Related papers: On death processes and urn models

Correlated sampling has wide-ranging applications in Monte Carlo calculations. When branching random walks are involved, as commonly found in many algorithms in quantum physics and electronic structure, population control is typically not…

This paper presents a novel approach for modeling mortality rates above age 70 by proposing a mixture-based model. This model is compared to four other widely used models: the Beard, Gompertz, Makeham, and Perks models. Our model can…

After reviewing the general scaling properties of aging systems, we present a numerical study of the slow evolution induced in the zeta urn model by a quench from a high temperature to a lower one where a condensed equilibrium phase exists.…

Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures generated by state-space dynamical models. At any given time $t$,…

Non-commutativity is ubiquitous in mathematical modeling of reality and in many cases same algebraic structures are implemented in different situations. Here we consider the canonical commutation relation of quantum theory and discuss a…

For a general quantum theory that is describable by a path integral formalism, we construct a mathematical model of the universe as a sample point of an accumulative stochastic process. The model give predictions that are nearly identical…

This work is devoted to P\'olya-Young urns, a class of periodic P\'olya urns of importance in the analysis of Young tableaux. We provide several extension of the previous results of Banderier, Marchal and Wallner [Ann. Prob. (2020)] on…

Comparing concentration properties of uniform sampling with and without replacement has a long history which can be traced back to the pioneer work of Hoeffding (1963). The goal of this short note is to extend this comparison to the case of…

We consider the model selection problem for a large class of time series models, including, multivariate count processes, causal processes with exogenous covariates. A procedure based on a general penalized contrast is proposed. Some…

We suggest general methods to construct asymptotically uniformly valid confidence intervals post-model-selection. The constructions are based on principles recently proposed by Berk et al. (2013). In particular the candidate models used can…

The Generalized P\'{o}lya Urn (GPU) is a popular urn model which is widely used in many disciplines. In particular, it is extensively used in treatment allocation schemes in clinical trials. In this paper, we propose a sequential…

The probability distributions of the order parameter for two models in the directed percolation universality class were evaluated. Monte Carlo simulations have been performed for the one-dimensional generalized contact process and the…

The fractional birth and the fractional death processes are more desirable in practice than their classical counterparts as they naturally provide greater flexibility in modeling growing and decreasing systems. In this paper, we propose…

We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in…

Topic models are a useful analysis tool to uncover the underlying themes within document collections. The dominant approach is to use probabilistic topic models that posit a generative story, but in this paper we propose an alternative way…

We describe a general strategy for sampling configurations from a given (Gibbs-Boltzmann or other) distribution. It is {\it not} based on the Metropolis concept of establishing a Markov process whose stationary state is the wanted…

An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of…

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

We present an automatic mortality prediction scheme based on the unstructured textual content of clinical notes. Proposing a convolutional document embedding approach, our empirical investigation using the MIMIC-III intensive care database…

In order to study how well a finite group might be generated by repeated random multiplications, P. Diaconis suggested the following urn model. An urn contains some balls labeled by elements which generate a group G. Two are drawn at random…