相关论文: Correction. Efficient parameter estimation for sel…

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

Two contributions to the discussion of Fearnhead P. and D. Prangle (2012). Constructing summary statistics for approximate Bayesian computation: Semi-automatic approx- imate Bayesian computation, J. Roy. Statist. Soc. B, 74 (3).

Spreading processes on graphs arise in a host of application domains, from the study of online social networks to viral marketing to epidemiology. Various discrete-time probabilistic models for spreading processes have been proposed. These…

This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter…

A new recalibration post-processing method is presented to improve the quality of the posterior approximation when using Approximate Bayesian Computation (ABC) algorithms. Recalibration may be used in conjunction with existing…

Short review article on quantum information processing accepted for Supplement III, Encyclopaedia of Mathematics (publication expected Summer 2001). See also http://www.wkap.nl/series.htm/ENM

In this paper we show that the lengths of the approximating processes in epsilon substitution method are calculable by ordinal recursions in an optimal way.

This version is ***superseded*** by a full version that can be found at http://www.itu.dk/people/pagh/papers/mining-jour.pdf, which contains stronger theoretical results and fixes a mistake in the reporting of experiments. Abstract:…

We extend the empirical likelihood of Owen [Ann. Statist. 18 (1990) 90-120] by partitioning its domain into the collection of its contours and mapping the contours through a continuous sequence of similarity transformations onto the full…

Many physical and biological processes are stochastic in nature. Computational models and simulations of such processes are a mathematical and computational challenge. The basic stochastic simulation algorithm was published by D. Gillespie…

We show that the same maximum entropy principle applied to recurrence microstates configures a new way to properly compute the time delay necessary to correctly sample a data set. The new method retrieves results obtained using traditional…

Amemiya (1973) proposed a ``consistent initial estimator'' for the parameters in a censored regression model with normal errors. This paper demonstrates that a similar approach can be used to construct moment conditions for fixed--effects…

Recent work has shown constrained Bayesian optimization to be a powerful technique for the optimization of industrial processes. In complex manufacturing processes, the possibility to run extensive sequences of experiments with the goal of…

This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specified.

Modern technologies are generating ever-increasing amounts of data. Making use of these data requires methods that are both statistically sound and computationally efficient. Typically, the statistical and computational aspects are treated…

Empirical likelihood method has been applied to dependent observations by Monti (1997) through the Whittle's estimation method. Similar asymptotic distribution of the empirical likelihood ratio statistic for stationary time series has been…

This is the rejoinder for discussion of "Multinomial Inverse Regression for Text Analysis", Journal of the American Statistical Association 108, 2013.

Consider $K$ processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be estimated. Specifically, they share a parameter $\theta$…

In this correspondence, it is given a correction to Theorem 4 in Y. Hu, and G. Xiao, "Generalized Self-Shrinking Generator," IEEE Transactions on Information Theory, vol. 50, No. 4, pp. 714-719, April 2004.

In their 1993 paper 'Forecasting point and continuous processes: Prequential analysis' in Test, Vovk put forward a game-theoretic definition of the Poisson process. A key assumption therein is that the rate of the Poisson process is known…