Related papers: Zero-inflated stochastic volatility model for disa…

Inflation exhibits state-dependent, skewed, and fat-tailed dynamics that make risk a central concern for monetary policy. Accordingly, inflation risks are distributional and cannot be fully captured by mean-based models. We propose a…

Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…

Count data with excessive zeros are often encountered when modelling infectious disease occurrence. The degree of zero inflation can vary over time due to non-epidemic periods as well as by age group or region. The existing endemic-epidemic…

This paper develops a dynamic factor model that uses euro area (EA) country-specific information on output and inflation to estimate an area-wide measure of the output gap. Our model assumes that output and inflation can be decomposed into…

We propose a unified probabilistic framework for sparse count tensors with excess zeros, motivated by single-cell Hi-C data. The observed data are naturally represented as a three-way tensor indexed by genomic loci pairs and cells,…

We develop a new longitudinal count data regression model that accounts for zero-inflation and spatio-temporal correlation across responses. This project is motivated by an analysis of Iowa Fluoride Study (IFS) data, a longitudinal cohort…

Relational count data are often obtained from sources such as simultaneous purchase in online shops and social networking service information. Bi-clustering such relational count data reveals the latent structure of the relationship between…

We consider the problem of graph estimation in a zero-inflated Gaussian model. In this model, zero-inflation is obtained by double truncation (right and left) of a Gaussian vector. The goal is to recover the latent graph structure of the…

We present a generic inference method for inflation models from observational data by the usage of higher-order statistics of the curvature perturbation on uniform density hypersurfaces. This method is based on the calculation of the…

We generalize the effective field theory of single clock inflation to include dissipative effects. Working in unitary gauge we couple a set of composite operators in the effective action which is constrained solely by invariance under…

Slow-roll inflation generically makes several predictions: a flat Universe, primordial adiabatic density perturbations, and a stochastic gravity-wave background. Each inflation model will further predict specific relations between the…

In many cases, a machine learning model must learn to correctly predict a few data points with particular values of interest in a broader range of data where many target values are zero. Zero-inflated data can be found in diverse scenarios,…

Both inflation and unemployment inflict social losses. When a tradeoff exists between the two, what would be the best combination of inflation and unemployment? A well known approach in economics to address this question consists to write…

We study the primordial non-Gaussinity predicted from simple models of inflation with a linear potential and superimposed oscillations. This generic form of the potential is predicted by the axion monodromy inflation model, that has…

In this work, we systematically present a new dynamical systems approach to standard inflationary processes and their variants as constant-roll inflation. Using the techniques presented in our work one can in general investigate the…

Given a system of analytic functions and an approximate zero, we introduce inflation to transform this system into one with a regular quadratic zero. This leads to a method for isolating a cluster of zeros of the given system.

Gauge-flation model at zeroth order in cosmological perturbation theory offers an interesting scenario for realizing inflation within a particle physics context, allowing us to investigate interesting possible connections between inflation…

There are numerous applications which involve modeling multi-dimensional count data, notably in actuarial science and risk management. When such data exhibit an excess of zeros, common count models are no longer suitable. With multivariate…

The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…

We construct a model of inflation based on a low-energy effective theory of spontaneously broken global scale invariance. This provides a shift symmetry that protects the inflaton potential from quantum corrections. Since the underlying…