Stochastic models

Results: 1168



#Item
771Markov chain / Continuous-time Markov process / Poisson process / Uniformization / Hidden Markov model / Markov property / Gibbs sampling / Stochastic process / Stochastic matrix / Statistics / Markov processes / Markov models

Journal of Machine Learning Research[removed]3232 Submitted 9/12; Revised 7/13; Published[removed]Fast MCMC Sampling for Markov Jump Processes and Extensions Vinayak Rao∗

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2013-11-10 18:21:30
772Probability and statistics / Kalman filter / Bayesian inference / Markov chain / Probability box / Probability distribution / Stochastic matrix / Conjugate prior / Prior probability / Statistics / Markov models / Bayesian statistics

Proceedings of the 2006 American Control Conference Minneapolis, Minnesota, USA, June 14-16, 2006 WeB01.2 Search for Dynamic Targets with Uncertain Probability Maps

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Source URL: acl.mit.edu

Language: English - Date: 2011-06-05 16:48:13
773Econometrics / Estimation theory / Dynamic stochastic general equilibrium / Regression analysis / Macroeconomic model / Maximum likelihood / Parameter identification problem / Kalman filter / Statistics / Macroeconomics / Economics

NBER Summer Institute What’s New in Econometrics: Time Series Lecture 8 July 15, 2008 Econometrics of DSGE Models

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Source URL: www.nber.org

Language: English - Date: 2008-07-23 17:30:56
774Monte 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
775Regression analysis / Outstanding claims reserves / Statistical randomness / Statistical models / Generalized linear model / Overdispersion / Normal distribution / Quasi-likelihood / Negative binomial distribution / Statistics / Actuarial science / Econometrics

STOCHASTIC CLAIMS RESERVING IN GENERAL INSURANCE By P. D. England and R. J. Verrall [Presented to the Institute of Actuaries, 28 January[removed]abstract This paper considers a wide range of stochastic reserving models for

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Source URL: www.actuaries.org.uk

Language: English - Date: 2014-11-26 10:41:21
776Markov models / Control theory / Vehicle Identification Number / Motion planning / Kalman filter / Fold / Oz / Independence / Markov chain / Software engineering / Computing / Computer programming

Health Aware Stochastic Planning For Persistent Package Delivery Missions using Quadrotors Ali-akbar Agha-mohammadi, N. Kemal Ure, Jonathan P. How and John Vian Abstract—In persistent missions, taking system’s health

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Source URL: www.mit.edu

Language: English - Date: 2014-06-29 19:15:41
777Calibration / Headway / Microscopic traffic flow model / Simulation / Transport / Traffic simulation / VISSIM

Application of a Parameter Estimation and Stochastic Calibration Method for Car-Following Models  Mizanur Rahman

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Source URL: www.itsga.org

Language: English - Date: 2013-06-25 16:13:19
778Graphical models / Operations research / Belief propagation / Coding theory / Probability theory / Logarithm / Projection / Randomized algorithm / Dynamic programming / Mathematics / Mathematical analysis / Theoretical computer science

Journal of Machine Learning Research[removed]2835 Submitted 12/12; Revised 6/13; Published 9/13 Belief Propagation for Continuous State Spaces: Stochastic Message-Passing with Quantitative Guarantees

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Source URL: www.eecs.berkeley.edu

Language: English - Date: 2013-10-28 23:54:24
779Markov models / Poisson processes / Markov processes / Queueing model / Call centre / Confidence interval / Statistics / Stochastic processes / Queueing theory

Statistical Analysis with Little’s Law Supplementary Material: Technical Report Song-Hee Kim and

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Source URL: www.columbia.edu

Language: English - Date: 2012-12-20 14:11:54
780Economics / Dynamic stochastic general equilibrium / Macroeconomic model / General equilibrium theory / Economic model / Macroeconomics / New Keynesian economics / New classical macroeconomics

DSGE Models: I Smell a Rat (and It Smells Good)∗ Jon Faust Johns Hopkins University and NBER DSGE models have now reached a point where they can and do serve an important role in the monetary policy process.

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Source URL: www.ijcb.org

Language: English - Date: 2012-03-01 03:39:00
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