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Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods
Observation Driven Time Series Models Approximate Bayesian Computation Asymptotic Con-sistency Markov Chain Monte Carlo
2013/4/28
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including eco...
Diagnostics for Respondent-driven Sampling
diagnostics exploratory data analysis hard-to-reachpopulations HIV/AIDS link-tracingsampling non-ignorable design,respondent-driven sampling social networks survey sampling
2012/11/23
Respondent-driven sampling (RDS) is a widely used method for sampling from hard-to-reach human populations, especially groups most at-risk for HIV/AIDS. Data are collected through a peer-referral proc...
On the impossibility of constructing good population mean estimators in a realistic Respondent Driven Sampling model
impossibility constructing good population mean estimators realistic Respondent Driven Sampling model
2012/11/22
Current methods for population mean estimation from data collected by Respondent Driven Sampling (RDS) are based on the Horvitz-Thompson estimator together with a set of assumptions on the sampling mo...
Fractal-driven distortion of resting state functional networks in fMRI: a simulation study
Fractal-driven distortion resting state functional networks simulation study
2012/9/17
Fractals are self-similar and scale-invariant patterns found ubiquitously in nature. A lot of evidences implying fractal properties such as 1/f power spectrums have been also observed in resting state...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid
2011/7/19
In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$...
Fractional Lévy-driven Ornstein--Uhlenbeck processes and stochastic differential equations
fractional integral equation fractional Levy process fractional Levy–Ornstein–Uhlenbeck process long-range dependence p-variation Riemann–Stieltjes integration stationary solution to a fractional SDE stochastic diff erential equation
2011/3/18
Using Riemann-Stieltjes methods for integrators of bounded $p$-variation we define a pathwise integral driven by a fractional L\'{e}vy process (FLP). To explicitly solve general fractional stochastic ...
A sparse regulatory network of copy-number driven expression reveals putative breast cancer oncogenes
sparse regulatory network copy-number driven expression reveals
2010/10/19
The influence of DNA cis-regulatory elements on a gene's expression has been intensively studied. However, little is known about expressions driven by trans-acting DNA hotspots. DNA hotspots harborin...
Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations
Data Driven Computing Morphing Fast Fourier Transform Ensemble Kalman Filter Epidemic Spread Simulations
2010/3/11
The FFT EnKF data assimilation method is proposed and applied to a stochastic
cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF
combines spatial statistics and ensemble f...
The Sensitivity of Respondent-driven Sampling Method
directed network hidden population network respondent-driven sampling RDS sensitivity
2010/3/10
Researchers in many scientific fields make inferences from individuals to larger groups. For many groups however,there is no list of members from which to take a random sample. Respondent-driven sampl...
The smooth tests for testing uniformity were introduced
by Neyman [15]. The data driven method of selecting the
number d components in a smooth test for uniformity is discussed,
including the rust-...
Stochastic evolutions driven by non-linear white noise
Stochastic evolutions non-linear white noise
2009/9/21
We prove the existence and uniqueness theorem for
stochastic differential equation8 with bounded coefficients driven by
the renormalized square of white noise. These equations are interpreted
as se...
DATA-DRIVEN SCORE TEST OF FIT FOR CONDITIONAL DISTRIBUTION IN THE GARCH(l,l) MODEL
GARCH(1,l) model noise distribution efficient score vector score test BIC Schwarz selection rule
2009/9/18
A data-driven score test for a conditional distribution
in the GARCH(1,l) model is proposed. Conditional distribution assumption
is verified by a score test, obtained from nesting the null
density ...
DATA-DRIVEN SCORE TESTS FOR HOMOSCEDASTIC LINEAR REGRESSION MODEL:ASYMPTOTIC RESULTS
Efficient score hypothesis testing data-driven test linear regression selection rule
2009/9/18
We describe and investigate new tests for testing the
validity of a semiparametric random-design linear regression model.
The tests were introduced in Inglot and Ledwina (2006a, b). We repeat
here ...
Data-driven wavelet-Fisz methodology for nonparametric function estimation
Besov spaces exponential inequality heteroscedasticity nonparametric regression variance function
2009/9/16
We propose a wavelet-based technique for the nonparametric estimation of functions contaminated with noise whose mean and variance are linked via a possibly unknown variance function. Our method, term...
Nonlinear SDEs driven by Lévy processes and related PDEs
Particlesystems Propagationofchaos Nonlinear stochastic differential equations driven by Levy processes
2009/6/12
In this paper we study general nonlinear stochastic differential equations,where the usual Brownian motion is replaced by a Levy process.Moreover,we do not suppose that the coefficient multiplying the...