搜索结果: 1-15 共查到“统计学 Integrated”相关记录15条 . 查询时间(0.104 秒)
A Gaussian Process Emulator Approach for Rapid Contaminant Characterization with an Integrated Multizone-CFD Model
xBayesian Framework Gaussian Process Emulator Multizone Models Integrated Multizone-CFD CONTAM Rapid Source Localization and Characterization
2013/6/14
This paper explores a Gaussian process emulator based approach for rapid Bayesian inference of contaminant source location and characteristics in an indoor environment. In the pre-event detection stag...
Model selection and clustering in stochastic block models with the exact integrated complete data likelihood
Random graphs stochastic block models integrated classication likelihood
2013/4/27
The stochastic block model (SBM) is a mixture model used for the clustering of nodes in networks. It has now been employed for more than a decade to analyze very different types of networks in many sc...
Integrated analysis of variants and pathways in genome-wide association studies using polygenic models of disease
Integrated analysis of variants pathways genome-wide association studies polygenic models of disease
2012/9/18
Many common diseases are highly polygenic, modulated by a large number genetic factors with small effects on suscep-tibility to disease. These small effects are difficult to map reliably in genetic as...
Statistical Analysis of Autoregressive Fractionally Integrated Moving Average Models
ARFIMA models long-memory time series Whittle esti-mation exact variance matrix impulse response functions forecasting, R package.
2012/9/17
In practice, several time series exhibit long-range dependence or per-sistence in their observations, leading to the development of a number of estimation and prediction methodologies to account for t...
Joint and Individual Variation Explained (JIVE) for Integrated Analysis of Multiple Datatypes
Vertical integration Multi-block data Principal Component
2011/3/24
Research in a number of fields now requires the analysis of "multi-block" data, in which multiple high-dimensional, and fundamentally disparate, datatypes are available for a common set of objects. In...
Joint and Individual Variation Explained (JIVE) for Integrated Analysis of Multiple Datatypes
Vertical integration Multi-block data Principal Component Analysis
2011/3/23
Research in a number of fields now requires the analysis of "multi-block" data, in which multiple high-dimensional, and fundamentally disparate, datatypes are available for a common set of objects. In...
Do we need an integrated Bayesian/likelihood inference?
Columbia University Universite Paris-Dauphine, IUF, and CREST CREST-ENSAE, and Universite Paris-Dauphine
2010/12/17
Murray Aitkin's recent book, Statistical Inference, presents an approach to statistical hypothesis testing based on comparisons of posterior distributions of likelihoods under competing models. The au...
An Integrated Human-Computer System for Controlling Interstate Disputes
Artificial intelligence Control Decision support systems Interstate conflict
2010/4/28
In this paper we develop a scientific approach to control inter-country conflict. This system makes use of a neural network and a feedback control approach. It was found that by controlling the four c...
Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes
continuous-time GARCH process extreme value theory generalizedOrnstein–Uhlenbeck process integrated generalized Ornstein–Uhlenbeck process
2010/3/10
We consider a positive stationary generalized Ornstein–Uhlenbeck process
Vt = e−tZ t0es− ds + V0 for t 0,and the increments of the integrated generalized Ornstein–Uhlenbeck process...
On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes
integrated square errors recursive nonparametric estimates nonstationary Markov processes
2009/9/23
The integrated square error (ISE) and the mean
integrated squark error (MISE) for a class of recursive estimators of
the transition density function of a vector-valued nonstationary
Markov process ...
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Metric entropy class of distribution functions
2009/3/19
Metric entropy of the class of probability distribution functions on [0,1] with a k-monotone density is studied through its connection with the small ball probability of k-times integrated Brownian mo...
Asymptotic normality of the integrated square error of a density estimator in the convolution model
convolution density estimation nonparametric density estimation central limit theorem integrated squared error noisy observations
2009/2/23
In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in min...
On continuous-time autoregressive fractionally integrated moving average processes
antipersistence autocovariance fractional Brownian motion long memory spectraldensity
2010/3/18
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average(CARFIMA) model, which is defined as the stationary solution of a stochastic differential
equation dr...
LAMN property for hidden processes:the case of integrated diffusions
Diffusion processes parametric estimation LAMN property Malliavin calculus non-Markovian data
2010/4/30
In this paper we prove the Local Asymptotic Mixed Normality
(LAMN) property for the statistical model given by the observation of
local means of a diffusion process X. Our data are given by
R 10 Xs...
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
2010/4/26
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series,namely a law of large numbers and a central limit theorem. These results are applied toWhittle’s p...