Simulated Maximum Likelihood in a Markov Switching Stochastic Volatility Model Bovas Abraham*, University of Waterloo, Waterloo, Canada Standard stochastic volatility models are typically designed to model the conditiona

Source URL: www.statistics.gov.hk

mcqmc2012-program-book.pdf

Source URL: www.mcqmc2012.unsw.edu.au

• Monte Carlo methods
• Bayesian statistics
• Numerical analysis
• Markov models
• Computational statistics
• Markov chain Monte Carlo
• Importance sampling
• Approximate Bayesian computation
• Bayesian inference
• Statistics
• Probability and statistics
• Mathematics

IN MEMORIAM On August 30, Georg Neumann died. One of the last of the great audio pioneers and inventors, he would have been 78 years old in October. He is survived by his widow Elly; a son, Dr.

Source URL: www.aes.org

• Statistical inference
• Computational statistics
• Markov models
• Bayesian statistics
• Estimation theory
• Markov chain Monte Carlo
• Mixture model
• Bayesian inference
• Particle filter
• Statistics
• Probability and statistics
• Monte Carlo methods

Bayesian Analysis and Computational Methods for Dynamic Modeling

Source URL: niemiconsulting.com

• Statistical inference
• Computational statistics
• Markov models
• Bayesian statistics
• Estimation theory
• Markov chain Monte Carlo
• Mixture model
• Bayesian inference
• Particle filter
• Statistics
• Probability and statistics
• Monte Carlo methods

Long-run Stability in Dynamic Scheduling a Daria Terekhova , Tony T. Trana , Douglas G. Downb , J. Christopher Becka Department of Mechanical and Industrial Engineering, University of Toronto, Toronto, Ontario, Canada {d

Source URL: tidel.mie.utoronto.ca

• Probability and statistics
• Scheduling algorithms
• Mathematical sciences
• Stochastic processes
• Scheduling
• Job shop scheduling
• Queueing theory
• Queueing model
• FIFO
• Statistics
• Operations research
• Markov models

129 VOL. 76, NO. 2, APRIL 2003 because of similarity. The parameter h for a given object can be thought of as the radius of a sphere that has the same ratio of V to A as the object. It will henceforth be

Source URL: www4.stat.ncsu.edu

• Games
• Markov processes
• Markov chain
• Randomness
• Expected value
• Risk
• Probabilistic logic
• Independence
• Random variable
• Markov models
• Probability theory
• Probability

498 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 47, NO. 2, FEBRUARY 2001 Factor Graphs and the Sum-Product Algorithm Frank R. Kschischang, Senior Member, IEEE, Brendan J. Frey, Member, IEEE, and

Source URL: www.psi.toronto.edu

• Factor graph
• Belief propagation
• Tree decomposition
• Directed acyclic graph
• Bayesian network
• Markov random field
• Graph coloring
• Path decomposition
• Graph theory
• Mathematics
• Graphical models

CHAIN LADDER CORRELATIONS Greg Taylor Taylor Fry Consulting Actuaries Level 11, 55 Clarence Street Sydney NSW 2000

Source URL: fbe.unimelb.edu.au

• Theory of computation
• Mathematics
• Mathematical sciences
• Μ operator
• Primitive recursive function
• Markov models
• Markov chain
• Computability theory

Hidden Conditional Random Fields for Phone Recognition Yun-Hsuan Sung 1 and Dan Jurafsky 2 1 Electrical Engineering, Stanford University

Source URL: nlp.stanford.edu

• Probability and statistics
• Probability
• Hidden Markov model
• Conditional random field
• Speech recognition
• Mutual information
• Sequence labeling
• Generative model
• Viterbi algorithm
• Statistics
• Machine learning
• Markov models

A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus University

Source URL: pure.au.dk

• Stochastic processes
• Markov processes
• Markov models
• Markov chain
• Martingale
• Quadratic variation
• Central limit theorem
• Statistics
• Probability theory
• Martingale theory