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Mathematical statistics
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#	Item
121	Work in progress Tractable Estimation of Non-Linear DSGE Models Using Observation Equation Inversion Robert Kollmann () ECARES, Université Libre de Bruxelles & CEPR Add to Reading List Source URL: www.macfinrobods.eu Language: English* - Date: 2016-06-18 02:53:06 Economics Time series models Mathematical analysis Control theory Statistics Dynamic stochastic general equilibrium Kalman filter Logarithm Autoregressive integrated moving average Nonlinear system
122	Risk and Financing of Heavy-Tailed Losses Michael R. Powers Finance Department, Tsinghua SEM May 21, 2014 Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2014-05-24 07:54:40 Mathematical analysis Statistics Probability Actuarial science Probability distributions Probability theory Heavy-tailed distribution Risk Variance Power law Value at risk Central limit theorem
123	1 Citation count distributions for large monodisciplinary journals1 Mike Thelwall, Statistical Cybermetrics Research Group, University of Wolverhampton, UK. Many different citation-based indicators are used by researche Add to Reading List Source URL: arxiv.org Language: English - Date: 2016-07-14 20:07:50 Statistics Mathematical analysis Probability Probability distributions Normal distribution Log-normal distribution Probability distribution fitting Power law Probability distribution Web of Science
124	A Variational Analysis of Stochastic Gradient Algorithms Stephan Mandt Columbia University, Data Science Institute, New York, USA SM 3976@ COLUMBIA . EDU Add to Reading List Source URL: jmlr.org Language: English - Date: 2016-07-20 01:41:10 Statistics Mathematical analysis Statistical theory Estimation theory Bayesian statistics Stochastic optimization Probability theory Computational statistics Expectationmaximization algorithm Stochastic gradient descent OrnsteinUhlenbeck process Variational Bayesian methods
125	MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.merl.com Multi-exponential Lifetime Extraction in Time-logarithmic Scale Knyazev, A.; Gao, Q.; Teo, K.H. Add to Reading List Source URL: www.merl.com Language: English - Date: 2016-07-22 11:40:47 Special functions Mathematical analysis Exponentials Statistics Regression analysis Measurement Statistical theory Least squares Mathematical optimization Linear least squares Exponential function Logarithm
126	Simple, Efficient, and Neural Algorithms for Sparse Coding Sanjeev Arora∗ Princeton University, Computer Science Department Add to Reading List Source URL: jmlr.org Language: English - Date: 2015-07-20 20:08:35 Mathematics Numerical analysis Algebra Linear algebra Convex optimization Operations research Computational statistics Mathematical optimization K-SVD Sparse approximation Deep learning Stochastic gradient descent
127	The Markowitz Model Selecting an Efficient Investment Portfolio Allison Beste Dennis Leventhal Jared Williams Add to Reading List Source URL: ramanujan.math.trinity.edu Language: English - Date: 2004-11-15 15:22:24 Statistics Probability Mathematical analysis Algebra of random variables Covariance and correlation Summary statistics Mathematical finance Financial economics Hyperbola Harry Markowitz Variance Multivariate random variable
128	GOES Imager IR Channel to Channel Co-Registration Correction Program in the GOES Ground System Zhenping Li Timothy J. Schmit Add to Reading List Source URL: directreadout.noaa.gov Language: English - Date: 2013-04-17 11:49:14 Mathematical analysis Image processing Statistical inference Monte Carlo methods Resampling Image scaling Fourier transform Geostationary Operational Environmental Satellite Statistics Analysis
129	Policy Evaluation, Exercise Sheet 2 Florian Oswald∗ March 22, 2012 Derive an Expression for Cov(Z, T ) in an IV model Add to Reading List Source URL: dl.dropboxusercontent.com Language: English Statistics Probability Mathematical analysis Normal distribution Probability distributions Parametric statistics T-statistic Sample size determination
130	CIA Exercise Aureo de Paula and Florian Oswald, UCL March 5, 2013 1 Add to Reading List Source URL: dl.dropboxusercontent.com Language: English Statistics Mathematical analysis Probability Probability distributions Infinitely divisible probability distributions Poisson processes Exponential distribution Exponentials Probit model

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