搜索结果: 1-7 共查到“统计逻辑学 m method”相关记录7条 . 查询时间(0.292 秒)
Inference in Kingman's Coalescent with Particle Markov Chain Monte Carlo Method
Inference Kingman's Coalescent with Particle Markov Chain Monte Carlo Method
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2013/6/13
We propose a new algorithm to do posterior sampling of Kingman's coalescent, based upon the Particle Markov Chain Monte Carlo methodology. Specifically, the algorithm is an instantiation of the Partic...
Statistical inference for Sobol pick freeze Monte Carlo method
Statistical inference Sobol pick freeze Monte Carlo method
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2013/4/28
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variabilit...
`Truncate, replicate, sample': a method for creating integer weights for spatial microsimulation
microsimulation integerisation iterative proportional fitting
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2013/4/28
Iterative proportional fitting (IPF) is a widely used method for spatial microsimulation. The technique results in non-integer weights for individual rows of data. This is problematic for certain appl...
A parameter estimation method based on random slow manifolds
Parameter estimation Slow-fast system Random slow manifold Quantifying uncer-tainty Numerical optimization
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2013/5/2
A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the syste...
A Directional Gradient-Curvature Method for Gap Filling of Gridded Environmental Spatial Data with Potentially Anisotropic Correlations
correlation anisotropy spatial interpolation stochastic estimation optimization simulation
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2013/4/27
We introduce the Directional Gradient-Curvature (DGC) method, a novel approach for filling gaps in gridded environmental data. DGC is based on an objective function that measures the distance between ...
Delta method in large deviations and moderate deviations for estimators
Delta method hypothesis testing Kaplan–Meier estimator large deviations L-statistics M-estimator moderate deviations
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2011/6/20
The delta method is a popular and elementary tool for deriving
limiting distributions of transformed statistics, while applications of
asymptotic distributions do not allow one to obtain desirable a...
A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables
compound Poisson approximation coupling inequality law of small numbers
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2010/10/19
Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the...