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Approximate group context tree: applications to dynamic programming and dynamic choice models
categorical time series group context tree dynamic discrete choice models dynamic programming model selection VLMC
2011/9/29
Abstract: The paper considers a variable length Markov chain model associated with a group of stationary processes that share the same context tree but potentially different conditional probabilities....
Sandpile cascades on interacting tree-like networks
Disordered Systems and Neural Networks (cond-mat.dis-nn) Adaptation and Self-Organizing Systems (nlin.AO)
2010/11/10
The vulnerability of an isolated network to cascades is fundamentally affected by its interactions with other networks. Motivated by failures cascading among electrical grids, we study the Bak-Tang-Wi...