搜索结果: 1-15 共查到“maximum”相关记录98条 . 查询时间(0.125 秒)
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. ...
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/25
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
Linear Time Approximation Schemes for Geometric Maximum Coverage
Maximum coverage Geometric set cover Polynomial-time approximation scheme
2016/1/22
We study approximation algorithms for the following geo-metric version of the maximum coverage problem: Let P be a set of n weighted points in the plane. We want to place m a × b rectangles such that ...
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/20
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
On the Approximate Maximum Likelihood Estimation for Diffusion Processes
Asymptotic expansion Asymptotic normality Consistency Dis- crete time observation Maximum likelihood estimation
2016/1/19
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A...
Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances
spreg spatial-autoregressive models
2015/9/24
We describe the spreg command, which implements a maximum
likelihood estimator and a generalized spatial two-stage least-squares estimator
for the parameters of a linear cross-sectional spatial-auto...
Maxwell Construction: The Hidden Bridge between Iterative and Maximum a Posteriori Decoding
Decoding the decoding algorithm maxwell decoder decoder binary
2015/8/21
There is a fundamental relationship between belief propagation and maximum a posteriori decoding. A decoding algorithm, which we call the Maxwell decoder, is introduced and provides a constructive des...
The fastest mixing Markov process on a graph and a connection to a maximum variance unfolding problem
Markov process fast mixing second smallest eigenvalue semidefinite programming dimensionality reduction
2015/8/10
We consider a Markov process on a connected graph, with edges labeled with transition rates between the adjacent vertices. The distribution of the Markov process converges to the uniform distribution ...
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
2015/8/5
A solution method and an estimation method for nonlinear rational expectations
models are presented in this paper. The solution method can be used in forecasting and
policy applications and can hand...
Computation of the Maximum H_infinity-norm of Parameter-Dependent Linear Systems by a Branch and Bound Algorithm
Computation Maximum H_infinity-norm Parameter-Dependent Linear Systems Bound Algorithm
2015/7/13
For linear systems that contain unspecified parameters that lie in given intervals, we present a branch and bound algorithm for computing the maximum H_infinity-norm over the set of uncertain paramete...
Relaxed Maximum a Posteriori Fault Identification
Fault detection Statistical estimation Convex relaxation Interior-point methods
2015/7/9
We consider the problem of estimating a pattern of faults, represented as a binary vector, from a set of measurements. The measurements can be noise corrupted real values, or quantized versions of noi...
Average Case Behavior of Random Search for the Maximum
Average Case Behavior Random Search Maximum
2015/7/8
This paper is a study of the error in approximating the global maximum of a Brownian motion on the unit interval by observing the value at randomly chosen points. One point of view is to look at the e...
On the Maximum Workload of a Queue Fed by Fractional Brownian Motion
Long-range dependence queues fractional Brownian motion extreme values
2015/7/8
Consider a queue with a stochastic fluid input process modeled as fractional Brownian motion (fBM). When the queue is stable, we prove that the maximum of the workload process observed over an interva...
Simulating the Maximum of a Random Walk
Random walk Single-server queue Simulation Stationary distribution
2015/7/8
In this paper, we show how to exactly sample from the distribution of the maximum of a random walk with negative drift. We also explore related variance reduction methods.
Diffusion Approximations for the Maximum of a Perturbed Random Walk
Perturbed random walk diffusion approximation light-tailed distributi
2015/7/6
Considera random walk S=(Sn:n≥O) that is "perturbed" by a stationary sequence (ξn:n≥O) to produce the process S=(Sn+ξn:n≥O). In this paper, we are concerned with developing limit theorems and approxim...