Stochastic process

Results: 1129



#Item
691Earthquake / Aftershock / Tōhoku earthquake and tsunami / Poisson process / Richter magnitude scale / Normal distribution / Statistics / Seismology / Stochastic processes

Bulletin of the Seismological Society of America, Vol. 102, No. 4, pp. 1583–1592, August 2012, doi: [removed][removed]Were Global M ≥ 8:3 Earthquake Time Intervals Random between 1900 and 2011? by Tom Parsons and E

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Source URL: profile.usgs.gov

Language: English - Date: 2012-08-17 14:58:18
692Mathematical finance / Probability theory / Stochastic differential equations / Martingale theory / Gaussian measure / Risk-neutral measure / Ornstein–Uhlenbeck process / Radon–Nikodym theorem / Forward measure / Statistics / Mathematical analysis / Stochastic processes

OPTIMAL CHANGES OF GAUSSIAN MEASURES, WITH AN APPLICATIONS TO RESIMULATION Henry Schellhorn Abstract. We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:45:18
693Stationary process / Time series analysis / Markov processes / Statistics / Stochastic processes / Signal processing

Understanding moving averages strategies with the help of toy models using R A. Christian Silva Ivory Capital Mgmt. [removed] [removed]

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Source URL: www.rinfinance.com

Language: English - Date: 2013-05-16 11:53:18
694Stochastic differential equations / Probability theory / Ornstein–Uhlenbeck process / Gaussian measure / Optimal control / Normal distribution / Itō diffusion / Statistics / Mathematical analysis / Stochastic processes

An Analytical Characterization for an Optimal Change of Gaussian Measures Henry Schellhorn Abstract. We consider two Gaussian measures. In the "initial" measure the state variable is Gaussian, with zero drift, and time-v

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:43:18
695Markov processes / Applied mathematics / Markov models / Dynamic programming / Stochastic control / Reinforcement learning / Partially observable Markov decision process / Mathematical optimization / Markov chain / Statistics / Operations research / Control theory

Policy search by dynamic programming J. Andrew Bagnell Carnegie Mellon University Pittsburgh, PA[removed]Andrew Y. Ng

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Source URL: www.cs.cmu.edu

Language: English - Date: 2004-03-05 16:57:09
696Stochastic control / Partially observable Markov decision process / Reinforcement learning / Bayesian statistics / Markov model / Markov decision process / Automated planning and scheduling / Algorithm / Machine learning / Statistics / Dynamic programming / Markov processes

Journal of Machine Learning Research[removed]Submitted 11/10; Published - Deterministic-Probabilistic Models For Partially Observable Reinforcement Learning Problems

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Source URL: users.cecs.anu.edu.au

Language: English - Date: 2010-11-25 21:48:41
697Monte Carlo method / Numerical analysis / Probabilistic complexity theory / Reinforcement learning / Markov decision process / Algorithm / Stochastic / Machine learning / Artificial intelligence / Statistics / Mathematics / Probability and statistics

Journal of Artificial Intelligence Research[removed]704 Submitted 09/11; published[removed]Learning to Win by Reading Manuals in a Monte-Carlo Framework

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Source URL: jair.org

Language: English - Date: 2012-04-30 11:59:27
698Differential equations / Stochastic process / Ordinal number / Partial differential equation / Forcing / Random variable / Statistics / Mathematics / Mathematical analysis

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Source URL: users.cms.caltech.edu

Language: English - Date: 2014-01-03 14:02:27
699Probability and statistics / Probability space / Independence / Conditional expectation / Random variable / Sigma-algebra / Borel set / Martingale / Stochastic process / Probability theory / Statistics / Mathematical analysis

Lecture Notes on Stochastic Calculus (Part I) Fabrizio Gelsomino, Olivier L´evˆeque, EPFL December 17, 2009 Contents 1 Probability “review”

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Source URL: lthiwww.epfl.ch

Language: English - Date: 2012-01-19 04:53:38
700Partially observable Markov decision process / Stochastic control / Bayesian statistics / CUSUM / Maximum likelihood / Prior probability / Normal distribution / Thresholding / Statistics / Estimation theory / Dynamic programming

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Source URL: www.cs.cmu.edu

Language: English - Date: 2005-01-21 17:02:57
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