Related papers: Parameter estimation for fractional birth and frac…
We consider the design and analysis of multi-factor experiments using fractional factorial and incomplete designs within the potential outcome framework. These designs are particularly useful when limited resources make running a full…
In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…
Integer-order differential operators were originally used to describe local and isotropic effects, in both space and time. However, in fields like biology, the modelling of complex phenomena with spatial heterogeneity necessitates more…
In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…
It has been recognized that using time-varying initialization functions to solve the initial value problem of fractional-order systems (FOS) is both complex and essential in defining the dynamical behavior of the states of FOSs. In this…
We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the…
Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…
We investigate, both analytically and numerically, dispersive fractalization and quantization of solutions to periodic linear and nonlinear Fermi-Pasta-Ulam-Tsingou systems. When subject to periodic boundary conditions and discontinuous…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
We study, both with numerical simulations and theoretical methods, a cellular automata model for continuum equations describing growth processes in the presence of an external flux of particles. As a result of local instabilities we find a…
Traditionally, fractional counting processes, such as the fractional Poisson process, etc. have been defined using fractional differential and integral operators. Recently, Laskin (2024) introduced a generalized fractional counting process…
We present and analyse the nonlinear classical pure birth process $\mathpzc{N} (t)$, $t>0$, and the fractional pure birth process $\mathpzc{N}^\nu (t)$, $t>0$, subordinated to various random times, namely the first-passage time $T_t$ of the…
Fractional Brownian motion (fBm) is a canonical model for long-memory phenomena. In the presence of large amounts of potentially memory-bearing data, the data are often averaged, which can change the structure of the underlying…
We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume that the dynamics of the mortality rates can be modelled…
The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function,…
We consider the spectrum of birth and death chains on a $n$-path. An iterative scheme is proposed to compute any eigenvalue with exponential convergence rate independent of $n$. This allows one to determine the whole spectrum in order $n^2$…
We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges…
A novel modeling approach for viscoelastic hydraulic cylinders, with negligible inertial forces, is proposed, based on the extended fractional-order Jeffreys model. Analysis and physical reasoning for the parameter constraints and order of…
We propose a semiparametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear semiparametric mixed…
We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…