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Doubly stochastic model

Known as: Doubly stochastic 
In statistics, a doubly stochastic model is a type of model that can arise in many contexts, but in particular in modelling time-series and… 
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Gaussian processLatent variableLatent variable modelSuperstatistics

Papers overview

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2019
2019
Matrix scaling, explicit Sinkhorn limits, and arithmetic
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic… 
2011
2011
Backward Doubly Stochastic Differential Equations Driven by Levy Process : The Case of Non-Liphschitz Coefficients
In this work we deal with a Backward doubly stochastic differential equation (BDSDE) associated to a random Poisson measure. We… 
2010
2010
Dynamic average consensus over random networks with additive noise
In this paper, we consider distributed dynamic average consensus problem in the presence of uncertainties on information exchange… 
2008
2008
A Conflict-Free Low-Jitter Guaranteed-Rate MAC Protocol for Base-Station Communications in Wireless Mesh Networks
A scheduling algorithm and MAC protocol which provides low-jitter guaranteed-rate (GR) communications between base-stations (BS… 
2008
2008
Merging and splitting autocorrelated arrival processes and impact on queueing performance
2004
2004
Quadratic Convergence for Scaling of Matrices
Matrix scaling is an operation on nonnegative matrices with nonzero permanent. It multiplies the rows and columns of a matrix… 
2004
2004
The queue with periodic doubly stochastic Poisson input
2003
2003
LIMIT THEOREM OF THE DOUBLY STOCHASTIC MATRICES
In this paper we shall study the limit of the doubly stochastic matrices obtained from Boolean regular matrices. 
2002
2002
Minimizing blossoms under symmetric linear constraints
1952
1952
On a conjecture concerning doubly stochastic matrices
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