Stochastic models

Results: 1168



#Item
481Robot control / Control theory / Computational statistics / Electronic engineering / Linear filters / Particle filter / Dynamic stochastic general equilibrium / Kalman filter / Auxiliary particle filter / Statistics / Estimation theory / Monte Carlo methods

A Note on Particle Filters Applied to DSGE Models

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Source URL: www.bcb.gov.br

Language: English - Date: 2012-07-04 15:10:37
482Estimation theory / Econometrics / Statistical models / Expectation–maximization algorithm / Mixture model / Markov chain / Linear regression / Latent Dirichlet allocation / Regression analysis / Statistics / Bayesian statistics / Markov models

Journal of Machine Learning Research[removed]1347 Submitted 6/12; Published 5/13 Stochastic Variational Inference Matthew D. Hoffman

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Source URL: www.cs.columbia.edu

Language: English - Date: 2015-03-12 00:16:21
483Dynamic programming / Stochastic control / Markov models / Operations research / Markov decision process / Reinforcement learning / Recurrent neural network / Statistics / Control theory / Markov processes

Two stochastic dynamic programming problems by model-free actor-critic recurrent-network learning in non-Markovian settings Eiji Mizutani Stuart E. Dreyfus

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Source URL: www.ieor.berkeley.edu

Language: English - Date: 2008-07-16 21:59:54
484Markov chain / Markov decision process / Stochastic matrix / Matrix / Reinforcement learning / Models of DNA evolution / Statistics / Markov models / Markov processes

Markov Decision Processes and the Modelling of Patient Flows Anthony Clissold Supervised by Professor Jerzy Filar Flinders University 1

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Source URL: vrs.amsi.org.au

Language: English - Date: 2014-09-04 22:39:09
485Cross-platform software / Free statistical software / Estimation theory / Applied mathematics / Mathematical sciences / Volatility / Stochastic volatility / Likelihood function / Statistics / Mathematical finance / ADMB

Automated Likelihood Based Inference for Stochastic Volatility Models using AD Model Builder Oxford, November 24th 2008 Hans J. Skaug

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Source URL: www.autodiff.org

Language: English - Date: 2008-11-26 04:29:45
486Linguistics / Corpus linguistics / Treebank / Stochastic context-free grammar / Parsing / P versus NP problem / Michael Collins / Natural language processing / NP / Theoretical computer science / Computational linguistics / Science

Proceedings of the Australasian Language Technology Workshop 2007, pages[removed]Parsing Internal Noun Phrase Structure with Collins’ Models David Vadas and James R. Curran School of Information Technologies Universit

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Source URL: www.alta.asn.au

Language: English - Date: 2007-11-28 00:58:48
487New classical macroeconomics / New Keynesian economics / Financial crises / Dynamic stochastic general equilibrium / Financial accelerator / Macroeconomic model / Monetarism / Financial crisis / Real business cycle theory / Macroeconomics / Economics / Economic theories

Integrating financial stability: new models for a new challenge

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Source URL: www.bis.org

Language: English - Date: 2009-09-14 09:15:00
488Stochastic control / Optimal control / Dynamic programming / Markov models / Mathematical optimization / Hamilton–Jacobi–Bellman equation / Markov decision process / Discretization / Stochastic differential equation / Statistics / Mathematics / Control theory

Simplicial Label Correcting Algorithms for Continuous Stochastic Shortest Path Problems Dmitry S. Yershov Steven M. LaValle

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Source URL: msl.cs.uiuc.edu

Language: English - Date: 2013-09-10 21:22:09
489Stochastic processes / Data compression / White noise / Autoregressive model / Covariance / Statistics / Noise / Time series analysis

State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode

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Source URL: faculty.washington.edu

Language: English - Date: 2015-03-11 13:06:00
490Mathematical analysis / Equations / Mathematical finance / Heat equation / Heat transfer / Characteristic function / Black–Scholes / Normal distribution / Statistics / Stochastic processes / Probability theory

Center for Research in Financial Mathematics and Statistics (UCSB) Seminar Series (Feb 26, 2007) “Geometries and Smile Asymptotics for a Class of Stochastic Volatility Models” Alan L. Lewis

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Source URL: www.optioncity.net

Language: English - Date: 2007-02-28 11:39:03
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