Sciweavers

13 search results - page 2 / 3
» Defaults and Normality in Causal Structures
Sort
View
JMLR
2011
142views more  JMLR 2011»
13 years 1 months ago
Causal Search in Structural Vector Autoregressive Models
This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first ...
Alessio Moneta, Nadine Chlass, Doris Entner, Patri...
IJAR
2008
92views more  IJAR 2008»
13 years 6 months ago
Predicting causality ascriptions from background knowledge: model and experimental validation
A model is defined that predicts an agent's ascriptions of causality (and related notions of facilitation and justification) between two events in a chain, based on backgroun...
Jean-François Bonnefon, Rui Da Silva Neves,...
IOR
2008
103views more  IOR 2008»
13 years 6 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi
EOR
2006
76views more  EOR 2006»
13 years 6 months ago
Regional development assessment: A structural equation approach
We propose a multivariate statistical framework for regional development assessment based on structural equation modelling with latent variables and show how such methods can be c...
Dario Cziráky, Joze Sambt, Joze Rovan, Jaks...
PADL
2010
Springer
14 years 3 months ago
An Ode to Arrows
Abstract. We study a number of embedded DSLs for autonomous ordinary differential equations (autonomous ODEs) in Haskell. A naive implementation based on the lazy tower of derivat...
Hai Liu, Paul Hudak