François Castella, Bruno Sericola, Emmanuelle Anceaume, Yves Mocquard
{"title":"Continuous-Time Stochastic Analysis of Rumor Spreading with Multiple Operations","authors":"François Castella, Bruno Sericola, Emmanuelle Anceaume, Yves Mocquard","doi":"10.1007/s11009-023-10058-7","DOIUrl":"https://doi.org/10.1007/s11009-023-10058-7","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135366355","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Binomial Approximation to Locally Dependent Collateralized Debt Obligations","authors":"Amit N. Kumar, P. Vellaisamy","doi":"10.1007/s11009-023-10057-8","DOIUrl":"https://doi.org/10.1007/s11009-023-10057-8","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136033235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps","authors":"V. Deepa, M. Haridass","doi":"10.1007/s11009-023-10052-z","DOIUrl":"https://doi.org/10.1007/s11009-023-10052-z","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135893084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Strategic Behavior and Optimization of an M/M/1 Queuewith N-Policy and Hysteretic Control","authors":"Lingjiao Zhang, Jinting Wang, Yilin Wang","doi":"10.1007/s11009-023-10054-x","DOIUrl":"https://doi.org/10.1007/s11009-023-10054-x","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135834488","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Jorge Navarro, Francesco Buono, Jorge M. Arevalillo
{"title":"A New Separation Index and Classification Techniques Based on Shannon Entropy","authors":"Jorge Navarro, Francesco Buono, Jorge M. Arevalillo","doi":"10.1007/s11009-023-10055-w","DOIUrl":"https://doi.org/10.1007/s11009-023-10055-w","url":null,"abstract":"Abstract The purpose is to use Shannon entropy measures to develop classification techniques and an index which estimates the separation of the groups in a finite mixture model. These measures can be applied to machine learning techniques such as discriminant analysis, cluster analysis, exploratory data analysis, etc. If we know the number of groups and we have training samples from each group (supervised learning) the index is used to measure the separation of the groups. Here some entropy measures are used to classify new individuals in one of these groups. If we are not sure about the number of groups (unsupervised learning), the index can be used to determine the optimal number of groups from an entropy (information/uncertainty) criterion. It can also be used to determine the best variables in order to separate the groups. In all the cases we assume that we have absolutely continuous random variables and we use the Shannon entropy based on the probability density function. Theoretical, parametric and non-parametric techniques are proposed to get approximations of these entropy measures in practice. An application to gene selection in a colon cancer discrimination study with a lot of variables is provided as well.","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136060079","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity","authors":"Ailing Gu, Xinya He, Shumin Chen, H. Yao","doi":"10.1007/s11009-023-10051-0","DOIUrl":"https://doi.org/10.1007/s11009-023-10051-0","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48595007","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims","authors":"Shijie Wang, Yueli Yang, Yang Liu, Lianqiang Yang","doi":"10.1007/s11009-023-10050-1","DOIUrl":"https://doi.org/10.1007/s11009-023-10050-1","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45422100","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Effect of Loss Preference on Queueing with Information Disclosure Policy","authors":"Jian Cao, Yongjiang Guo, Zhongxin Hu","doi":"10.1007/s11009-023-10047-w","DOIUrl":"https://doi.org/10.1007/s11009-023-10047-w","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42783716","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modeling and Control of Data Transmission","authors":"Tanhao Huang, Jian Siqi, Jinwen Chen, Dai Yanan","doi":"10.1007/s11009-023-10048-9","DOIUrl":"https://doi.org/10.1007/s11009-023-10048-9","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44402016","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Non-equilibrium Geometric No-arbitrage Principle","authors":"Wanxiao Tang, P. Zhao","doi":"10.1007/s11009-023-10049-8","DOIUrl":"https://doi.org/10.1007/s11009-023-10049-8","url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45763528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}