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Preface to the Second Edition. Preface to the First Edition. Acknowledgments for the Second Edition. Acknowledgments for the First Edition. 1. Introduction and Preview. 1.1 Preview of the Book. 2. Entropy, Relative Entro...

This paper proposes entropy balancing, a data preprocessing method to achieve covariate balance in observational studies with binary treatments. Entropy balancing relies on a maximum entropy reweighting scheme that calib...

Previous article Next article Fractional Brownian Motions, Fractional Noises and ApplicationsBenoit B. Mandelbrot and John W. Van NessBenoit B. Mandelbrot and John W. Van Nesshttps://doi.org/10.1137/1010093PDFBibTexSecti...

A model for a large network of "neurons" with a graded response (or sigmoid input-output relation) is studied. This deterministic system has collective properties in very close correspondence with the earlier stochastic ...

A comprehensive review of spatiotemporal pattern formation in systems driven away from equilibrium is presented, with emphasis on comparisons between theory and quantitative experiments. Examples include patterns in hydr...

Abstract Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estima...

Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which can be computationally expensive and ignore ...

We describe a program, tRNAscan-SE, which identifies 99-100% of transfer RNA genes in DNA sequence while giving less than one false positive per 15 gigabases. Two previously described tRNA detection programs are used as ...

Subjects / keywords: Stochastic models; Finance; Mathematical models; Business mathematics; Electronic books

We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady state...

This paper evaluates the unemployment duration and labor mobility using data from the household surveys provided by the National Statistical office (INDEC) for the period 1998 to 2005. The paper aims to understand and ex...

Since there is an uncertainty in the arrival times of flights, pre-scheduled allocation of runways and stands and the subsequent first-come-first-served treatment results in a sub-optimal allocation of runways and stands...

We investigate Kardar-Parisi-Zhang (KPZ) surface growth in the presence of power-law temporally correlated noise. By means of extensive numerical simulations of models in the KPZ universality class we find that, as the n...

The main objective of this paper is to investigate the international linkages among local, country-specific stock market factors in order to better understand the dependence structure of increasingly integrated world fin...

The (static) traffic assignment (TA) problem, which computes network equilibrium flows from origin–destination (OD) demand under flow conservation, is central to transportation modeling. As multimodal transportation sy...

From the Publisher: The past decade has seen considerable theoretical and applied research on Markov decision processes, as well as the growing use of these models in ecology, economics, communications engineering, and o...