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The passing of time is an important factor for covariates in the additive and proportional hazard models. According to this idea, the extended additive hazard model (EAHM) is introduced by considering the time-varying effects of covariates…

Methodology · Statistics 2019-12-30 Morteza Raeisi , Gholamhossein Yari

Both Bayesian and varying coefficient models are very useful tools in practice as they can be used to model parameter heterogeneity in a generalizable way. Motivated by the need of enhancing Marketing Mix Modeling at Uber, we propose a…

Applications · Statistics 2024-12-31 Edwin Ng , Zhishi Wang , Athena Dai

In this paper, we address the problem of probabilistic forecasting using an adaptive volatility method rooted in classical time-varying volatility models and leveraging online stochastic optimization algorithms. These principles were…

Portfolio Management · Quantitative Finance 2024-06-04 Joseph de Vilmarest , Nicklas Werge

In this paper we investigate the dependence structure for PARMA models (i.e. ARMA models with periodic coefficients) with symmetric alpha-stable innovations. In this case the covariance function is not defined and therefore other measures…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joanna Nowicka-Zagrajek , Agnieszka Wylomanska

Aspect-based Sentiment Analysis (ABSA) is a crucial NLP task that extracts fine-grained opinions and sentiments from text, such as product reviews and customer feedback. Existing methods often trade off efficiency for performance:…

Computation and Language · Computer Science 2025-08-15 Adamu Lawan , Juhua Pu , Haruna Yunusa , Muhammad Lawan , Mahmoud Basi , Muhammad Adam

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

This paper introduces a unified parametric modeling approach for time-varying market betas that can accommodate continuous-time diffusion and discrete-time series models based on a continuous-time series regression model to better capture…

Methodology · Statistics 2022-04-15 Donggyu Kim , Minseog Oh , Minjeong Song , Yazhen Wang

The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…

Applications · Statistics 2019-03-06 Taylor R. Brown

Thul et al. (2020) called attention to problems that arise when chronometric experiments implementing specific factorial designs are analysed with the generalized additive mixed model (GAMM), using factor smooths to capture trial-to-trial…

Methodology · Statistics 2021-11-19 R. Harald Baayen , Matteo Fasiolo , Simon Wood , Yu-Ying Chuang

We present convergence results for an adaptive algorithm to compute free energies, namely the adaptive biasing force (ABF) method. The free energy is the effective potential associated to a so-called reaction coordinate (RC). Computing free…

Analysis of PDEs · Mathematics 2010-05-20 Tony Lelievre , Kimiya Minoukadeh

Long-term multivariate time series forecasting (LTSF) plays a crucial role in various high-performance computing applications, including real-time energy grid management and large-scale traffic flow simulation. However, existing solutions…

Machine Learning · Computer Science 2026-02-03 Qianyang Li , Xingjun Zhang , Shaoxun Wang , Jia Wei , Yueqi Xing

We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…

Statistics Theory · Mathematics 2012-08-20 Ting Zhang , Wei Biao Wu

Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…

Methodology · Statistics 2026-01-27 Yu Gu , Yangjianchen Xu , Peijun Sang

Time-to-event analysis, also known as survival analysis, aims to predict the time of occurrence of an event, given a set of features. One of the major challenges in this area is dealing with censored data, which can make learning algorithms…

Machine Learning · Computer Science 2023-07-25 Hyunjun Lee , Junhyun Lee , Taehwa Choi , Jaewoo Kang , Sangbum Choi

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Methodology · Statistics 2026-01-12 Jing Ouyang , Chengyu Cui , Kean Ming Tan , Gongjun Xu

Feature attribution is a fundamental task in both machine learning and data analysis, which involves determining the contribution of individual features or variables to a model's output. This process helps identify the most important…

Machine Learning · Computer Science 2023-10-26 Jinfeng Zhong , Elsa Negre

The reliability of the results of network meta-analysis (NMA) lies in the plausibility of key assumption of transitivity. This assumption implies that the effect modifiers' distribution is similar across treatment comparisons. Transitivity…

In clinical or epidemiological follow-up studies, methods based on time scale indicators such as the restricted mean survival time (RMST) have been developed to some extent. Compared with traditional hazard rate indicator system methods,…

Methodology · Statistics 2022-05-26 Chengfeng Zhang , Hongji Wu , Baoyi Huang , Hao Yuan , Yawen Hou , Zheng Chen

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

Machine Learning · Computer Science 2024-05-24 Jiahao Wang , Sikun Yang , Heinz Koeppl , Xiuzhen Cheng , Pengfei Hu , Guoming Zhang

In this paper, We propose a new style panel data factor stochastic volatility model with observable factors and unobservable factors based on the multivariate stochastic volatility model, which is mainly composed of three parts, such as the…

Methodology · Statistics 2019-04-09 Guobin Fang , Huimin Ma , Michelle Xia , Bo Zhang