Related papers: Rejoinder to "Feature Matching in Time Series Mode…

This is a supplement to the article "Markov Chain Monte Carlo Based on Deterministic Transformations" available at http://arxiv.org/abs/1106.5850

The subject of this paper is to study conformance checking for timed models, that is, process models that consider both the sequence of events in a process as well as the timestamps at which each event is recorded. Time-aware process mining…

This is a technical report, containing all the theorem proofs and additional evaluations in paper "Network Capability in Localizing Node Failures via End-to-end Path Measurements" by Liang Ma, Ting He, Ananthram Swami, Don Towsley, and Kin…

In this note we communicate some important remarks about the concepts of almost periodic time scales and almost periodic functions on time scales that are proposed by Wang and Agarwal in their recent papers (Adv. Difference Equ. (2015)…

This is a supplementary material to the paper "Online Expectation Maximization based algorithms for inference in hidden Markov models". It contains further technical derivations and additional simulation results.

Reply to the Comment of Luo, Xiang, and Wang, cond-mat/0212580.

In this paper, we study the problem of locating a predefined sequence of patterns in a time series. In particular, the studied scenario assumes a theoretical model is available that contains the expected locations of the patterns. This…

This article corrects two mistakes in the article "Coarse homology theories" [math.AT/0106183].

This paper has been withdrawn by the author due to a crucial accuracy error in Fig. 5. For precise performance of ALBNN please refer to Yoon et al.'s work in the following article. Yoon, H., Park, C. S., Kim, J. S., & Baek, J. G. (2013).…

Model approximations are common practice when estimating structural or quasi-structural models. The paper considers the econometric properties of estimators that utilize projections to reimpose information about the exact model in the form…

We propose a new unsupervised learning method for clustering a large number of time series based on a latent factor structure. Each cluster is characterized by its own cluster-specific factors in addition to some common factors which impact…

This results in this paper have been merged with the result in arXiv:1003.0167. The authors would like to withdraw this version. Please see arXiv:1008.5356 for the merged version.

In the paper based on the question of Zhang and L\"{u}[15], we present one theorem which will improve and extend the results of Banerjee-Majumder [2] and a recent result of Li-Huang [9].

Carr and Wu (2004), henceforth CW, developed a framework that encompasses almost all of the continuous-time models proposed in the option pricing literature. Their main result hinges on the stopping time property of the time changes, but…

This is a comment on the paper arXiv:1410.2840 by Ji and Jin, to appear in the AOAS.

In this paper we develop a novel recommendation model that explicitly incorporates time information. The model relies on an embedding layer and TSL attention-like mechanism with inner products in different vector spaces, that can be thought…

This note complements our paper "Categoricity-like properties in the first order realm" (Journal for the Philosophy of Mathematics, 2024).

This is a technical report, containing all the theorem proofs in the following two papers: (1) Liang Ma, Ting He, Kin K. Leung, Ananthram Swami, and Don Towsley, "Identifiability of Link Metrics Based on End-to-end Path Measurements," in…

We point out that the method presented in a recent arXiv article by Jia et al. (arXiv:2512.21848) for constructing local hidden-state models closely follows the framework we developed in N. von Selzam & F. Marquardt (PRX Quantum, 2025) for…

On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026--2068] [arXiv:math/0611376]