17 citations · 18 across the 12 of their papers we have counts for
14 papers
Are we always in strife? A longitudinal study of the echo chamber effect in the Australian Twittersphere
Mehwish Nasim, Derek Weber, Tobin South +4
Contrary to expectations that the increased connectivity offered by the internet and particularly Online Social Networks (OSNs) would result in broad consensus on contentious issue…
RAP-modulated Fluid Processes: First Passages and the Stationary Distribution
Nigel G. Bean, Giang T. Nguyen, Bo F. Nielsen +1
We construct a stochastic fluid process with an underlying piecewise deterministic Markov process (PDMP) akin to the one used in the construction of the rational arrival process (R…
Matrix-Analytic Methods for the analysis of Stochastic Fluid-Fluid Models
Nigel G. Bean, Małgorzata M. O'Reilly, Zbigniew Palmowski
Stochastic fluid-fluid models (SFFMs) offer powerful modeling ability for a wide range of real-life systems of significance. The existing theoretical framework for this class of mo…
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…
Yaglom limit for Stochastic Fluid Models
Nigel G. Bean, Małgorzata M. O'Reilly, Zbigniew Palmowski
In this paper we provide the analysis of the limiting conditional distribution (Yaglom limit) for stochastic fluid models (SFMs), a key class of models in the theory of matrix-anal…
Estimation of Markovian-regime-switching models with independent regimes
Nigel Bean, Angus Lewis, Giang Nguyen
Markovian-regime-switching (MRS) models are commonly used for modelling economic time series, including electricity prices where independent regime models are used, since they can…