搜索结果: 1-9 共查到“统计学 Coupling”相关记录9条 . 查询时间(0.275 秒)
Efficient Simulation via Coupling
Efficient Simulation via Coupling
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2015/7/8
This paper is concerned with how coupling can be used to enhance the efficiency of a certain class of terminating simulations, in Markov process settings in which the stationary distribution is known....
Coupling fields and underlying space curvature: An augmented Lagrangian approach
Coupling scalar field space field feedback system model molecular dynamics
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2014/12/29
We demonstrate a systematic implementation of coupling between a scalar field and the geometry of the space which carries the field. This naturally gives rise to a feedback mechanism between the field...
Direct coupling information measure from non-uniform embedding
Direct coupling information measure non-uniform embedding
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2013/6/17
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual Information from Mi...
Ensemble Copula Coupling as a Multivariate Discrete Copula Approach
multivariate discrete copula stochastic array Sklar’s theorem statistical ensemble postprocessing ensemble copula coupling
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2013/6/14
In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. In this paper, we introduce the concept of multiv...
Coupling optional Pólya trees and the two sample problem
Coupling optional Pólya trees the two sample problem
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2010/11/9
Testing and characterizing the difference between two data samples is of fundamen-tal interest in statistics. Existing methods such as Kolmogorov-Smirnov and Cramer-von-Mises tests do not scale well a...
Damage spreading and coupling in Markov chains
Damage spreading coupling Markov chains
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2010/10/19
In this paper, we relate the coupling of Markov chains, at the basis of perfect sampling methods, with damage spreading, which captures the chaotic nature of stochastic dynamics. For two-dimensional ...
Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding
coupling from the past (CFTP) dominated CFTP exact simulation local stability Markov chain Monte Carlo perfect simulation
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2010/3/11
We consider perfect simulation algorithms for locally stable point processes
based on dominated coupling from the past, and apply these methods
in two different contexts. A new version of the algori...
A counterexample for the optimality of Kendall-Cranston coupling
counterexample Kendall-Cranston coupling Riemannian
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2009/3/23
We construct a Riemannian manifold where the Kendall-Cranston coupling of two Brownian particle does not maximize the coupling probability.
Perfect simulation of spatial point processes using dominated coupling from the past with application to a multiscale area-interaction point process
Perfect simulation spatial point processes dominated coupling multiscale area-interaction point process
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2010/3/18
We consider perfect simulation algorithms for locally stable point pro-
cesses based on dominated coupling from the past. A version of the al-
gorithm is developed which is feasible for processes wh...