ﻻ يوجد ملخص باللغة العربية
Stochastic models of interacting populations have crucial roles in scientific fields such as epidemiology and ecology, yet the standard approach to extending an ordinary differential equation model to a Markov chain does not have sufficient flexibility in the mean-variance relationship to match data (e.g. cite{bjornstad2001noisy}). A previous theory on time-homogeneous dynamics over a single arrow by cite{breto2011compound} showed how gamma white noise could be used to construct certain over-dispersed Markov chains, leading to widely used models (e.g. cite{breto2009time,he2010plug}). In this paper, we define systemic infinitesimal over-dispersion, developing theory and methodology for general time-inhomogeneous stochastic graphical models. Our approach, based on Dirichlet noise, leads to a new class of Markov models over general direct graphs. It is compatible with modern likelihood-based inference methodologies (e.g. cite{ionides2006inference,ionides2015inference,king2008inapparent}) and therefore we can assess how well the new models fit data. We demonstrate our methodology on a widely analyzed measles dataset, adding Dirichlet noise to a classical SEIR (Susceptible-Exposed-Infected-Recovered) model. We find that the proposed methodology has higher log-likelihood than the gamma white noise approach, and the resulting parameter estimations provide new insights into the over-dispersion of this biological system.
Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for probabilistic explora
In our previous paper, A Unified Approach to Systemic Risk Measures via Acceptance Set (textit{Mathematical Finance, 2018}), we have introduced a general class of systemic risk measures that allow for random allocations to individual banks before agg
Graphical models express conditional independence relationships among variables. Although methods for vector-valued data are well established, functional data graphical models remain underdeveloped. We introduce a notion of conditional independence b
Gaussian Graphical models (GGM) are widely used to estimate the network structures in many applications ranging from biology to finance. In practice, data is often corrupted by latent confounders which biases inference of the underlying true graphica
Among Judea Pearls many contributions to Causality and Statistics, the graphical d-separation} criterion, the do-calculus and the mediation formula stand out. In this chapter we show that d-separation} provides direct insight into an earlier causal m