41 search results - page 2 / 9 » Model and distribution uncertainty in multivariate GARCH est... |
DATE
2010
IEEE
13 years 10 months ago
2010
IEEE
—We present a new technique for statistical static timing analysis (SSTA) based on Markov chain Monte Carlo (MCMC), that allows fast and accurate estimation of the right-hand tai...
ECCV
2002
Springer
14 years 7 months ago
2002
Springer
We propose Markov chain Monte Carlo sampling methods to address uncertainty estimation in disparity computation. We consider this problem at a postprocessing stage, i.e. once the d...
AUTOMATICA
2010
13 years 5 months ago
2010
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...
SAC
2008
ACM
13 years 4 months ago
2008
ACM
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
IVC
2008
13 years 4 months ago
2008
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...