We consider a version of the continuum armed bandit where an action induces filtered realisation non-homogeneous Poisson process. Point data in sample are then revealed to decision-maker, whose reward is total number points. Using knowledge function governing filtering, but without intensity function, decision-maker seeks maximise expected points over T rounds. propose upper confidence bound al...

Although the nonhomogeneous Poisson process has been intensively applied in practice, it also its own limitations. In this paper, a new counting model (called Generalized Gamma Process) is developed to overcome limitations of process. Initially, some basic stochastic properties are derived. It will be seen that includes both generalized Pólya and Lindley processes as special cases. The influenc...

in order to study the relationship between random boolean sets and some explanatory variables, this paper introduces a propagation model. this model can be applied when corresponding poisson process of the boolean model is related to explanatory variables and the random grains are not affected by these variables. an approximation for the likelihood is used to find pseudo-maximum likelihood esti...

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation of differential equations of mathematical physics. Fractionality is obtained by substituting the ordinary integer-order derivative with the Caputo fractional ...