Related papers: Simulation and estimation for the fractional Yule …
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
This paper compares six different parameter estimation methods for shared frailty models via a series of simulation studies. A shared frailty model is a survival model that incorporates a random effect term, where the frailties are common…
In this paper, we propose and analyze a new fractional order malaria model with temporary immunity. We extend the existing malaria model to include fractional derivatives. Basic reproduction number is computed using the next generation…
In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We…
Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios.…
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
The Yule branching process is a classical model for the random generation of gene tree topologies in population genetics. It generates binary ranked trees -- also called "histories" -- with a finite number $n$ of leaves. We study the…
We establish a uniform-in-scaling error estimate for the asymptotic preserving scheme proposed in \cite{XW21} for the L\'evy-Fokker-Planck (LFP) equation. The main difficulties stem from not only the interplay between the scaling and…
The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized…
It has been suggested that a Random Tree Puzzle (RTP) process leads to a Yule-Harding (YH) distribution, when the number of taxa becomes large. In this study, we formalize this conjecture, and we prove that the two tree distributions…
We examine the novel problem of the estimation of transaction arrival processes in the intraday electricity markets. We model the inter-arrivals using multiple time-varying parametric densities based on the generalized F distribution…
We present an approach for flux analysis in process algebra models of biological systems. We perceive flux as the flow of resources in stochastic simulations. We resort to an established correspondence between event structures, a broadly…
This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…
In this paper, we present an~algorithm that computes funnels along trajectories of systems of ordinary differential equations. A funnel is a time-varying set of states containing the given trajectory, for which the evolution from within the…
This paper presents a fractional generalized Cauchy process (FGCP) with an additive and a multiplicative Gaussian white noise for describing subordinated anomalous fluctuations. The FGCP displays intermittent dynamics during random time…
This paper introduces the Non-homogeneous Generalized Skellam process (NGSP) and its fractional version NGFSP by time changing it with an independent inverse stable subordinator. We study distributional properties for NGSP and NGFSP…
We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can…