搜索结果: 1-15 共查到“理论统计学 approximations”相关记录18条 . 查询时间(0.046 秒)
This paper discusses some of the merits of the strong approximation ideas in developing diffusion approximations for queueing systems. Letting ρ be the utilization of the server, it is well known that...
Parallel Gaussian Process Regression with Low-Rank Covariance Matrix Approximations
Parallel Gaussian Process Regression Low-Rank Covariance Matrix Approximations
2013/6/14
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due ...
Sparse approximations in spatio-temporal point-process models
latent Gaussian models linear dynamical systems log Gaussian Cox process approximate inference expectation propagation sparse inference
2013/6/14
Analysis of spatio-temporal point patterns plays an important role in several disciplines, yet inference in these systems remains computationally challenging due to the high resolution modelling gener...
MCMC methods for Gaussian process models using fast approximations for the likelihood
MCMC methods for Gaussian process models using fast approximations for the likelihood
2013/6/14
Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, fo...
MCMC methods for Gaussian process models using fast approximations for the likelihood
MCMC methods for Gaussian process models using fast approximations for the likelihood
2013/6/14
Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, fo...
Understanding Operational Risk Capital Approximations: First and Second Orders
Basel II/III Capital Approximation Loss Distributional Approach Capital Approximation Value-at-Risk Expected Shortfall Spectral Risk Measure Subexponential Regularly Varying
2013/5/2
We set the context for capital approximation within the framework of the Basel II / III regulatory capital accords. This is particularly topical as the Basel III accord is shortly due to take effect. ...
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of specia...
Diagram of measurement series elements deviation from local linear approximations
Diagram measurement series elements deviation local linear approximations
2010/3/18
For the detection and visualization of trends, periodicities, local peculiarities in
measurement series, the methods of fractal and wavelet-analysis are of considerable current use.One of such method...
On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing
Low Rank Matrix Approximations Applications Synthesis Problem Compressed Sensing
2010/3/9
We consider the synthesis problem of Compressed Sensing –given s and an M×n
matrix A, extract from it an m × n submatrix Am, certified to be s-good, with m
as small as possible. Starting from the ve...
Spectral clustering based on local linear approximations
Spectral Clustering Higher-Order Affinities Local Linear Approximation Local PolynomialApproximation
2010/3/9
In the context of clustering, we assume a generative model where each cluster is the result
of sampling points in the neighborhood of an embedded smooth surface, possibly contaminated
with outliers....
Large deviation approximations for maximum likelihood estimators
Large deviation approximations maximum likelihood estimators
2009/9/24
Large deviation approximations for maximum likelihood estimators。
We prove that Le Cam's theorem for compound Poisson
can be extended to a much larger set of compound distributions.
Signed compound negative binomial measure is introduced. Relations
between compou...
Existence theorem and Wong-Zakai approximations for multivalued stochastic differential equations
Existence theorem Wong-Zakai approximations multivalued stochastic differential equations
2009/9/22
We consider finite-dimensional multivalued stochastic
differential equations where the drift has a multivalued and monotone
term. Existence and approximation results are obtained by an existence
th...
A refined estimate of the rate of convergence of
one-dimensional distributions of nonrandomly centered generalized
Cox processes to location mixtures of normal laws is presented. Asymp- .
totic exp...
ON APPROXIMATIONS OF RISK PROCESS WITH RENEWAL ARRIVALS IN a-STABLE DOMAIN
Risk process heavy traffic light traffic a-stable LBvy motion
2009/9/18
In this paper we approximate risk process by an
a-stable Uvy motion (1 < a < 2). We consider two conditions imposed
on the value of the premium rate. The first one assumes that the
premiums exceed ...