Related papers: On some problems in the article "Efficient Likelih…
Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]
Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]
Discussion of "Bayesian Models and Methods in Public Policy and Government Settings" by S. E. Fienberg [arXiv:1108.2177]
This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…
Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity…
Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…
Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…
This paper presents a review of the literature on State Estimation (SE) in power systems. While covering some works related to SE in transmission systems, the main focus of this paper is Distribution System State Estimation (DSSE). The…
Recently a likelihood-based methodology has been developed by the Collaboratory for the Study of Earthquake Predictability (CSEP) with a view to testing and ranking seismicity models. We analyze this approach from the standpoint of possible…
This is a technical report, containing all the theorem proofs and additional evaluations in paper "Efficient Identification of Additive Link Metrics via Network Tomography" by Liang Ma, Ting He, Kin K. Leung, Don Towsley, and Ananthram…
Discussion of "Bayesian Models and Methods in Public Policy and Government Settings" by S. E. Fienberg [arXiv:1108.2177]
Rejoinder to ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]
We correct an inaccuracy in a previous article [Auscher, Pascal; Bernicot, Fr\'ed\'eric; Zhao, Jiman. Maximal regularity and Hardy spaces. Collect. Math. 59 (2008), no. 1, 103-127.]
Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Discussion of "Feature Matching in Time Series Modeling" by Y. Xia and H. Tong [arXiv:1104.3073]
Translation of 'Die Logik Nicht Gleichzeitig Entscheidbarer Aussagen' by Ernst Specker, Dialectica, vol. 14, 239 - 246 (1960).
Comment on ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]