We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139–1160], showing how algorithms which are approximations to an idealized marginal algorithm, can share the same marginal stationary distribution as the idealized method. Theoretical results are given describing the converge...

Due to the intractable partition function, the exact likelihood function for a Markov random field (MRF), in many situations, can only be approximated. Major approximation approaches include pseudolikelihood [2] and Laplace approximation [33]. In this paper, we propose a novel way of approximating the likelihood function through first approximating the marginal likelihood functions of individua...

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. We present a variant of the marginal structural strategy in continuous time using martingale theory and marked point processes. This offers a mathematical interpretation of marginal structural models that has not been available...

A b s t r a c t In this paper, we briefly discuss the dynamic and functional approach to computer symbolic tensor analysis. The ccgrg package for Wolfram Language/Mathematica is used to illustrate this approach. Some examples of applications are attached.

In this article, we propose a fuzzy class relation assigning to each pair of finite fuzzy sets a degree to which they are equipollent, which indicates that they have the same number of elements. The concepts of fuzzy sets and fuzzy classes in the class of all countable sets are introduced, and several standard relations and constructions, such as the fuzzy power set and exponentiation, are defi...

A semi-analytic method is proposed for the generation of realizations of a multivariate process of a given linear correlation structure and marginal distribution. This is an extension of a similar method for univariate processes, transforming the autocorrelation of the non-Gaussian process to that of a Gaussian process based on a piece-wise linear marginal transform from non-Gaussian to Gaussia...

Abstract. Given a compact parameter set Y ⊂ Rp, we consider polynomial optimization problems (Py) on Rn whose description depends on the parameter y ∈ Y. We assume that one can compute all moments of some probability measure φ on Y, absolutely continuous with respect to the Lebesgue measure (e.g. Y is a box or a simplex and φ is uniformly distributed). We then provide a hierarchy of semidefinit...

---------------------------------------------------------------------***--------------------------------------------------------------------Abstract In restructured electricity markets, an effective transmission pricing method is required to address transmission issues and to generate correct economic signals to reduce the generation cost. It is necessary to develop an appropriate pricing schem...

We present a set of problem frames specialized to the area of geographic applications. Problem frames describe the elements of common problems, and help a specifier understand and decompose a complex problem into simpler subproblems for which a solution is often known. We provide an overview of the main issues in geographic applications, and present twelve frames that address many of the proble...