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Browsing 01 Mathematical Sciences by Title

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  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro (Elsevier Science BV, 2004)
    Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are ...
  • Girod, A; Ribaux, Oliver; Margot, Pierre; Walsh, Simon (Revue Internationale de Criminologie et de Police Technique et Scientifique, 2004)
  • Green, Peter; Mardia, Kanti (Oxford Univ Press, 2006)
    An important problem in shape analysis is to match configurations of points in space after filtering out some geometrical transformation. In this paper we introduce hierarchical models for such tasks, in which the points ...
  • Crainiceanu, Ciprian; Ruppert, David; Wand, Matt (American Statistical Association, 2005)
    Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for ...
  • Chan, Jennifer; Choy, Sai Tsang Boris; Lee, A (John Wiley & Sons,Ltd, 2007)
    This paper focuses on the estimation of some models in finance and in particular, in interest rates. We analyse discretized versions of the constant elasticity of variance (CEV) models where the normal law showing up in ...
  • Mezzetti, M; Ibrahim, Joseph; Bois, Frederic; Ryan, Louise; Ngo, L; Smith, Thomas (Blackwell Publ Ltd, 2003)
    We propose a Bayesian model for physiologically based pharmacokinetics of 1,3-butadiene (BD). BD is classified as a suspected human carcinogen and exposure to it is common, especially through cigarette smoke as well as in ...
  • Geweke, John; Tanizaki, Hisashi (Elsevier, 2001)
    Abstract: In this paper, an attempt is made to show a general solution to nonlinear and/or non-Gaussian state-space modeling in a Bayesian framework, which corresponds to an extension of Carlin et al. (J. Amer. Statist. ...
  • Hurn, M; Green, Peter; Al-Awadhi, F (Blackwell Publishing, 2008)
    The Sloan digital sky survey is an extremely large astronomical survey that is conducted with the intention of mapping more than a quarter of the sky. Among the data that it is generating are spectroscopic and photometric ...
  • Coull, Brent; Mezzetti, Maura; Ryan, Louise (Springer, 2003)
    This article uses a Bayesian hierarchical model to quantify the adverse health effects associated with in-utero exposure to methylmercury. By allowing for study-to-study as well as outcome-to-outcome variability, the ...
  • Bird, Ronald; Gerlach, Richard (Feng Chia University, 2006)
    Simple financial ratios such as book-to-market are often used to identify value stocks. This paper examines the extent to which fundamental accounting information can be used to better identify truly undervalued value ...
  • Morales, Knashawn; Ibrahim, Joseph; Chen, Chien-Jen; Ryan, Louise (American Statistical Association, 2006)
    An important component of quantitative risk assessment involves characterizing the dose-response relationship between an environmental exposure and adverse health outcome and then computing a benchmark dose, or the exposure ...
  • Lau, Jw; Green, Peter (Amer Statistical Assoc, 2006)
    This paper establishes a general framework for Bayesian model-based clustering, in which subset labels are exchangeable, and items are also exchangeable, possibly up to covariate e?ects. It is rich enough to encompass a ...
  • Mardia, Kanti; Nyirongo, Vysaul; Green, Peter; Gold, Nicola; Westhead, David (Biomed Central Ltd, 2007)
    Background: Matching functional sites is a key problem for the understanding of protein function and evolution. The commonly used graph theoretic approach, and other related approaches, require adjustment of a matching ...
  • Cetin, U.; Novikov, Alex; Shiryaev, Albert (Taylor & Francis, 2013)
    We solve explicitly a Bayesian sequential estimation problem for the drift parameter of a fractional Brownian motion under the assumptions that a prior density of is Gaussian and that a penalty function is quadratic or ...
  • Gerlach, Richard; Bird, Ronald; Hall, Tony (Blackwell Publishers, 2002)
  • Chiarella, Carl; He, Xuezhong; Wang, Duo (Pergamon-Elsevier Science Ltd, 2006)
    We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted ...
  • Platen, Eckhard (Blackwell Publishing, 2006)
    This paper derives a unified framework for portfolio optimization, derivative pricing, financial modeling, and risk measurement. It is based on the natural assumption that investors prefer more rather than less, in the ...
  • Morales, Knashawn; Ryan, Louise (John Wiley & Sons, Ltd., 2005)
    Risk assessments based on epidemiologic studies are becoming increasingly common in evaluating environmental health risks and setting health standards. This article will discuss and compare some of the available methods ...
  • Hein, Anne-Mette; Richardson, Sylvia; Causton, Helen; Ambler, Graeme; Green, Peter (Oxford Univ Press, 2005)
    We present Bayesian hierarchical models for the analysis of Affymetrix GeneChip data. The approach we take differs from other available approaches in two fundamental aspects. Firstly, we aim to integrate all processing ...
  • Alomari, Majdi; Zhu, Jianguo (Elsevier Science Bv, 2011)
    This paper presents the use of Thyristor-Controlled Series Capacitor (TCSC) to control bifurcations of subsynchronous resonance (SSR) in multimachine power system. The modified second system of the IEEE second benchmark ...