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Linear Models Based on Noisy Data and the Frisch Scheme
linear models factor analysis identifi cation
2015/7/8
We address the problem of identifying linear relations among variables based on noisy measurements. This is a central question in the search for structure in large data sets. Often a key assumption is...
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models
Population Monte Carlo importance sampling degeneracy of importance weights stochastic kinetic models
2012/9/18
This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (P...
An Improved Data Assimilation Scheme for High Dimensional Nonlinear Systems
Bayesian Estimation Ensemble Data Assimilation Gaussian Sum Expansion Environmental Control
2012/9/17
Nonlinear/non-Gaussian ltering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of un-certain state is non-Gaussian....
On a πps Scheme of Sampling of Two Units。
The finite system scheme for state-dependent interacting
the finite system scheme state-dependent interacting
2009/6/12
The finite system scheme for state-dependent interacting multitype branching systems.
Sharp estimates for the convergence of the density of the Euler scheme in small time
Sharp estimates Euler scheme marginal laws
2009/3/20
In this work, we approximate a diffusion process by its Euler scheme and we study the convergence of the density of the marginal laws. We improve previous estimates especially for small time.
A stochastic scheme of approximation for ordinary differential equations
differential equations stochastic method
2009/3/19
In this note we provide a stochastic method for approximating solutions of ordinary differential equations. To this end, a stochastic variant of the Euler scheme is given by means of Markov chains. Fo...
An Efficient Class of Chain Estimators of Population Variance under Sub-Sampling Scheme
auxiliary variable chain estimator consistent estimator double sampling technique mean square error optimum estimator study variable
2009/3/9
For estimating the population variance S2y of study variable y, a class of chain estimators of S2y has been proposed in the presence of two auxiliary variables x and z by using known information on po...
Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems
Approximate Bayesian computation scheme parameter inference model selection dynamical systems
2010/3/17
Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation...