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We significantly extend our earlier variant of the Schelling model, incorporating a neighborhood Potential function as well as an agent wealth gain function to study the long term evolution of the economic status of neighborhoods in cities.…
In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder…
We describe a method to identify poor households in data-scarce countries by leveraging information contained in nationally representative household surveys. It employs standard statistical learning techniques---cross-validation and…
This paper investigates how market competition influences poverty dynamics using a functional econometric framework that captures both contemporaneous and lagged effects. Using annual data for 48 countries from 1991-2017, we estimate…
In this paper, we suggest a novel method for detecting mortality deceleration. We focus on the gamma-Gompertz frailty model and suggest the subtraction of a penalty in the log-likelihood function as an alternative to traditional likelihood…
Random search for one or more targets in a bounded domain occurs widely in nature, with examples ranging from animal foraging to the transport of vesicles within cells. Most theoretical studies take a searcher-centric viewpoint, focusing on…
Mixture models are commonly used in applications with heterogeneity and overdispersion in the population, as they allow the identification of subpopulations. In the Bayesian framework, this entails the specification of suitable prior…
Efficient contact tracing and isolation is an effective strategy to control epidemics. It was used effectively during the Ebola epidemic and successfully implemented in several parts of the world during the ongoing COVID-19 pandemic. An…
The paper describes a new class of capture-recapture models for closed populations when individual covariates are available. The novelty consists in combining a latent class model for the distribution of the capture history, where the class…
This paper deals with the stability properties of a closed market, where capital and labour force are acting like a predator-prey system in population-dynamics. The spatial movement of the capital and labour force are taken into account by…
In this contribution we are concerned with tight a posteriori error estimation for projection based model order reduction of $\inf$-$\sup$ stable parameterized variational problems. In particular, we consider the Reduced Basis Method in a…
We propose a novel adaptive approximation approach for test-time resource-constrained prediction. Given an input instance at test-time, a gating function identifies a prediction model for the input among a collection of models. Our…
The Gibbs sampler (a.k.a. Glauber dynamics and heat-bath algorithm) is a popular Markov Chain Monte Carlo algorithm which iteratively samples from the conditional distributions of a probability measure $\pi$ of interest. Under the…
Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…
In our multi-agent model agents generate wealth from repeated interactions for which a prisoner's dilemma payoff matrix is assumed. Their gains are taxed by a government at a rate $\alpha$. The resulting budget is spent to cover…
In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to…
Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…
A society or country with income equally distributed among its people is truly a fiction! The phenomena of socioeconomic inequalities have been plaguing mankind from times immemorial. We are interested in gaining an insight about the…
We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…
The accelerated failure time (AFT) model is widely used to analyze relationships between variables in the presence of censored observations. However, this model relies on some assumptions such as the error distribution, which can lead to…