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Inferring Team Strengths Using a Discrete Markov Random Field
Inferring Team Strengths Discrete Markov Random Field
2013/6/14
We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. ...
A parameter estimation method based on random slow manifolds
Parameter estimation Slow-fast system Random slow manifold Quantifying uncer-tainty Numerical optimization
2013/5/2
A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the syste...
A Poisson Mixed Model with Nonnormal Random Effect Distribution
Count data Generalized log-gamma distribution Multivariate negative binomial distribution Overdispersion Random-effect models
2011/6/17
We propose in this paper a random intercept Poisson model in which the random effect distribution
is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments
for...
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
compound Poisson approximation coupling inequality law of small numbers
2010/10/19
Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the...
Some random times and martingales associated with BES0(δ) processes (0<δ<2)
random times martingales BES0(δ) processes
2009/6/12
Some random times and martingales associated with BES0(δ) processes (0<δ<2).
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Pitman's representation three-dimensional Bessel process telegrapher s equation queue Burke's theorem
2009/5/4
Let $(xi_k, kge 0)$ be a Markov chain on ${-1,+1}$ with $xi_0=1$ and transition probabilities $P(xi_{k+1}=1| xi_k=1)=a>b=P(xi_{k+1}=-1| xi_k=-1)$. Set $X_0=0$, $X_n=xi_1+cdots +xi_n$ and $M_n=max_{0le...
We consider the limit distribution of the orders of the k largest components in the Erdös-Rényi random graph inside the ``critical window'' for arbitrary k. We prove a local limit theorem for thi...
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Random walk hitting time exit time sandpile model
2009/4/28
We consider a random walk $S_n = sum_{i=1}^n X_i$ with i.i.d. $X_i$. We assume that the $X_i$ take values in $Bbb Z^d$, have bounded support and zero mean. For $A subset Bbb Z^d, A ne emptyset$ we def...
A Log-scale Limit Theorem for One-dimensional Random Walks in Random Environments
RWRE limit theorems branching large deviations
2009/4/27
We consider a transient one-dimensional random walk X_n in random environment having zero asymptotic speed. For a class of non-i.i.d. environments we show that log X_n / log n converges in probability...