarithm of VIX is modeled as an autoregression of order 1. Our main insight is that normalizing monthly stock index returns (dividing them by VI
Externí odkaz:
http://arxiv.org/abs/2410.22471
Autor:
Kondratov, Serhii
An approach to modeling the oligomer composition distribution function in the irreversible step growth homopolymerization process based on a mixture of oligomers of arbitrary composition is developed. The approach is based on consideration of probabi
Externí odkaz:
http://arxiv.org/abs/2402.10713
Autor:
Iksanov, Alexander, Wachtel, Vitali
Let $\eta_1$, $\eta_2,\ldots$ be independent copies of a random variable $\eta$ with zero mean and finite variance which is bounded from the right, that is, $\eta\leq b$ almost surely for some $b>0$. Considering different types of the asymptotic beha
Externí odkaz:
http://arxiv.org/abs/2310.10097
Autor:
Bouzar, Nadjib
Guerrero et al. \cite{GBSO} propose a novel approach to building first-order integer-valued autoregressive (\inar1) models based on the concept of thinning. The standard approach requires that the thinning operator be defined first and \inar1 models
Externí odkaz:
http://arxiv.org/abs/2309.02664
Autor:
James, Lancelot F.
Gibbs type priors have been shown to be natural generalizations of Dirichlet process (DP) priors used for intricate applications of Bayesian nonparametric methods. This includes applications to mixture models and to species sampling models arising in
Externí odkaz:
http://arxiv.org/abs/2308.14254
Autor:
Pfeifer, Dietmar
The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as Binomial-, Ne
Externí odkaz:
http://arxiv.org/abs/2309.04483
Publikováno v:
Electronic Journal of Probability 2024, Vol. 29, paper no. 130, 1-51
We introduce a new general concept of surrogate random variable, the ``surrogate by exchangeability'' that allows to study the class of random variables that can be decomposed by means of an independent randomisation. As an example, we treat the case
Externí odkaz:
http://arxiv.org/abs/2305.06872
Bayesian nonparametric hierarchical priors are highly effective in providing flexible models for latent data structures exhibiting sharing of information within and across groups. In this work, we focus on latent feature allocation models, where the
Externí odkaz:
http://arxiv.org/abs/2304.05244
We consider dimension reduction of multiview data, which are emerging in scientific studies. Formulating multiview data as multi-variate data with block structures corresponding to the different views, or views of data, we estimate top eigenvectors f
Externí odkaz:
http://arxiv.org/abs/2301.06718