Stochastic models

Results: 1168



#Item
561Cybernetics / Systems theory / Robot control / Kalman filter / Markov chain / Stochastic matrix / State observer / Recursive least squares filter / Markov models / Control theory / Statistics

49th IEEE Conference on Decision and Control December 15-17, 2010 Hilton Atlanta Hotel, Atlanta, GA, USA Consensus-Based Distributed Linear Filtering Ion Matei and John S. Baras

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Source URL: www.isr.umd.edu

Language: English - Date: 2011-09-14 16:00:29
562Markov models / Matrix theory / Markov processes / Matrices / Markov chain / Stochastic matrix / Matrix / Eigenvalues and eigenvectors / Kronecker product / Algebra / Linear algebra / Statistics

Convergence Results for the Agreement Problem on Markovian Random Topologies

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Source URL: www.ece.umd.edu

Language: English - Date: 2011-09-21 15:56:09
563Markov models / Matrices / Matrix theory / Markov processes / Stochastic processes / Markov chain / Stochastic matrix / Matrix / Random graph / Algebra / Mathematics / Statistics

Consensus Problems with Directed Markovian Communication Patterns

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Source URL: www.isr.umd.edu

Language: English - Date: 2009-08-24 10:10:27
564Mathematics / Mathematical sciences / Probability theory / Risk-neutral measure / No free lunch with vanishing risk / Structure / Martingale / Model theory / Mathematical finance / Statistics / Stochastic processes

Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:39:37
565Matrix theory / Singular value decomposition / Spectral theory / Operator theory / Eigenvalues and eigenvectors / Eigenfunction / Heat equation / Spectral theorem / Spectrum / Algebra / Mathematics / Linear algebra

Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models Jean-Pierre Fouque, Sebastian Jaimungal, Matthew Lorig June 20, 2010 What is Spectral Theory?

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 15:19:58
566Stochastic processes / Options / Technical analysis / Volatility / Stochastic volatility / Wiener process / Characteristic function / Statistics / Mathematical finance / Probability theory

Pricing Options on Variance in Affine Stochastic Volatility Models Johannes Muhle-Karbe Joint work with Jan Kallsen and Moritz Voß 6th World Congress of the Bachelier Finance Society

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:54:11
567PageRank / Reputation management / Search engine optimization / Random walk / Browse / Truncation / Statistics / Stochastic processes / Link analysis

Fast Query Execution for Retrieval Models Based on Path-Constrained Random Walks Ni Lao William W. Cohen

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Source URL: www.cs.cmu.edu

Language: English - Date: 2010-08-25 10:16:32
568Markov models / Multimedia / Dynamic programming / Markov decision process / Stochastic control / Reinforcement learning / Respect / Streaming media / Statistics / Control theory / Concurrent computing

HTTP-based Adaptive Streaming for Mobile Clients using Markov Decision Process Ayub Bokani, Mahbub Hassan, Salil Kanhere School of Computer Science and Engineering, The University of New South Wales, Sydney 2052 NSW, Aus

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

Language: English - Date: 2014-01-23 18:55:11
569Statistical inference / Markov chain / Stochastic processes / Semi-Markov process / Estimation theory / Estimator / Stochastic matrix / Normal distribution / Continuous-time Markov process / Statistics / Markov models / Markov processes

Journal of Reliability and Statistical Studies; ISSN (Print): [removed], (Online):[removed]Vol. 5, Issue Special (2012): 15-26 ESTIMATION OF THE STATIONARY DISTRIBUTION OF A SEMI-MARKOV CHAIN Vlad Stefan Barbu*, Jan Bul

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Source URL: www.jrss.in

Language: English - Date: 2012-05-07 11:58:12
570Markov models / Bayesian statistics / Stochastic processes / Statistical machine translation / Hidden Markov model / Bitext word alignment / Dirichlet process / Language model / Hierarchical Bayes model / Statistics / Machine translation / Statistical natural language processing

A Systematic Bayesian Treatment of the IBM Alignment Models Yarin Gal Department of Engineering University of Cambridge Cambridge, CB2 1PZ, United Kingdom [removed]

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Source URL: aclweb.org

Language: English - Date: 2013-05-18 12:41:37
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