相关论文: Dynamic quantile linear models: a Bayesian approac…

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

This study introduces a dynamic investment framework to enhance portfolio management in volatile markets, offering clear advantages over traditional static strategies. Evaluates four conventional approaches : equal weighted, minimum…

We present a class of spatiotemporal models for Poisson areal data suitable for the analysis of emerging infectious diseases. These models assume Poisson observations related through a link equation to a latent random field process. This…

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

While distribution networks (DNs) turn from consumers to active and responsive intelligent DNs, the question of how to represent them in large-scale transmission network (TN) studies is still under investigation. The standard approach that…

Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…

The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We develop a framework for constructing nonlinear mechanistic models…

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…

Bounded continuous data on the unit interval frequently arise in applied fields and often exhibit a non-negligible proportion of observations at the boundaries. Inflated regression models address this feature by combining a continuous…

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…

Deep learning has shown impressive results in a variety of time series forecasting tasks, where modeling the conditional distribution of the future given the past is the essence. However, when this conditional distribution is…

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Bayesian Optimization algorithm has become a promising approach for nonlinear global optimization problems and many machine learning applications. Over the past few years, improvements and enhancements have been brought forward and they…

Joint models (JMs) for longitudinal and time-to-event data are an important class of biostatistical models in health and medical research. When the study population consists of heterogeneous subgroups, the standard JM may be inadequate and…

Many real-world systems studied are governed by complex, nonlinear dynamics. By modeling these dynamics, we can gain insight into how these systems work, make predictions about how they will behave, and develop strategies for controlling…

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…

Estimation of origin-destination (OD) demand plays a key role in successful transportation studies. In this paper, we consider the estimation of time-varying day-to-day OD flows given data on traffic volumes in a transportation network for…

This article presents an algorithm that allows modeling of biological networks in a qualitative framework with continuous time. Mathematical modeling is used as a systems biology tool to answer biological questions, and more precisely, to…