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Analyzing demographic data collected across multiple populations, time periods, and age groups is challenging due to the interplay of high dimensionality, demographic heterogeneity among groups, and stochastic variability within smaller…

Applications · Statistics 2025-12-12 Gregor Zens

We consider the estimation of wealth inequality measures with their confidence interval, based on survey data with interval censoring. We rely on a Bayesian hierarchical model. It consists of a model where, due to survey sampling and unit…

Applications · Statistics 2011-08-01 Eric Gautier

Individual-based models of contagious processes are useful for predicting epidemic trajectories and informing intervention strategies. In such models, the incorporation of contact network information can capture the non-randomness and…

Populations and Evolution · Quantitative Biology 2023-11-09 Maxwell H. Wang , Jukka-Pekka Onnela

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

Machine Learning · Statistics 2019-05-20 Lucas Maystre , Victor Kristof , Matthias Grossglauser

The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles

Dynamic community detection concerns inferring how community memberships evolve over time, including the emergence, persistence, merging, and dissolution of groups in temporal networks. We propose a Bayesian nonparametric model for…

Methodology · Statistics 2026-04-09 Xenia Miscouridou , Francesca Panero , Antreas Laos

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…

Quantitative Methods · Quantitative Biology 2025-01-23 Hannah Craddock , Simon EF Spencer , Xavier Didelot

We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse…

Methodology · Statistics 2022-06-07 Zoey Yi Zhao , Meng Xie , Mike West

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

To make informed decisions in natural environments that change over time, humans must update their beliefs as new observations are gathered. Studies exploring human inference as a dynamical process that unfolds in time have focused on…

Neurons and Cognition · Quantitative Biology 2022-03-03 Arthur Prat-Carrabin , Robert C. Wilson , Jonathan D. Cohen , Rava Azeredo da Silveira

Developing a scientific understanding of cities in a fast urbanizing world is essential for planning sustainable urban systems. Recently, it was shown that income and wealth creation follow increasing returns, scaling superlinearly with…

Physics and Society · Physics 2015-09-04 Somwrita Sarkar , Peter Phibbs , Roderick Simpson , Sachin Wasnik

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

Methodology · Statistics 2014-08-13 Wen-Hsi Yang , Scott H. Holan , Christopher K. Wikle

We investigate the effect of tax evasion on the income distribution and the inequality index of a society through a kinetic model described by a set of nonlinear ordinary differential equations. The model allows to compute the global…

General Finance · Quantitative Finance 2014-08-25 Maria Letizia Bertotti , Giovanni Modanese

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

Improving health worldwide will require rigorous quantification of population-level trends in health status. However, global-level surveys are not available, forcing researchers to rely on fragmentary country-specific data of varying…

Methodology · Statistics 2014-05-20 Mariel M. Finucane , Christopher J. Paciorek , Goodarz Danaei , Majid Ezzati

We discuss the distribution of commuting distances and its relation to income. Using data from Denmark, the UK, and the US, we show that the commuting distance is (i) broadly distributed with a slow decaying tail that can be fitted by a…

Physics and Society · Physics 2016-06-13 Giulia Carra , Ismir Mulalic , Mogens Fosgerau , Marc Barthelemy

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev