搜索结果: 1-15 共查到“统计学其他学科 process”相关记录17条 . 查询时间(0.187 秒)
A spectral construction of the extremal t process
elliptical distribution extremalt process max-stable process spectral construction
2012/9/19
The extremaltprocess was proposed in the literature for modelling spatial extremes within a copula framework based on the extreme value limit of ellipticalt distribu-tions (Davison, Padoan and Ribatet...
Control of a finite dam when the input process is either spectrally positive Levy or spectrally positive Levy reflected at its infimum
policies spectrally positive L´ evy processes spectrally pos-itive L´ evy processes reflected at its infimum scale functions exit times α-potentials total discounted and long-run-average costs.
2012/9/18
Baeet al. [6] consider the problem of optimal control of a finite dam usingPMλ,τpolicies, assuming that the input process is a compound Poisson process
with a negative drift. Lam and Lou [8] treat th...
Control of a finite dam when the input process is either spectrally positive Levy or spectrally positive Levy reflected at its infimum
policies spectrally positive L丩evy processes spectrally pos-itive L丩evy processes reflected at its infimum scale functions exit times 兛-potentials total discounted and long-run-average costs.
2012/9/18
Baeet al. [6] consider the problem of optimal control of a finite dam usingPM兩,冄policies, assuming that the input process is a compound Poisson process
with a negative drift. Lam and Lou [8] treat th...
Demmartingales and the functionnal Hill process for small parameters
Associated random variables demimartingales asymptotic laws func-tional Hill process extreme value theory statistical tests.
2012/9/17
Association of random variables and Demimartingales are recent elds for handling asymptotic behaviors of sums of dependent random vari-ables. We apply their techniques to establish the asymptotic law...
Competing Process Hazard Function Models for Player Ratings in Ice Hockey
Process Hazard Function Models Player Ratings Ice Hockey
2012/9/17
Evaluating the overall ability of players in the National Hockey League (NHL) is a dicult task. Existing methods such as the famous \plus/minus" statistic have many shortcomings. Standard linear regr...
A Simple Probabilistic and Point-process Response Model for Predicting Every Spike in Optogenetics
optogenetics point processes generalized linear models response functions neuronal data generalized additive models prediction.
2012/9/19
Optogenetics is a new tool to stimulate genetically targeted neuronal circuits us-ing light flashes that can be delivered at high frequencies. It has shown promise for studying neural circuits that ar...
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Gaussian process multiclass classification multinomial probit approximate inference expectation propagation
2012/9/19
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior...
Expectation Propagation in Gaussian Process Dynamical Systems
Expectation Propagation Gaussian Process Dynamical Systems
2012/9/19
Rich and complex time-series data, such as those generated from engineer-ing systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the p...
A simple and numerical stable algorithm for solving the cone projection problem based on a Gram-Schmidt process
cone projection algorithm convexity constraints convexity test simulations Gram-Schmidt
2012/9/19
We are presenting a simple and numerical stable algorithm for the solution of the cone projection problem which is suitable for relative small data sets and for simulation purposes needed for con-vexi...
Nonparametric estimation of a renewal reward process from discrete data
Renewal reward process Continuous time random walk Com-pound Poisson process Discretely observed random process Wavelet density estimation.
2012/9/19
We study the nonparametric estimation of the jump density of a re-newal reward process from one discretely observed sample path over [0;T].We consider the regime when the sampling rate = T !0 asT!1...
Branching Markov processes on fragmentation trees generated from the paintbox process
paintbox process Markov processes
2011/7/19
A fragmentation of a set $A$ is a graph with vertices labeled by subsets of $A$ which obey a certain parent-child relationship. A random fragmentation tree is a probability distribution on the space o...
Functional limit laws for the increments of the quantile process; with applications
functional limit laws laws of the iterated logarithm empirical process order statistics density estimation nonparametric estimation
2009/9/16
We establish a functional limit law of the logarithm for the increments of the normed sample quantile process based upon random sample of size $n->infty$. We extend a limit law obtained by Deheuvels a...
Bayesian inference with rescaled Gaussian process priors
Rate of convergence Bayesian inference nonparametric density estimation nonparametric regression classification
2009/9/16
We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scal...
Lower bounds for posterior rates with Gaussian process priors
Bayesian nonparametrics Gaussian process priors Lower bounds
2009/9/16
Upper bounds for rates of convergence of posterior distributions associated to Gaussian process priors are obtained by van der Vaart and van Zanten in [van der Vaart and van Zanten, Rates of contracti...
A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
Empricial processes Functional limit theorems Strong theorems Density estimation LATEX2ε
2009/9/16
Consider the following local empirical process indexed by $K in mathcal{G}$, for fixed $h>0$ and $z in mathbb{R}^d$: $$G_n(K,h,z):=sum_{i=1}^n K (frac{Z_i-z}{h^{1/d}}) - mathbb{E} (K (frac{Z_i-z}{h^{1...