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作者：Venturini, Sergio; Dominici, Francesca; Parmigiani, Giovanni
作者单位：Bocconi University; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Medicine
摘要：An important question in health services research is the estimation of the proportion of medical expenditures that exceed a given threshold. Typically, medical expenditures present highly skewed, heavy tailed distributions, for which (a) simple variable transformations are insufficient to achieve a tractable low-dimensional parametric form and (b) nonparametric methods are not efficient in estimating exceedance probabilities for large thresholds. Motivated by this context, in this paper we pro...
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作者：Shen, Haipeng; Huang, Jianhua Z.
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Texas A&M University System; Texas A&M University College Station
摘要：We consider forecasting the latent rate profiles of a time series of inhomogeneous Poisson processes. The work is motivated by operations management of queueing systems, in particular, telephone call centers, where accurate forecasting of call arrival rates is a crucial primitive for efficient staffing of such centers. Our forecasting approach utilizes dimension reduction through a factor analysis of Poisson variables, followed by time series modeling of factor score series. Time series foreca...
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作者：Kou, S. C.
作者单位：Harvard University
摘要：Advances in nanotechnology have allowed scientists to study biological process on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent nanoscale single-molecule biophysics experiments is subdiffusion, which largely departs from the classical Brownian diffusion theory. In this paper, by incorporating fractional Gaussian noise into the generalized Langevin equation, we formulate a model to descri...
