3 papers
stat.ME2020
Bayesian estimation of trend components within Markovian regime-switching models for wholesale electricity prices: an application to the South Australian wholesale electricity market
Angus Lewis, Nigel Bean, Giang Nguyen
We discuss and extend methods for estimating Markovian-Regime-Switching (MRS) and trend models for wholesale electricity prices. We argue the existing methods of trend estimation u…
cs.SI2019
Semi-supervised graph labelling reveals increasing partisanship in the United States Congress
Max Glonek, Jonathan Tuke, Lewis Mitchell +1
Graph labelling is a key activity of network science, with broad practical applications, and close relations to other network science tasks, such as community detection and cluster…
math.PR2019
A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes
Nigel Bean, Giang T. Nguyen, Malgorzata M. O'Reilly +1
Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes , where the first fluid is driven by the Markov c…