AI & ML
marp: Model-Averaged Inference for Parametric Renewal Processes in R
arXiv stat.CO0 views
arXiv:2611.07519v1 Announce Type: new Abstract: Renewal processes model inter-event times between recurrent events using a parametric distribution, but selecting a single model can ignore model uncertainty and affect inference, particularly in small samples. This paper introduces marp, an R package for model-averaged inference in parametric renewal processes. The package fits six commonly used distributions, compares them using Akaike and Bayesian information criteria, and reports selected-model and model-averaged estimates of the mean inter-event time, event probability and hazard function, with percentile and Studentised bootstrap confidence intervals. A simulation study under three data-generating models showed that model averaging did not improve point estimation but often improved interval coverage relative to the AIC-selected model. Applications to seizure-recurrence and engineering failure-time data illustrate the proposed methods. The marp package provides a reproducible framework for inference that accounts for model uncertainty in parametric renewal processes.
Source:https://arxiv.org/abs/2611.07519Previousdsp: An R Package for Bayesian Time Series Modeling with the Dynamic Shrinkage ProcessNextFast Functional Clustering via Closed-Form Covariance Updates
Related posts

Automating Microstock Content Creation: From Prompt Engineering to Metadata Generation
0dev.to Productivity

How to remove the silent pauses from a voice recording all at once
0dev.to Productivity
Why Your Weekly Review Is More Important Than Your Daily To-Do List
0dev.to Productivity

I built an alarm for the moment your coding break quietly becomes an hour
0dev.to Productivity
#Your Model Is Not the System: Building an MLOps Feedback Loop for Production AI
0dev.to Machine Learning
nanochat: Train Your Own GPT-2 Grade ChatGPT in About Two Hours
0dev.to Machine Learning