This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive system of ordinary differential equations (ODEs) for the...

We investigate branching properties of the solution of a fragmentation equation for the mass distribution and we properly associate a continuous time càdlàg Markov process on the space S↓ of all fragmentation sizes, introduced by J. Bertoin. A binary fragmentation kernel induces a specific...

In this paper the authors build on prior literature to develop an adaptive and time-varying metadata-enabled dynamic topic model (mDTM) and apply it to a large Weibo dataset using an online Gibbs sampler for parameter estimation. Their approach simultaneously captures the maximum number of...

Abstract In this paper, we consider the Bayesian inference of M/M/𝑅 queue with 𝑅 heterogeneous servers with service rates \mu_{1},\mu_{2},\ldots,\mu_{R} , where \mu_{1}\mu_{2}\cdots\mu_{R} . Assuming multivariate gamma prior distribution for service rates and gamma prior distribution for...