Related papers: A Stochastic Compartmental Model of Suicide Risk D…

Suicide is a major societal challenge globally, with a wide range of risk factors, from individual health, psychological and behavioral elements to socio-economic aspects. Military personnel, in particular, are at especially high risk.…

In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…

Although there are many methods for functional data analysis (FDA), little emphasis is put on characterizing variability among volatilities of individual functions. In particular, certain individuals exhibit erratic swings in their…

Psychological disorders like major depressive disorder can be seen as complex dynamical systems. By looking at symptom activation patterns, we can investigate the dynamic behaviour of individuals to see whether or not they are at risk for…

Mental disorders like major depressive disorder can be seen as complex dynamical systems. In this study we investigate the dynamic behaviour of individuals to see whether or not we can expect a transition to another mood state. We introduce…

In emergency medicine, timely intervention for patients at risk of suicide is often hindered by delayed access to specialised psychiatric care. To bridge this gap, we introduce a speech-based approach for automatic suicide risk assessment.…

This paper presents and derives the interrelations between survival analysis and master equation. Survival analysis deals with modeling the transitions between succeeding states of a system in terms of hazard rates. Questions related with…

Accurate mortality modeling is central to actuarial science and public health, especially as mental health emerges as a significant factor in population outcomes. This paper develops and applies a Bayesian hierarchical model to analyze U.S.…

This paper introduces a continuous-time stochastic dynamical framework for understanding how large language models (LLMs) may self-amplify latent biases or toxicity through their own chain-of-thought reasoning. The model posits an…

Detecting psychological stress from speech is critical in high-pressure settings. While prior work has leveraged acoustic features for stress detection, most treat stress as a static label. In this work, we model stress as a temporally…

Social dynamics is concerned primarily with interactions among individuals and the resulting group behaviors, modeling the temporal evolution of social systems via the interactions of individuals within these systems. In particular, the…

This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such as an Ornstein-Uhlenbeck one. In this study, we estimate…

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…

Accurate identification of mental health biomarkers can enable earlier detection and objective assessment of compromised mental well-being. In this study, we analyze electrodermal activity recorded during an Emotional Stroop task to capture…

Intimate partner violence (IPV) is a significant public health problem and social issue that involves couples from all socioeconomic and cultural contexts. IPV may affect women and men, but these latter are the most common perpetrators of…

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…