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Process theory of causality: a category-theoretic perspective
This article presents an overview of the category-theoretical approach to causal modeling, as introduced by Jacobs et al. (
2019 ), and describes some... -
A probabilistic method for reconstructing the Foreign Direct Investments network in search of ultimate host economies
The Ultimate Host Economies (UHEs) of a given country are defined as the ultimate destinations of Foreign Direct Investment (FDI) originating in that...
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Analysis of COVID-19 evolution based on testing closeness of sequential data
A practical algorithm has been developed for closeness analysis of sequential data that combines closeness testing with algorithms based on the...
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Graphical Models for Categorical Data
This chapter describes the use of graphical models to analyse categorical data. After defining the (conditional) independence graph, the core... -
Spatial quantile clustering of climate data
In the era of climate change, the distribution of climate variables evolves with changes not limited to the mean value. Consequently, clustering...
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Three Distributions in the Extended Occupancy Problem
The classical and extended occupancy distributions are useful for examining the number of occupied bins in problems involving random allocation of...
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Flexible Bayesian Inference for Diffusion Processes using Splines
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We...
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Fundamentals
This chapter presents the main mathematical foundations of the problems, concepts, and methods covered by the book. First, a formal description is... -
Bespoke Learning in Static Systems: Application to Learning Sub-surface Material Density Function
In this chapter we discuss bespoke learning of a system property in a static system, i.e. discuss bespoke learning of the relevant system property... -
Clustering Longitudinal Data for Growth Curve Modelling by Gibbs Sampler and Information Criterion
Clustering longitudinal data for growth curve modelling is considered in this paper, where we aim to optimally estimate the underpinning unknown...
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A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
This paper considers the modeling problem of the weekly number of districts with new cases of cryptosporidiosis infection, and proposes a...
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Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions
Despite recent methodological advances in hidden Markov regression models and a rapid increase in their application in a wide range of empirical...
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Ruin Problems for Risk Processes with Dependent Phase-Type Claims
We consider continuous time risk processes in which the claim sizes are dependent and non-identically distributed phase-type distributions. The class...
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A Frailty Model for Semi-competing Risk Data with Applications to Colon Cancer
In semi-competing risks (which generalizes the competing risks scenario), a subject may experience both terminal and non-terminal events, usually...
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Examining the identifiability and estimability of the phase-type ageing model
In this paper, the identifiability and the estimability of a particular phase-type ageing model (PTAM) are investigated. We consider a PTAM that is...
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Bayesian Computations for Reliability Analysis in Dynamic Environments
In this chapter, we consider systems operating under a dynamic environment that causes changes in the failure characteristics of the system. We... -
Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy
In this paper, a jump-diffusion Omega model with a two-step premium rate and a threshold dividend strategy is studied. For this model, the surplus...
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Ensemble slice sampling
Slice sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with...
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Forecasting the housing vacancy rate in Japan using dynamic spatiotemporal effects models
This study attempts to predict and forecast the future heterogeneous increase in the vacant house ratio among prefectures in Japan using spatial...