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Importance sampling
Results: 182

#	Item
151	The Importance of Switching to Probability Surveys for Aquatic Monitoring Programs Add to Reading List Source URL: www.epa.gov Language: English - Date: 2011-04-06 12:36:41 Sampling Measurement Data Scientific method Clean Water Act Confidence interval Random sample Sample Survey sampling Statistics Information Science
152	Time series analysis for nonlinear dynamical systems with applications to modeling of infectious diseases by Anindya Bhadra Add to Reading List Source URL: www.stat.purdue.edu Language: English - Date: 2012-08-13 14:35:46 Monte Carlo methods Statistical inference Bayesian statistics Iterated filtering Particle filter Likelihood function Maximum likelihood Akaike information criterion Importance sampling Statistics Estimation theory Probability and statistics
153	Learning Bounds for Importance Weighting Corinna Cortes Google Research New York, NY 10011 Add to Reading List Source URL: www.cs.nyu.edu Language: English - Date: 2010-10-26 07:29:20 Functions and mappings Normal distribution Uniform convergence Kullback–Leibler divergence Divergence Integral Importance sampling Statistics Mathematics Statistical theory
154	Comparison of finite difference based methods to obtain sensitivities of stochastic chemical kinetic models Rishi Srivastava, David F. Anderson, and James B. Rawlings Citation: J. Chem. Phys. 138, [removed]); doi: 10. Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2013-02-20 09:36:51 Statistical inference Estimator Bias of an estimator Importance sampling Efficiency Statistics Statistical theory Estimation theory
155	PDF Document Add to Reading List Source URL: www.utstat.utoronto.ca Language: English - Date: 2006-08-14 21:33:27 Estimation theory Model selection Nested sampling algorithm Sufficient statistic Loss function Importance sampling Bayesian inference M-estimator Gamma distribution Statistics Bayesian statistics Statistical theory
156	Importance Sampling to Compute Likelihoods of Noise-Corrupted SpeechI R. C. van Dalen∗, M. J. F. Gales Engineering Department, University of Cambridge, Trumpington Street, Cambridge CB2 1PZ, United Kingdom Abstract One Add to Reading List Source URL: mi.eng.cam.ac.uk Language: English - Date: 2013-03-25 11:19:17 Digital signal processing Fourier analysis Normal distribution Estimation theory Central limit theorem Maximum likelihood Dirac delta function Multivariate normal distribution Mixture model Statistics Mathematical analysis Probability and statistics
157	ESTIMATING THE MODEL VARIANCE OF A RANDOMIZATION-CONSISTENT REGRESSION ESTIMATOR Phillip S. Kott and K.R.W . Brewer National Agricultural Statistics Service, Fairfax, VA 20230, USA and Au stralia n National U niversity, Add to Reading List Source URL: www.nass.usda.gov Language: English - Date: 2010-12-22 12:14:37 Statistical theory Regression analysis Signal processing Bias of an estimator Estimator Variance Covariance Heteroscedasticity-consistent standard errors Importance sampling Statistics Estimation theory Statistical inference
158	IDCB Technical Session 7: Estimates, forecasts, expert opinions and assessment - their role in the official statistics on agriculture The importance of system GCEA to Brazilian agricultural statistics Carlos Alfredo Barr Add to Reading List Source URL: eventos.ibge.gov.br Language: English - Date: 2013-10-29 12:03:30 Survey methodology Sampling Marketing Brazilian Institute of Geography and Statistics Government of Brazil Census Official statistics Instituto de Economia Agrícola Statistics Science Demography
159	A Ballistic Monte Carlo Approximation of π Vincent Dumoulin∗ Département d’informatique et de recherche opérationnelle Université de Montréal Félix Thouin† Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-04-09 20:02:58 Applied mathematics Importance sampling Pseudorandomness Expected value Pi Estimation theory Uniform distribution Cross-validation Rejection sampling Statistics Monte Carlo methods Probability and statistics
160 $Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility / Maximum likelihood / Normal distribution / Estimation theory / Importance sampling / Time series / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences$	TI[removed]Tinbergen Institute Discussion Paper The Stochastic Volatility in Mean Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:41 Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Maximum likelihood Normal distribution Estimation theory Importance sampling Time series Markov switching multifractal Statistics Mathematical finance Mathematical sciences

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