Inference for binomial probability based on dependent Bernoulli random variables with applications to meta-analysis and group level studies
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Probabilistic programming is a powerful high-level paradigm for probabilistic modeling and inference. We present Odds, a small domain-specific language (DSL) for probabilistic programming, embedded in Scala. Odds provides first-class support for random var ...
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remap ...
Consider a random regular graph with degree d and of size n. Assign to each edge an independent and identically distributed exponential random variable with mean one. In this paper we establish a precise asymptotic expression for the maximum number of edge ...
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...
Many pharmaceutical products find their way into receiving waters, giving rise to concerns regarding their environmental impact. A procedure was proposed that enables ranking of the hazard to aquatic species and human health due to such products. In the pr ...
We consider oscillators whose parameters randomly switch between two values at equal time intervals. If random switching is fast compared to the oscillator's intrinsic time scale, one expects the switching system to follow the averaged system, obtained by ...
We consider the capacity planning of telecommunications networks with linear investment costs and uncertain future traffic demands. Transmission capacities must be large enough to meet, with a high quality of service (QoS), the range of possible demands, a ...
We consider the simple random walk on , d > 3, evolving in a potential of the form beta V, where are i.i.d. random variables taking values in [0, + a), and beta > 0. When the potential is integrable, the asymptotic behaviours as beta tends to 0 of the asso ...
Recent interest in the topic of random scale heterogeneity in discrete choice data has led to the development of specialised tools such as the G-MNL model, as well as repeated claims that studies which fail to separate scale heterogeneity from heterogeneit ...