相关论文: Fitting inhomogeneous phase-type distributions to …

Inhomogeneous phase-type (IPH) distributions extend classical phase-type models by allowing transition intensities to vary over time, offering greater flexibility for modeling heavy-tailed or time-dependent absorption phenomena. We focus on…

Acyclic phase-type (PH) distributions have been a popular tool in survival analysis, thanks to their natural interpretation in terms of ageing towards its inevitable absorption. In this paper, we consider an extension to the bivariate…

We extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In…

Phase-type (PH) distributions are a popular tool for the analysis of univariate risks in numerous actuarial applications. Their multivariate counterparts (MPH$^\ast$), however, have not seen such a proliferation, due to lack of explicit…

We resolve two questions left open by Bladt and Nielsen (2010) concerning multivariate families of matrix-exponential and phase-type distributions. First, in the matrix-exponential case, the projection-defined class MVME coincides with…

This paper addresses the task of modeling severity losses using segmentation when the data distribution does not fall into the usual regression frameworks. This situation is not uncommon in lines of business such as third-party liability…

We consider the fitting of heavy tailed data and distribution with a special attention to distributions with a non--standard shape in the "body" of the distribution. To this end we consider a dense class of heavy tailed distributions…

A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…

A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. The subproblems in this algorithm are allowed to be…

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

We present an adaptive scheme for isogeometric phase-field modeling, to perform suitably graded hierarchical refinement and coarsening on both single- and multi-patch geometries by considering truncated hierarchical spline constructions…

Frailty models are essential tools in survival analysis for addressing unobserved heterogeneity and random effects in the data. These models incorporate a random effect, the frailty, which is assumed to impact the hazard rate…

A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…

In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commute. The resulting formulae are intuitive matrix…

Heavy-tailed distributions, prevalent in a lot of real-world applications such as finance, telecommunications, queuing theory, and natural language processing, are challenging to model accurately owing to their slow tail decay. Bernstein…

Biologically functional liquid-liquid phase separation of intrinsically disordered proteins (IDPs) is driven by interactions encoded by their amino acid sequences. Little is currently known about the molecular recognition mechanisms for…

Recent studies have actively employed persistent homology (PH), a topological data analysis technique, to analyze the topological information in time series data. Many successful studies have utilized graph representations of time series…

We extend the Kulkarni class of multivariate phase--type distributions in a natural time--fractional way to construct a new class of multivariate distributions with heavy-tailed Mittag-Leffler(ML)-distributed marginals. The approach relies…

Interferometric phase linking (IPL) has become a prominent technique for processing images of areas containing distributed scaterrers in SAR interferometry. Traditionally, IPL consists in estimating consistent phase differences between all…

Data heterogeneity across clients in federated learning (FL) settings is a widely acknowledged challenge. In response, personalized federated learning (PFL) emerged as a framework to curate local models for clients' tasks. In PFL, a common…