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International Association for Statistical Computing（IASC）
International Association for Statistical Computing IASC 国际统计学会
2017/3/22
The International Association for Statistical Computing (IASC) was founded during the 41st Session of the ISI in 1977, as a Section of the ISI.The objectives of the Association are to foster world-wid...
Computing Multidimensional Residues
The coefficient of polynomial algebra function rational dependence coefficient
2014/12/29
Given n polynomials in n variables with a finite number of complex roots, for any of their roots there is a local residue operator assigning a complex number to any polynomial. This is an algebraic, b...
An Adaptive Sequential Monte Carlo Algorithm for Computing Permanents
Sequential Monte Carlo Permanents Relative Variance
2013/6/14
We consider the computation of the permanent of a binary n by n matrix. It is well- known that the exact computation is a #P complete problem. A variety of Markov chain Monte Carlo (MCMC) computationa...
Computing the posterior expectation of phylogenetic trees
Bayesian statistics BHV tree space Frechet mean geometric median phylogenetic trees posterior expectation
2013/6/14
Inferring phylogenetic trees from multiple sequence alignments often relies upon Markov chain Monte Carlo (MCMC) methods to generate tree samples from a posterior distribution. To give a rigorous appr...
The 19th Annual International Computing and Combinatorics Conference (COCOON'13) will be held in the city of Hangzhou, China, during June 21-23,2013
The 19th Annual International Computing and Combinatorics Conference COCOON'13 Hangzhou China June 21-23,2013
2013/4/27
The 19th Annual International Computing and Combinatorics Conference (COCOON'13) will be held in the city of Hangzhou, China, during June 21 - 23, 2013.Original research papers in the areas of algori...
A Novel Universal Statistic for Computing Upper Limits in Ill-behaved Background
Novel Universal Statistic Computing Upper Limits Ill-behaved Background
2012/9/18
Analysis of experimental data must sometimes deal with abrupt changes in the distribution of measured values. Setting upper limits on signals usually involves a veto procedure that excludes data not d...
A Comparison of Methods for Computing Autocorrelation Time
Comparison Autocorrelation Time
2010/11/8
This paper describes four methods for estimating autocorrelation time and evaluates these methods with a test set of seven series. Fitting an autoregressive process appears to be the most accurate met...
A strong law for the rate of growth of long latency periods in cloud computing service
large deviations long strange segments latency periods
2010/10/19
Cloud-computing shares a common pool of resources across customers at a scale that is orders of magnitude larger than traditional multi-user systems. Constituent physical compute servers are allocated...
Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations
Data Driven Computing Morphing Fast Fourier Transform Ensemble Kalman Filter Epidemic Spread Simulations
2010/3/11
The FFT EnKF data assimilation method is proposed and applied to a stochastic
cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF
combines spatial statistics and ensemble f...
Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs
D-optimality experimental design multiplicative algorithm
2010/3/9
We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for com-
puting D-optimal designs. Strict monotonicity is established for a variant considered by
Titterington (1978)...
The main result of this paper is a new exact algorithm computing the estimate given by
the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To
prove that, we study the r...
COMPUTING THE PORTFOLLO CONDITIONAL VALUE-AT-RISK IN THE a-STABLE CASE
Stable distributions heavy tails coherent risk measures conditional value-at-risk
2009/9/18
The class of a-stable distributions is an attractive
probabilistic model of asset returns distribution in the field of finance.
When dealing with real issues, such ar optimal portfolio selection, it...