Stochastic models

Results: 1168



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291Probability and statistics / Mathematics / Stochastic processes / Martingale theory / Randomness / Risk-neutral measure / Martingale / Superhedging price / Borel set / Probability theory / Statistics / Mathematical finance

Arbitrage and Duality in Nondominated Discrete-Time Models

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Source URL: www.math.columbia.edu

Language: English - Date: 2014-02-09 14:45:40
292Markov chain Monte Carlo / Markov models / Markov processes / Bayesian statistics / Markov chain / Gibbs sampling / Boltzmann machine / Generative model / Graphical model / Statistics / Statistical models / Probability and statistics

Deep Generative Stochastic Networks Trainable by Backprop Yoshua Bengio∗ FIND . US @ ON . THE . WEB ´ Eric

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Source URL: jmlr.org

Language: English - Date: 2015-02-01 17:03:25
293Mathematical optimization / Martingale theory / Game theory / Martingale / Lévy process / Semimartingale / Bellman equation / Expected utility hypothesis / Preference / Statistics / Utility / Stochastic processes

Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010.

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:25:13
294Equations / Stochastic processes / Differential equations / Dynamical systems / Statistical mechanics / Stochastic differential equation / Optimal control / Partial differential equation / Hamilton–Jacobi–Bellman equation / Mathematical analysis / Mathematics / Calculus

Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

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Source URL: people.kth.se

Language: English - Date: 2010-02-02 10:04:51
295Matrices / Markov chain / Stochastic matrix / Mathematics / Probability and statistics / Numerical linear algebra / Mathematical optimization / Markov models / Statistics / Markov processes

Rates of Convergence for Distributed Average Consensus with Probabilistic Quantization Tuncer C. Aysal, Mark J. Coates, Michael G. Rabbat Department of Electrical and Computer Engineering McGill University, Montr´eal, Q

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Source URL: www.tsp.ece.mcgill.ca

Language: English - Date: 2007-10-03 12:08:04
296Statistical natural language processing / Stochastic processes / Machine learning / Statistical models / Natural language processing / Latent Dirichlet allocation / Dirichlet process / Plate notation / Mixture model / Statistics / Probability and statistics / Probability

The Grouped Author-Topic Model for Unsupervised Entity Resolution Andrew M. Dai and Amos J. Storkey Institute for Adaptive and Neural Computation, School of Informatics, University of Edinburgh, U.K. {a.dai,a.storkey}@ed

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Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2011-09-27 08:11:22
297Statistical mechanics / Stochastic processes / Lattice models / Symmetry / Conformal field theory / Ising model / Normal distribution / Partition function / Invariant measure / Physics / Mathematical analysis / Theoretical physics

Universality and conformal invariance for the Ising model in domains with boundary∗ by R. P. Langlands, Marc-Andr´ e Lewis and Yvan Saint-Aubin

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Source URL: www.sunsite.ubc.ca

Language: English - Date: 2001-05-12 20:16:26
298Elementary mathematics / Boolean algebra / Statistical models / Randomness / Stochastic process / Qualitative comparative analysis / Implicant / Differential equation / Regression analysis / Statistics / Mathematics / Econometrics

Qualitative Comparative Analysis A Discussion of Interpretations G. Rohwer January 2008

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Source URL: www.stat.ruhr-uni-bochum.de

Language: English - Date: 2014-02-26 08:39:04
299Plasma / Physics / Science / Matter / Stochastic processes / Stochastic simulation / Simulation

Probability distributed time delays: integrating spatial effects into temporal models

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-16 21:31:28
300Logarithm / Mathematics / Statistical theory / Estimation theory / Maximum likelihood

Discrete Models Discrete Models Suppose that a time series of q + 1 data points y0, y1, y2, u , yq is given. A likelihood function L gives the probability that the observed data would result from the proposed stochastic

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Source URL: www.mackichan.com

Language: English - Date: 2002-03-18 12:00:12
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