Sequential estimation

Results: 42



#Item
21Management / Risk / Financial risk / Importance sampling / Variance reduction / Value at risk / Actuarial science / Ethics / Mathematical finance

Efficient Risk Estimation via Nested Sequential Simulation Mark Broadie, Columbia University Joint work with Yiping Du and Ciamac Moallemi Bachelier Finance Society June 24, 2010

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 11:26:12
22Statistical theory / Sampling / Psychometrics / Binomial proportion confidence interval / Estimator / Sample size determination / Maximum likelihood / Normal distribution / Sequential estimation / Statistics / Estimation theory / Statistical inference

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2013, Article ID[removed], 24 pages http://dx.doi.org[removed][removed]Research Article

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Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 11:29:02
23Parameter / Regression analysis / Knowledge / Scattering parameters / Science / Inverse problem / Sensitivity analysis / Estimation theory / Swat-CUP / Statistics / Hydrus / Scientific modeling

Estimating Uncertain Flow and Transport Parameters Using a Sequential Uncertainty Fitting Procedure K. C. Abbaspour,* C. A. Johnson, and M. Th. van Genuchten Reproduced from Vadose Zone Journal. Published by Soil Science

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Source URL: www.eawag.ch

Language: English - Date: 2010-09-08 09:35:22
24Cybernetics / Linear filters / Robot control / Bayesian statistics / Extended Kalman filter / Kalman filter / Unscented transform / Data assimilation / Particle filter / Statistics / Estimation theory / Control theory

On sequential data assimilation for scalar macroscopic traffic flow models S´ebastien Blandina,∗, Adrien Couqueb , Alexandre Bayenc , Daniel Workd a Research Scientist, IBM Research Collaboratory – Singapore.

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Source URL: traffic.berkeley.edu

Language: English - Date: 2012-07-05 13:51:42
25Control theory / Estimation theory / Electronic engineering / Signal processing / Linear filters / Kalman filter / Particle filter / Vehicle Identification Number / Markov chain / Statistics / Robot control / Markov models

Mobility Tracking in Cellular Networks with Sequential Monte Carlo Filters Lyudmila Mihaylova∗ , David Bull∗ , Donka Angelova∗∗ and Nishan Canagarajah∗ ∗ Department of Electrical and Electronic Engineering, U

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Source URL: eprints.lancs.ac.uk

Language: English - Date: 2011-01-27 19:54:54
26Econometrics / Regression analysis / Design of experiments / Sequential analysis / Resampling / Linear regression / Statistical theory / Sequential estimation / Statistics / Statistical inference / Estimation theory

Curriculum Vitae August 29, 2014 Name: T. N. Sriram Contact information: • Department of Statistics, University of Georgia, Athens, GA[removed]. • Office: ([removed]; Fax: ([removed]; E-mail: [removed]

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Source URL: www.stat.uga.edu

Language: English - Date: 2014-08-29 11:28:27
27Estimation theory / Particle filter / Robot control / Electronic engineering / Importance sampling / Signal processing / Filter / Electronic filter / Monte Carlo methods / Statistics / Computational statistics

Séminaire Lundi 3 fevrier[removed]:00h / Seminar Monday February 3rd[removed]:00h Sujet/Subject: Clever particle filters, sequential importance sampling and the optimal proposal . Conférencier/Lecturer: Chris Snyder, (NC

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Source URL: collaboration.cmc.ec.gc.ca

Language: English - Date: 2014-01-29 11:45:08
28Categorical data / Statistical models / Estimation theory / Logistic regression / Akaike information criterion / Generalized linear mixed model / Logit / Mixed model / Random effects model / Statistics / Regression analysis / Analysis of variance

Knee Data - Sequential/Cumulative Random Effects Logit Models February 8, 2012 For the sequential and cumulative random effects logit models we use the knee data from ”catdata”. We load the data ”kneesequential”

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Source URL: cran.r-project.org

Language: English - Date: 2014-11-11 11:39:44
29Demographic economics / Fertility / Labor force / Human geography / Birth rate / Labour economics / Science / Demography / Population / Labor economics

Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques∗ Kenneth R. Troske† Alexandru Voicu‡

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Source URL: gatton.uky.edu

Language: English - Date: 2004-08-27 11:00:32
30Monte Carlo methods / Computational statistics / Bayesian statistics / Particle filter / Robot control / Bayes estimator / Dynamic stochastic general equilibrium / Markov chain Monte Carlo / Likelihood function / Statistics / Estimation theory / Probability and statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Sequential Monte Carlo Sampling for DSGE Models

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-01-07 14:10:03
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