搜索结果: 1-15 共查到“理论统计学 simulation”相关记录17条 . 查询时间(0.17 秒)
Nonlinearity Management in Optics: Experiment, Theory, and Simulation
Kerr nonlinear femtosecond pulse optical glass air
2014/12/25
We conduct an experimental investigation of nonlinearity management in optics using femtosecond pulses and layered Kerr media consisting of glass and air. By examining the propagation properties over ...
Likelihood-free Simulation-based Optimal Design
Simulation based optimal design approximate Bayesian computation Markov chain Monte Carlo
2013/6/14
Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respec...
Using GPU Simulation to Accurately Fit to the Power-Law Distribution
Zipf distribution power law Kolmogorov-Smirnov test parallel computing simulation graph-ics processing unit programming
2013/6/14
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff v...
Rare event simulation for processes generated via stochastic fixed point equations
Monte Carlo methods importance sampling perpetuities
2011/7/19
In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable V satisfying the distributional equation ...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/24
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Computer Simulation Study of the Levy Flight Process
05.40.Fb 82.20.Wt Levy flight Anomalous diffusion Nonlinearity Non-ergodicity
2010/3/9
Random walk simulation of the Levy flight shows a linear relation
between the mean square displacement and time. We have analyzed different
aspects of this linearity. It is shown that the restr...
Perfect simulation using dominated coupling from the past with application to area-interaction point processes and wavelet thresholding
coupling from the past (CFTP) dominated CFTP exact simulation local stability Markov chain Monte Carlo perfect simulation
2010/3/11
We consider perfect simulation algorithms for locally stable point processes
based on dominated coupling from the past, and apply these methods
in two different contexts. A new version of the algori...
A Simulation Approach to Bayesian Emulation of Complex Dynamic Computer Models
Gaussian process Latin hypercube sampling Markov property matrix normal parallel computing spatial interpolation
2009/9/22
In recent times, complex computer models have received wide attention
inscienticresearch. However, inorder tomakeconventional statistical statements
regarding the scientic research, many expensive r...
Identifying outliers in Bayesian hierarchical models: a simulation-based approach
Hierarchical models diagnostics outliers distributional assumptions
2009/9/22
A variety of simulation-based techniques have been proposed for detec-
tion of divergent behaviour at each level of a hierarchical model. We investigate a
diagnostic test based on measuring the coni...
Simulation of Pickands constants
Pickands constant fractional Brownian motion change of measure Cholesky factorization
2009/9/21
Pickands constants appear in the asymptotic formulas for
extremes of Gaussian processes. The explicit formula of Pickands constants
does not exist. Moreover, in the literature there is no numerical
...
A note on impotance sampling simulation for germ-grain model
Germ-gain model Poisson process change of measure likelihood process stopping set
2009/9/21
In this paper we demonstrate how to use the importance
sampling method to simulate rare wmts in a germ-grain model. We
analyze conditions under which two gerrn-grain models are mutually
absolutely ...
Simulation in a Fully Parametric Proportional Hazard Model with Changepoints
Simulation a Fully Parametric Proportional Hazard Model Changepoints
2009/9/18
Simulation in a Fully Parametric Proportional Hazard Model with Changepoints。
Simulation Study for Misspecifications on a Frailty Model
Simulation Study Misspecifications a Frailty Model
2009/9/18
Simulation Study for Misspecifications on a Frailty Model。
Perfect Simulation from the Quicksort Limit Distribution
Quicksort random variate generation simulation perfect simulation rejection method fixed-point equation
2009/5/4
The weak limit of the normalized number of comparisons needed by the Quicksort algorithm to sort n randomly permuted items is known to be determined implicitly by a distributional point equation. We g...
Geometric Ergodicity and Perfect Simulation
CFTP domCFTP geometric ergodicity perfect simulation uniform ergodicity
2009/4/28
This note extends the work of Foss and Tweedie (1998), who showed that availability of the classic Coupling from the Past (CFTP) algorithm of Propp and Wilson (1996) is essentially equivalent to unifo...