相关论文: Zero-state Markov switching count-data models: an …

The Tweedie generalized linear models are commonly applied in the insurance industry to analyze semicontinuous claim data. For better prediction of the aggregated claim size, the mean and dispersion of the Tweedie model are often estimated…

We continue study of conformal testing in binary model situations. In this note we consider Markov alternatives to the null hypothesis of exchangeability. We propose two new classes of conformal test martingales; one class is statistically…

Observed accidents have been the main resource for road safety analysis over the past decades. Although such reliance seems quite straightforward, the rare nature of these events has made safety difficult to assess, especially for new and…

Many studies suggest that searching for parking is associated with significant direct and indirect costs. Therefore, it is appealing to reduce the time which car drivers spend on finding an available parking lot, especially in urban areas…

This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrated nested Laplace approximations are used to approximate…

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

A Markov switching asymmetric GARCH model which imposes more leverage effect of the negative shocks is considered. The asymptotic behavior of the second moment is investigated and an upper bound for it is calculated. A bayesian strategy…

This paper develops a decision algorithm for weak bisimulation on Markov Automata (MA). For that purpose, different notions of vanishing state (a concept known from the area of Generalised Stochastic Petri Nets) are defined. Vanishing…

In medical research, understanding changes in outcome measurements is crucial for inferring shifts in health conditions. However, traditional methods often struggle with large, irregularly longitudinal data and fail to account for the…

We present a detailed analysis of two-state trajectories obtained from force-clamp spectroscopy (FCS) of reversibly bonded systems. FCS offers the unique possibility to vary the equilibrium constant in two-state kinetics, for instance the…

When is keeping a memory of observations worthwhile? We use hidden Markov models to look at phase transitions that emerge when comparing state estimates in systems with discrete states and noisy observations. We infer the underlying state…

The lateral position of vehicles within their lane is a decisive factor for the range of vision of vehicle sensors. This, in turn, is crucial for a vehicle's ability to perceive its environment and gain a high situational awareness by…

Full Bayesian computational inference for model determination in undirected graphical models is currently restricted to decomposable graphs, except for problems of very small scale. In this paper we develop new, more efficient methodology…

In the last four years, the number of distinct autonomous vehicles platforms deployed in the streets of California increased 6-fold, while the reported accidents increased 12-fold. This can become a trend with no signs of subsiding as it is…

We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time-homogeneous Markov chain.…

This paper considers an unsignalized intersection used by two traffic streams. A stream of cars is using a primary road, and has priority over the other stream. Cars belonging to the latter stream cross the primary road if the gaps between…

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

We identify a nontrivial multistate Landau-Zener model for which transition probabilities between any pair of diabatic states can be determined analytically and exactly. In the semiclassical picture, this model features the possibility of…

We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…

Motivated by the analysis of accelerometer data, we introduce a specific finite mixture of hidden Markov models with particular characteristics that adapt well to the specific nature of this type of data. Our model allows for the…