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We consider the problem of learning the structure of a pairwise graphical model over continuous and discrete variables. We present a new pairwise model for graphical models with both continuous and di...
Among various mathematical frameworks, multidimensional continuous-time Markov jump processes $(Z_t)$ on $\N^d$ form a natural set-up for modeling $SIR$-like epidemics. In this study we extend the res...
In this note the relation between the range-renewal speed and entropy for i.i.d. models is discussed.
A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems, in i.i.d. and non-i.i.d. situations. In particular, new ...
Multivariate linear mixed models (mvLMMs) have been widely used in many areas of genetics, and have attracted considerable recent interest in genome-wide association studies (GWASs). However, existing...
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...
The functional generalized additive model (FGAM) was recently proposed in McLean et al. (2012) as a more flexible alternative to the common functional linear model (FLM) for regressing a scalar on fun...
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measure...
We propose the use of the probability integral transform (PIT) for model validation in point process models. The simple PIT diagnostics assess the calibration of the model and can detect inconsistenci...
In weather forecasting, nonhomogeneous regression is used to statistically postprocess forecast ensembles in order to obtain calibrated predictive distributions. For wind speed forecasts, the regressi...
Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no str...
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...
The Fay-Herriot (FH) model is widely used in small area estimation and uses auxiliary information to reduce estimation variance at undersampled locations. We extend the type of covariate information u...
We consider distributed estimation of the inverse covariance matrix, also called the concentration matrix, in Gaussian graphical models. Traditional centralized estimation often requires iterative and...
In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric m...

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