Related papers: Multi-Dimensional self-exciting NBD process and De…
Motivated by the success of models based on chiral symmetry in NN interactions we investigate self-interacting scalar, pseudoscalar and vector meson fields and their impact for NN forces. We parametrize the corresponding nonlinear field…
We propose enforcing constraints on Model-Based Diffusion by introducing emerging barrier functions inspired by interior point methods. We demonstrate that the standard Model-Based Diffusion algorithm can lead to catastrophic performance…
Multi-dimensional Hawkes process (MHP) is a class of self and mutually exciting point processes that find wide range of applications -- from prediction of earthquakes to modelling of order books in high frequency trading. This paper makes…
A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and…
RNA-sequencing (RNA-Seq) has become a powerful technology to characterize gene expression profiles because it is more accurate and comprehensive than microarrays. Although statistical methods that have been developed for microarray data can…
In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show…
An efficient method to price bonds with optional sinking feature is presented. Such instruments equip their issuer with the option (but not the obligation) to redeem parts of the notional prior to maturity, therefore the future cash flows…
For object detection, it is possible to view the prediction of bounding boxes as a reverse diffusion process. Using a diffusion model, the random bounding boxes are iteratively refined in a denoising step, conditioned on the image. We…
Learning to sample from complex unnormalized distributions over discrete domains emerged as a promising research direction with applications in statistical physics, variational inference, and combinatorial optimization. Recent work has…
The Poisson multinomial distribution (PMD) describes the distribution of the sum of $n$ independent but non-identically distributed random vectors, in which each random vector is of length $m$ with 0/1 valued elements and only one of its…
Count data and recurrent events in clinical trials, such as the number of lesions in magnetic resonance imaging in multiple sclerosis, the number of relapses in multiple sclerosis, the number of hospitalizations in heart failure, and the…
We develop and implement methods for determining whether relaxing sparsity constraints on portfolios improves the investment opportunity set for risk-averse investors. We formulate a new estimation procedure for sparse second-order…
Understanding how adult humans learn non-native speech categories such as tone information has shed novel insights into the mechanisms underlying experience-dependent brain plasticity. Scientists have traditionally examined these questions…
We consider a mean-variance portfolio selection problem in a financial market with contagion risk. The risky assets follow a jump-diffusion model, in which jumps are driven by a multivariate Hawkes process with mutual-excitation effect. The…
The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and…
The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…
We develop a theoretical framework that aims to link micro-level option hedging and stock-specific factor exposure with macro-level market turbulence and explain endogenous volatility amplification during gamma-squeeze events. By explicitly…
We present a stability study of the class of multivariate self-excited Hawkes point processes, that can model natural and social systems, including earthquakes, epileptic seizures and the dynamics of neuron assemblies, bursts of exchanges…
In this paper, we investigate the secrecy energy-efficiency (SEE) of a multi-user downlink non-orthogonal multiple access (NOMA) system assisted by multiple ambient backscatter communications (AmBC) in the presence of a passive…
The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…