Related papers: The Cobb-Douglas production function revisited
We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…
The aim of this work is twofold. First, we survey the techniques developed in (Perthame, Zubelli, 2007) and (Doumic, Perthame, Zubelli, 2008) to reconstruct the division (birth) rate from the cell volume distribution data in certain…
This is my talk on the Bourbaki seminar, November 1996. It contains an elementary introduction to Borcherds' product formulas.
In this note, we reconcile two approaches that have been used to construct stringy multiplications. The pushing forward after pulling back that has been used to give a global stringy extension of the functors K_0,K^{top},A^*,H^* [CR, FG,…
The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…
Dynamic factor models have been developed out of the need of analyzing and forecasting time series in increasingly high dimensions. While mathematical statisticians faced with inference problems in high-dimensional observation spaces were…
In this paper, we provide analytic expressions for the first-order loss function, the complementary loss function and the second-order loss function for several probability distributions. These loss functions are important functions in…
In this paper, we introduce a time-continuous production model that enables random machine failures, where the failure probability depends historically on the production itself. This bidirectional relationship between historical failure…
We study generating functions in the context of Rota-Baxter algebras. We show that exponential generating functions can be naturally viewed in a very special case of complete free commutative Rota-Baxter algebras. This allows us to use free…
A new family of continuous distribution is proposed by using Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution as the base line distribution in the Marshal-Olkin (Marshall and Olkin, 1997) construction. A number of known…
Demand functions for goods are generally cyclical in nature with characteristics such as trend or stochasticity. Most existing demand forecasting techniques in literature are designed to manage and forecast this type of demand functions.…
Logic Programming is a Turing complete language. As a consequence, designing algorithms that decide termination and non-termination of programs or decide inductive/coinductive soundness of formulae is a challenging task. For example, the…
Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…
The present article is an extended version of [6] containing new results and an updated list of references. We review the notion of polar analyticity introduced in a previous paper and succesfully applied in Mellin analysis and quadrature…
Linear processes on functional spaces were born about fifteen years ago. And this original topic went through the same fast development as the other areas of functional data modeling such as PCA or regression. They aim at generalizing to…
Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…
In this paper we extend the work by Ryuzo Sato devoted to the development of economic growth models within the framework of the Lie group theory. We propose a new growth model based on the assumption of logistic growth in factors. It is…
Dependent Dirichlet processes (DDP) have been widely applied to model data from distributions over collections of measures which are correlated in some way. On the other hand, in recent years, increasing research efforts in machine learning…
There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…
The Todd polynomials, denoted as $td_k(b_1,b_2,\ldots,b_m)$, are characterised by their generating functions: $$\sum_{k\ge 0} td_k s^k = \prod_{i=1}^m \frac{b_i s}{e^{b_i s}-1}.$$ These polynomials serve as fundamental components in the…