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Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

物理与社会 · 物理学 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

风险管理 · 定量金融 2020-08-06 Benjamin Avanzi , Greg Taylor , Bernard Wong , Alan Xian

While advances continue to be made in model-based clustering, challenges persist in modeling various data types such as panel data. Multivariate panel data present difficulties for clustering algorithms because they are often plagued by…

统计方法学 · 统计学 2024-08-26 Mackenzie R. Neal , Alexa A. Sochaniwsky , Paul D. McNicholas

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

统计方法学 · 统计学 2011-01-05 Francesco Bartolucci , Silvia Pandolfi

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

机器学习 · 统计学 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…

机器学习 · 统计学 2022-05-04 Thomas Lartigue , Sach Mukherjee

Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…

统计方法学 · 统计学 2017-05-03 Romain Azaïs , Alexandre Genadot

Medical event prediction (MEP) is a fundamental task in the medical domain, which needs to predict medical events, including medications, diagnosis codes, laboratory tests, procedures, outcomes, and so on, according to historical medical…

机器学习 · 计算机科学 2022-05-02 Sicen Liu , Xiaolong Wang , Yang Xiang , Hui Xu , Hui Wang , Buzhou Tang

Predictive modeling of the evolutionary dynamics of cancer is a challenge issue in computational cancer biology. In this paper, we propose a general mathematical model framework for the evolutionary dynamics of cancer with plasticity and…

细胞行为 · 定量生物学 2020-01-10 Jinzhi Lei

With the growing amount of cyber threats, the need for development of high-assurance cyber systems is becoming increasingly important. The objective of this paper is to address the challenges of modeling and detecting sophisticated network…

密码学与安全 · 计算机科学 2019-10-31 Tawfeeq Shawly , Ali Elghariani , Jason Kobes , Arif Ghafoor

We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…

统计方法学 · 统计学 2021-03-19 Beniamino Hadj-Amar , Bärbel Finkenstädt , Mark Fiecas , Robert Huckstepp

A regularized vector autoregressive hidden semi-Markov model is developed to analyze multivariate financial time series with switching data generating regimes. Furthermore, an augmented EM algorithm is proposed for parameter estimation by…

应用统计 · 统计学 2021-05-19 Zekun Xu , Ye Liu

We develop novel hierarchical reciprocal graphical models to infer gene networks from heterogeneous data. In the case of data that can be naturally divided into known groups, we propose to connect graphs by introducing a hierarchical prior…

统计方法学 · 统计学 2018-01-23 Yang Ni , Peter Mueller , Yitan Zhu , Yuan Ji

In this paper, we study the dynamics of epidemic processes taking place in temporal and adaptive networks. Building on the activity-driven network model, we propose an adaptive model of epidemic processes, where the network topology…

社会与信息网络 · 计算机科学 2018-02-27 Masaki Ogura , Victor M. Preciado , Naoki Masuda

Users form information trails as they browse the web, checkin with a geolocation, rate items, or consume media. A common problem is to predict what a user might do next for the purposes of guidance, recommendation, or prefetching.…

社会与信息网络 · 计算机科学 2017-04-21 Tao Wu , David Gleich

We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…

概率论 · 数学 2022-01-17 Benoît Henry , Sylvie Méléard , Viet Chi Tran

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

概率论 · 数学 2018-11-22 Xinwei Bai , Jasper Goseling

Human motion plays an important role in many fields. Large databases exist that store and make available recordings of human motions. However, annotating each motion with multiple labels is a cumbersome and error-prone process. This…

机器学习 · 计算机科学 2016-05-06 Matthias Plappert

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

This paper discusses tractable development and statistical estimation of a continuous time stochastic process with a finite state space having non-Markov property. The process is formed by a finite mixture of right-continuous Markov jump…

统计理论 · 数学 2019-02-04 H. Frydman , B. A. Surya
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