Multi-index Monte Carlo: when sparsity meets sampling af Haji-Ali, A, Nobile, F, Tempone, R

“...We propose and analyze a novel multi-index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. ...”

Modelling price dynamics through fundamental relationships in electricity and other energy markets af Coulon, M

“...We approach this broad modelling challenge by firstly developing a structural framework to modelling spot electricity prices, through an analysis of the underlying supply and demand factors which drive power prices, and the relationship between them. We propose a stochastic model for fuel prices, power demand and generation capacity availability, as well as a parametric form for the bid stack function which maps these price drivers to the spot electricity price. ...”

Reservoir storage simulation and forecasting models for muda irrigation scheme, Malaysia af Noordin, Joomizan

“...Thus, the objective of this study is to a develop reservoir simulation model and to consider stochastic models and Log-Pearson Type III distribution to generate storage to compare with the observed storage, and to forecast future storage to examine the performance of the reservoir with reliability under changing conditions. ...”
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Mapping GPS positional errors with spatial linear mixed models af Militino, A. F., Ugarte, M. D., Iribas, J., Lizarraga-Garcia, Enrique

“...Assuming that the scenario and technical conditions that can influence the quality of GPS measurements are optimal, that functional and stochastic models that process the signals to a geodetic measurement are correct, and that all the GPS observables are taken in the same conditions, it is still possible to estimate the positional errors as the difference between the real coordinates and those measured by the GPS. ...”
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Review article : natural hazard risk assessments at the global scale af Ward, Philip J., Blauhut, Veit, Bloemendaal, Nadia, Daniell, James E., de Ruiter, Marleen C., Duncan, Melanie J., Emberson, Robert, Jenkins, Susanna F., Kirschbaum, Dalia, Kunz, Michael, Mohr, Susanna, Muis, Sanne, Riddell, Graeme A., Schäfer, Andreas, Stanley, Thomas, Veldkamp, Ted I. E., Winsemius, Hessel C.

“...On the other hand, studies of earthquake and tsunami risk are now using stochastic modelling approaches to allow for a fully probabilistic assessment of risk, which could benefit the modelling of risk from other hazards. ...”
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Manifold regularized stochastic block model af He, Tiantian, Bai, Lu, Ong, Yew-Soon

“...To fill this void, we propose a novel SBM dubbed manifold regularized stochastic model (MrSBM) to perform the task of unsupervised learning in network data in this paper. ...”
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Performance of linear and stochastic cell-growth model of Ductal Carcinoma In Situ (DCIS) af Nurul Anis, Abdul Satar, Noor Amalina Nisa, Ariffin, Norhayati, Rosli, Mazma Syahidatul Ayuni, Mazlan

“...Unfortunately, due to the noise behaviour of cancerous cells, the developed linear model cannot represent the real behaviour of the cancer cells growth which led to the development of stochastic model of cancer cells growth. This study is devoted to comparing the performance of linear and stochastic cell growth model of DCIS. ...”
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A Decision Model to Assess Current Methods in Capacity Planning for Semiconductor Industry af Amir, Azizi

“...The current methods for capacity planning in this study include spreadsheet, simulation, queuing model, linear programming model, and stochastic model. The criteria that are considered for this study are ability to consider uncertainty, ability to evaluate performance, simplicity of model, and response time of model. ...”
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A new triggering mechanism of the boiling crisis based on the percolation theory and its implication af Zhang, Limiao

“...By combining high-resolution experimental data and a stochastic model, we posit that the boiling crisis is triggered by an instability in the near-wall stochastic bubble interaction process. ...”
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A queuing model of airport congestion and policy implications at JFK and EWR af Jacquillat, Alexandre

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Are lock-free concurrent algorithms practically wait-free? af Alistarh, Dan, Censor-Hillel, Keren, Shavit, Nir N.

“...To the best of our knowledge, this is the first attempt to analyze progress conditions, typically stated in relation to a worst case adversary, in a stochastic model capturing their expected asymptotic behavior....”
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Noise and prediction in molecular systems af Laurenti, L

“...Here, we employ a continuous-space approximation of the stochastic model of a CRN in terms of a Gaussian process through the Central Limit Approximation (CLA). ...”

Structural foundations for probabilistic programming languages af Stein, DM

“...This perspective is particularly useful if we wish to compare or combine those effects with actual probability: We develop a purely stochastic model of name generation (gensym) which is not only a tight semantic fit, but also uncovers striking parallels to the theory of random functions....”

Population and within-host modelling of virus-disease dynamics af Sachak-Patwa, R

“...</p> <p>First, we consider the spread of SARS-CoV-2, using a stochastic model to determine the probability that infected individuals introduced into a population with low case prevalence initiate an outbreak. ...”

Simulation of future daily rainfall scenario using stochastic rainfall generator for a rice-growing irrigation scheme in Malaysia af Dlamini, N. S., Rowshon, M. K., Saha, Ujjwal, Lai, S. H., Fikri, A., Zubaidi, J.

“...Theprojected changes in rainfall regimerequire further work before concluding whether these changes have negative or positive consequences for the paddy sector. The stochastic model will be adopted as a component in a future study aimed at developing a water management-support tool for modeling water allocations and irrigation schedules in paddy fields....”
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Modeling of insulin sensitivity for Sepsis-AKI and Sepsis Non-AKI af Farhah, M., Fatanah, M. S., Mohd Zulfakar, M., Ummu Kulthum, Jamaludin, Normy, R., Syatirah, M. Z., Jihan, M. Z.N.

“...In this study, blood glucose level, insulin administration, and insulin sensitivity between sepsis-AKI And sepsis non-AKI were compared, along with the stochastic model of the two cohorts. Using retrospective clinical data of 20 ICU patients aged 18 years old and above from Hospital University Sains Malaysia from September to November 2021, 10 sepsis AKI patients spent longer total treatment hours (2526) and longer length of stay (median = 8 days) and had a higher median APACHE II score (median = 28) compared to sepsis non-AKI. ...”
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Quantum Entanglement Growth under Random Unitary Dynamics af Nahum, Adam, Ruhman, Yehonatan, Vijay, Sagar, Haah, Jeongwan

“...We derive KPZ universal behavior in three complementary ways, by mapping random entanglement growth to (i) a stochastic model of a growing surface, (ii) a “minimal cut” picture, reminiscent of the Ryu-Takayanagi formula in holography, and (iii) a hydrodynamic problem involving the dynamical spreading of operators. ...”
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Teasing apart translational and transcriptional components of stochastic variations in eukaryotic gene expression af Przytycka, Teresa M., Salari, Raheleh, Wojtowicz, Damian, Zheng, Jie, Levens, David, Pilpel, Yitzhak

“...This trend is consistent with a stochastic model of gene expression where mRNA copy number follows the random birth and death process. ...”
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Macroscopic order from reversible and stochastic lattice growth models af D'Souza, Raissa Michelle

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Consistent anticipatory route guidance af Bottom, Jon Alan

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