惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

博客园_首页
爱范儿
爱范儿
罗磊的独立博客
V
V2EX
量子位
Last Week in AI
Last Week in AI
Hugging Face - Blog
Hugging Face - Blog
博客园 - 司徒正美
Jina AI
Jina AI
博客园 - 叶小钗
小众软件
小众软件
博客园 - 【当耐特】
Y
Y Combinator Blog
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
T
Tailwind CSS Blog
博客园 - 聂微东
Microsoft Security Blog
Microsoft Security Blog
美团技术团队
P
Proofpoint News Feed
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
有赞技术团队
有赞技术团队
MongoDB | Blog
MongoDB | Blog
Recent Announcements
Recent Announcements
酷 壳 – CoolShell
酷 壳 – CoolShell

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
ARMA Models for Zero Inflated Count Time Series
Vurukonda Sathish, Siuli Mukhopadhyay, Rashmi Tiwari · 2020-04-23 · via math.ST updates on arXiv.org

Zero inflation is a common nuisance while monitoring disease progression over time. This article proposes a new observation driven model for zero inflated and over-dispersed count time series. The counts given the past history of the process and available information on covariates is assumed to be distributed as a mixture of a Poisson distribution and a distribution degenerate at zero, with a time dependent mixing probability, $π_t$. Since, count data usually suffers from overdispersion, a Gamma distribution is used to model the excess variation, resulting in a zero inflated Negative Binomial (NB) regression model with mean parameter $λ_t$. Linear predictors with auto regressive and moving average (ARMA) type terms, covariates, seasonality and trend are fitted to $λ_t$ and $π_t$ through canonical link generalized linear models. Estimation is done using maximum likelihood aided by iterative algorithms, such as Newton Raphson (NR) and Expectation and Maximization (EM). Theoretical results on the consistency and asymptotic normality of the estimators are given. The proposed model is illustrated using in-depth simulation studies and a dengue data set.