4 results match your criteria Applied Stochastic Models In Business And Industry[Journal]

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Inferring social structure from continuous-time interaction data.

Appl Stoch Models Bus Ind 2018 Mar-Apr;34(2):87-104. Epub 2017 Oct 20.

University of Washington.

Relational event data, which consist of events involving pairs of actors over time, are now commonly available at the finest of temporal resolutions. Existing continuous-time methods for modeling such data are based on point processes and directly model interaction "contagion," whereby one interaction increases the propensity of future interactions among actors, often as dictated by some latent variable structure. In this article, we present an alternative approach to using temporal-relational point process models for continuous-time event data. Read More

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http://dx.doi.org/10.1002/asmb.2285DOI Listing
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC6020699PMC
October 2017

Clinical Trial Design as a Decision Problem.

Appl Stoch Models Bus Ind 2017 May-Jun;33(3):296-301. Epub 2017 Jan 13.

Dept. of Biostatistics, University of Texas, M.D. Anderson Cancer Center.

The intent of this discussion is to highlight opportunities and limitations of utility-based and decision theoretic arguments in clinical trial design. The discussion is based on a specific case study, but the arguments and principles remain valid in general. The example concerns the design of a randomized clinical trial to compare a gel sealant versus standard care for resolving air leaks after pulmonary resection. Read More

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http://dx.doi.org/10.1002/asmb.2222DOI Listing
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC5705102PMC
January 2017
7 Reads

Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions.

Appl Stoch Models Bus Ind 2017 Jul-Aug;33(4):394-408. Epub 2017 Mar 13.

Department of Statistics, Federal University of Rio de Janeiro, Caixa Postal 68530, CEP: 21945-970, Rio de Janeiro, Brazil.

In this article, we introduce a likelihood-based estimation method for the stochastic volatility in mean (SVM) model with scale mixtures of normal (SMN) distributions (Abanto-Valle et al., 2012). Our estimation method is based on the fact that the powerful hidden Markov model (HMM) machinery can be applied in order to evaluate an arbitrarily accurate approximation of the likelihood of an SVM model with SMN distributions. Read More

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http://doi.wiley.com/10.1002/asmb.2246
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http://dx.doi.org/10.1002/asmb.2246DOI Listing
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC5621483PMC
March 2017
2 Reads

Efficient prediction designs for random fields.

Appl Stoch Models Bus Ind 2015 Mar 26;31(2):178-194. Epub 2014 Nov 26.

Department of Applied Statistics, Johannes-Kepler-University of Linz Linz, Austria.

For estimation and predictions of random fields, it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for empirical kriging (EK) are then often non-space-filling and very costly to determine. In this paper, we investigate the possibility of using a compound criterion inspired by an equivalence theorem type relation to build designs quasi-optimal for the EK variance when space-filling designs become unsuitable. Read More

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http://dx.doi.org/10.1002/asmb.2084DOI Listing
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC4540167PMC
March 2015
0.720 Impact Factor
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