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A general theory of particle filters in hidden Markov models and some applications
Publisher: The Institute of Mathematical Statistics
Year: 2013
Proposal adaptation in simulated annealing for continuous optimization problems
Publisher: Springer-Verlag
Year: 2013
Maximum likelihood estimation of the Markov switching GARCH model
Publisher: Elsevier Science
Year: 2014
Computation of marginal likelihoods with data dependent support for latent variables
Publisher: Elsevier Science
Year: 2014
Forecasting with a noncausal VAR model
Publisher: Elsevier Science
Year: 2014
Counting subsets of contingency tables
Publisher: Springer-Verlag
Year: 2014
Permanents, \alpha permanents and Sinkhorn balancing
Publisher: Springer Berlin Heidelberg
Year: 2014
Nonparametric recursive quantile estimation
Publisher: Elsevier Science
Year: 2014
First order control variates algorithm for reliability analysis of engineering structures
Year: 2020
Abstract:
This study introduces an efficient method for safety evaluation of the structures with small failure probability. The proposed approach reformulates basic failure probability formula based on control variates method and ...
Bayes estimation for the Marshall–Olkin bivariate Weibull distribution
Publisher: Elsevier Science
Year: 2013