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Gaussian measure
Results: 32

#	Item
21	Journal of Machine Learning Research[removed]2386 Submitted 8/08; Revised 8/09; Published 8/10 High-dimensional Variable Selection with Sparse Random Projections: Measurement Sparsity and Statistical Efficiency Add to Reading List Source URL: www.eecs.berkeley.edu Language: English - Date: 2010-09-05 23:01:46 Gaussian measure Linear regression Errors-in-variables models Normal distribution Statistics Econometrics Regression analysis
22	OPTIMAL CHANGES OF GAUSSIAN MEASURES, WITH AN APPLICATIONS TO RESIMULATION Henry Schellhorn Abstract. We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of Add to Reading List Source URL: sites.cgu.edu Language: English - Date: 2014-01-28 14:45:18 Mathematical finance Probability theory Stochastic differential equations Martingale theory Gaussian measure Risk-neutral measure Ornstein–Uhlenbeck process Radon–Nikodym theorem Forward measure Statistics Mathematical analysis Stochastic processes
23	An Analytical Characterization for an Optimal Change of Gaussian Measures Henry Schellhorn Abstract. We consider two Gaussian measures. In the "initial" measure the state variable is Gaussian, with zero drift, and time-v Add to Reading List Source URL: sites.cgu.edu Language: English - Date: 2014-01-28 14:43:18 Stochastic differential equations Probability theory Ornstein–Uhlenbeck process Gaussian measure Optimal control Normal distribution Itō diffusion Statistics Mathematical analysis Stochastic processes
24	Student-t as a mixture of normals Claim: Let Add to Reading List Source URL: www.johndcook.com Language: English - Date: 2013-07-09 18:24:29 Probability Estimation theory Measure theory Exponentially modified Gaussian distribution Mathematical analysis Statistics Normal distribution
25	PDF Document Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2009-09-08 21:03:09 Measure theory Signal processing Integral transforms Fourier transform Dirac delta function Gauss–Bonnet theorem Gaussian curvature Curvature Wiener–Khinchin theorem Mathematical analysis Fourier analysis Differential geometry
26	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2013-10-03 14:34:21 Mathematical finance Fixed income analysis Stochastic processes Probability theory Risk-neutral measure Yield curve Bond valuation Futures contract Forward price Financial economics Finance Economics
27	ISSN[removed]A class of multivariate marked Poisson processes to model asset returns Petar Jevtic Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2014-05-07 09:28:06 Poisson processes Normal distribution Gaussian process Poisson distribution Gaussian function Multivariate normal distribution Markov chain Siméon Denis Poisson Poisson random measure Statistics Stochastic processes Markov processes
28	Tutorial 20: Gaussian Measures[removed]Gaussian Measures Mn (R) is the set of all n × n-matrices with real entries, n ≥ 1. Add to Reading List Source URL: www.probability.net Language: English - Date: 2004-07-05 15:04:19 Gaussian measure Measure Itō diffusion Central limit theorem Mathematical analysis Normal distribution Fourier transform
29	APPENDIX. SAMPLE FIELD BEHAVIOR FOR THE ) FREE MARKOV RANDOM FIELD. Add to Reading List Source URL: www.math.harvard.edu Language: English - Date: 2014-04-15 18:37:33 Stochastic processes Probability theory Generalized functions Functional analysis Multivariate normal distribution Gaussian measure Covariance Fourier transform Distribution Mathematical analysis Statistics Fourier analysis
30	The Bayesian Approach to Inverse Problems Andrew M. Stuart, Mathematics Institute Add to Reading List Source URL: www.stats.ox.ac.uk Language: English - Date: 2011-04-07 16:02:52 Differential equations Markov models Monte Carlo methods Radon–Nikodym theorem Stochastic differential equation Markov chain Random walk Metropolis–Hastings algorithm Gaussian measure Statistics Mathematical analysis Stochastic processes

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