Zobrazeno 1 - 10
of 912
pro vyhledávání: '"62m05"'
Autor:
Jenkins, Paul A.
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path. Then to wr
Externí odkaz:
http://arxiv.org/abs/2410.15955
We consider the problem of estimating a structured multivariate density, subject to Markov conditions implied by an undirected graph. In the worst case, without Markovian assumptions, this problem suffers from the curse of dimensionality. Our main re
Externí odkaz:
http://arxiv.org/abs/2410.07685
Variable Length Markov Chains with Exogenous Covariates (VLMCX) are stochastic models that use Generalized Linear Models to compute transition probabilities, taking into account both the state history and time-dependent exogenous covariates. The beta
Externí odkaz:
http://arxiv.org/abs/2410.07374
We study the parameters identification of a dynamic model of a population living in a given host environment governed by a logistic law. We use a statistic Kullback-Leibler type method to derive the algorithm for estimating the parameters of the mode
Externí odkaz:
http://arxiv.org/abs/2410.04443
Autor:
Tiepner, Anton, Trottner, Lukas
We study a stochastic heat equation with piecewise constant diffusivity $\theta$ having a jump at a hypersurface $\Gamma$ that splits the underlying space $[0,1]^d$, $d\geq2,$ into two disjoint sets $\Lambda_-\cup\Lambda_+.$ Based on multiple spatial
Externí odkaz:
http://arxiv.org/abs/2409.15059
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the parameters vary
Externí odkaz:
http://arxiv.org/abs/2408.17257
We study the dynamics of two local optimization algorithms, online stochastic gradient descent (SGD) and gradient flow, within the framework of the multi-spiked tensor model in the high-dimensional regime. This multi-index model arises from the tenso
Externí odkaz:
http://arxiv.org/abs/2408.06401
Autor:
Huang, De, Li, Xiangyuan
We establish non-asymptotic error bounds for the classical Maximal Likelihood Estimation of the transition matrix of a given Markov chain. Meanwhile, in the reversible case, we propose a new reversibility-preserving online Symmetric Counting Estimati
Externí odkaz:
http://arxiv.org/abs/2408.05963
Autor:
Sei, Tomonari
A method of constructing Markov chains on finite state spaces is provided. The chain is specified by three constraints: stationarity, dependence and marginal distributions. The generalized Pythagorean theorem in information geometry plays a central r
Externí odkaz:
http://arxiv.org/abs/2407.17682
Autor:
Nguyen, Thi Hien, Shirikyan, Armen
We consider the motion of incompressible viscous fluid in a rectangle, imposing the periodicity condition in one direction and the no-slip boundary condition in the other. Assuming that the flow is subject to an external random force, white in time a
Externí odkaz:
http://arxiv.org/abs/2407.07369