Related papers: On sums of dependent random lifetimes under the Ti…
In this note, we analyze an abstract evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. We assume that the operator corresponding to the nondelayed part of the model generates an exponentially…
The paper offers a unified approach to the study of three locally adaptive estimation methods in the context of univariate time series from both theoretical and empirical points of view. A general procedure for the computation of critical…
This paper proposes an efficient approach to learning disentangled representations with causal mechanisms based on the difference of conditional probabilities in original and new distributions. We approximate the difference with models'…
The relationship between a time-dependent covariate and survival times is usually evaluated via the Cox model. Time-dependent covariates are generally available as longitudinal data collected regularly during the course of the study. A…
A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…
In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian non-linear time series framework, our modeling…
Recursive graphical models usually underlie the statistical modelling concerning probabilistic expert systems based on Bayesian networks. This paper defines a version of these models, denoted as recursive exponential models, which have…
We propose a family of statistical models for social network evolution over time, which represents an extension of Exponential Random Graph Models (ERGMs). Many of the methods for ERGMs are readily adapted for these models, including…
Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment…
Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…
The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…
We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…
The article presents mathematical generalization of results which originated as solutions of practical problems, in particular, the modeling of transitional processes in electrical circuits and problems of resource allocation. However, the…
This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is…
In this present work, we discuss the Bayesian inference for the bivariate pseudo-exponential distribution. Initially, we assume independent gamma priors and then pseudo-gamma priors for the pseudo-exponential parameters. We are primarily…
We develop a lumped parameter model to describe and predict the mass release of (absorption from) an arbitrary shaped body of any dimension in a large environment. Through the one-to-one analogy between diffusion-dominated mass transfer…
This article introduces a novel and computationally fast model to study the association between covariates and power spectra of replicated time series. A random covariate-dependent Cram\'{e}r spectral representation and a semiparametric…
We propose a model for diffusion of two opposite opinions. Here, the decision to be taken by each individual is a random variable which depends on the tendency of the population, as well on its own trend characteristic. The influence of the…
Although the concepts of age, survival and transit time have been widely used in many fields, including population dynamics, chemical engineering, and hydrology, a comprehensive mathematical framework is still missing. Here we discuss…