Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Sophie Hautphenne"'
Publikováno v:
Bernoulli. 28
We consider population-size-dependent branching processes (PSDBPs) which eventually become extinct with probability one. For these processes, we derive maximum likelihood estimators for the mean number of offspring born to individuals when the curren
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https://explore.openaire.eu/search/publication?articleId=doi_________::1a828aa976a2ff3b4c35f50bc6fc3e8b
https://doi.org/10.3150/21-bej1332
https://doi.org/10.3150/21-bej1332
We consider Galton-Watson branching processes with countable typeset $\mathcal{X}$. We study the vectors ${\bf q}(A)=(q_x(A))_{x\in\mathcal{X}}$ recording the conditional probabilities of extinction in subsets of types $A\subseteq \mathcal{X}$, given
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36579f95b11adce1cb75bd877351d574
http://hdl.handle.net/10281/350034
http://hdl.handle.net/10281/350034
Publikováno v:
Theoretical Population Biology. 128:39-50
We consider a class of continuous-time branching processes called Markovian binary trees (MBTs), in which the individuals lifetime and reproduction epochs are modelled using a transient Markovian arrival process (TMAP). We develop methods for estimat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c13ba3a5899efa844e3cc6b09a1bafcd
https://doi.org/10.1016/j.tpb.2019.04.007
https://doi.org/10.1016/j.tpb.2019.04.007
Publikováno v:
Linear Algebra and its Applications. 570:61-92
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7729bb52e67f72ee8bd49348fb935a35
https://doi.org/10.1016/j.laa.2019.02.002
https://doi.org/10.1016/j.laa.2019.02.002
Publikováno v:
Stochastic Processes and their Applications. 129:713-739
We consider the extinction events of Galton–Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton–Watson processes with finite but increasing sets of types. A pathwise approach is then u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5fcf4a38b2f0ae9d0cd90e504b5902ed
https://doi.org/10.1016/j.spa.2018.03.013
https://doi.org/10.1016/j.spa.2018.03.013
Publikováno v:
de Gunst, MCM, Hautphenne, S, Mandjes, M & Sollie, B 2020, ' Parameter estimation for multivariate population processes: a saddlepoint approach ', Stochastic Models, vol. 37, no. 1, pp. 168-196 . https://doi.org/10.1080/15326349.2020.1832895
Stochastic Models, 37(1), 168-196. Taylor and Francis Ltd.
Stochastic Models, 37(1):168-196. Taylor and Francis Ltd.
Stochastic Models, 37(1), 168-196. Taylor and Francis Ltd.
Stochastic Models, 37(1):168-196. Taylor and Francis Ltd.
The setting considered in this paper concerns a discrete-time multivariate population process under Markov modulation. Our objective is to estimate the model parameters, based on periodic observations of the network population vector. These parameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::19601e5eb1bd7cc54a6429546549974a
https://doi.org/10.1080/15326349.2020.1832895
https://doi.org/10.1080/15326349.2020.1832895
Publikováno v:
Journal of Mathematical Biology. 75:1319-1347
In this paper, we use a finite-state continuous-time Markov chain with one absorbing state to model an individual's lifetime. Under this model, the time of death follows a phase-type distribution, and the transient states of the Markov chain are know
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5b6ca7e41f6783b94ea5a2387b948f2
https://doi.org/10.1007/s00285-017-1121-x
https://doi.org/10.1007/s00285-017-1121-x
Autor:
Sophie Hautphenne, Peter Braunsteins
Publikováno v:
Ann. Appl. Probab. 29, no. 5 (2019), 2782-2818
We consider a class of branching processes with countably many types which we refer to as Lower Hessenberg branching processes. These are multitype Galton–Watson processes with typeset $\mathcal{X}=\{0,1,2,\ldots\}$, in which individuals of type $i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5defefefdbcfa0f15f707b252d6bcf00
https://projecteuclid.org/euclid.aoap/1571385622
https://projecteuclid.org/euclid.aoap/1571385622
Autor:
Sophie Hautphenne, Stefano Massei
Publikováno v:
SIAM Journal on Matrix Analysis and Applications, 41(1), 29-57. Society for Industrial and Applied Mathematics (SIAM)
We present a new algorithm for computing the quasi-stationary distribution of subcritical Galton-Watson branching processes. This algorithm is based on a particular discretization of a well-known functional equation that characterizes the quasi-stati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44dbae5cf8e595f17ef4b110f3b2cd10
http://arxiv.org/abs/1901.10375
http://arxiv.org/abs/1901.10375