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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Subsampling for Rare Events Data and maximum sampled conditional likelihood
罕见事件数据 子采样 最大采样 条件似然
2023/5/15
In this talk, we show that the available information about unknown parameters in rare events data is only tied to the relatively small number of cases, which justifies the usage of negative sampling. ...
Saving Lives:Evidence from a Conditional Food Supplementation Program
Saving Lives Conditional Food Supplementation Program
2016/3/3
This paper evaluates the impact of a conditional food supplementation program on child mortality in Ecuador. The program (PANN 2000) was implemented by regular staff at local public health posts and c...
The Importance of Cost of Living and Education in Estimates of the Conditional Wage Gap Between Black and White Women
Cost of Living and Education Conditional Wage Gap Black White Women
2016/3/3
While evidence about discrimination in U.S. labor markets typically implies preferential treatment for whites, recent studies document a substantial wage premium for black women (for example, Fryer 20...
Closed-form expansion, conditional expectation, and option valuation
asymptotic expansion diffusion option pricing conditional expectation iterated stochastic integral
2016/1/20
Enlightened by the theory of Watanabe [Watanabe S (1987) Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Ann. Probab. 15:1–39] for analyzing generalized rando...
Conditional limit theorems for critical continous-state branching processes
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/20
In this paper we study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ 1+α L(1/λ)where α ∈ [0,1] and L is slowly varying at ∞. We pro...
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
Conditional characteristic function Diffusion processes Empirical likelihood Kernel smoothing L′ evy driven processes
2016/1/19
Markov processes are used in a wide range of disciplines including finance.The transition densities of these processes are often unknown. However, the conditionalcharacteristic functions are more like...
Grid-Based Simulation and the Method of Conditional Least Squares
Grid-Based Simulation Method Conditional Least Squares
2015/7/8
This paper is concerned with the use of simulation to compute the conditional expectations that arise in the method of conditional least squares. Our approach involves performing simulations at each p...
Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
Probability algorithms distribution functions conditional expectation
2015/7/8
We examine different ways of numerically computing the distribution function of conditional expectations where the conditioning element takes values in a finite or countably infinite outcome space. Bo...
Conditional Limit Theorems for Regulated Fractional Brownian Motion
Queues fractional Brownian motion conditional limit laws large buffer asymptotic
2015/7/6
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value b, we provide the limiting distribution for the am...
A Bayesian localised conditional auto-regressive model for estimating the health effects of air pollution
Air pollution and health Conditional autoregressive models Spatial correlation
2013/6/14
Estimation of the long-term health effects of air pollution is a challenging task, especially when modelling small-area disease incidence data in an ecological study design. The challenge comes from t...
Light tails: Gibbs conditional principle under extreme deviation
Light tails Gibbs conditional principle extreme deviation
2013/6/14
Let $X_{1},..,X_{n}$ denote an i.i.d. sample with light tail distribution and $S_{1}^{n}$ denote the sum of its terms; let $a_{n}$ be a real sequence\ going to infinity with $n.$\ In a previous paper ...
Refinement revisited with connections to Bayes error, conditional entropy and calibrated classifiers
Refinement Score Probability Elicitation Calibrated Classifier Bayes Error Bound Conditional Entropy Proper Loss
2013/4/27
The concept of refinement from probability elicitation is considered for proper scoring rules. Taking directions from the axioms of probability, refinement is further clarified using a Hilbert space i...
Efficient Regularized Least-Squares Algorithms for Conditional Ranking on Relational Data
Efficient Regularized；Least-Squares；Algorithms；Conditional Ranking；Relational Data
2012/11/23
In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular ta...
Shrinkage estimators for prediction out-of-sample: Conditional performance
James-Stein estimator rando mmatrix theory random design
2012/11/22
We find that, in a linear model, the James-Stein estimator, which dominates the maximum-likelihood estimator in terms of its in-sample prediction error, can perform poorly compared to the maximum-like...
Conditional simulation of max-stable processes
Conditional simulation Markov chain Monte Carlo Max-stable process Precipitation Regular conditional distribution Temperature.
2012/9/18
Since many environmental processes such as heat waves or precipitation are spatial in extent,it is likely that a single extreme event affects several locations and the areal modelling of ex-tremes is ...