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» Simple Monte Carlo and the Metropolis algorithm
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TSP
2010
13 years 4 days ago
Efficient recursive estimators for a linear, time-varying Gaussian model with general constraints
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
Stefan Uhlich, Bin Yang
CSDA
2011
13 years 14 days ago
Inferences on Weibull parameters with conventional type-I censoring
In this article we consider the statistical inferences of the unknown parameters of a Weibull distribution when the data are Type-I censored. It is well known that the maximum lik...
Avijit Joarder, Hare Krishna, Debasis Kundu
CORR
2010
Springer
162views Education» more  CORR 2010»
13 years 5 months ago
Random sampling of lattice paths with constraints, via transportation
We investigate Monte Carlo Markov Chain (MCMC) procedures for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We will see that...
Lucas Gerin
MASCOTS
2003
13 years 6 months ago
Bottleneck Estimation for Load Control Gateways
Providing Quality of Service (QoS) to inelastic data transmissions in a cost-efficient, highly scalable, and realistic fashion in IP networks remains a challenging research issue....
Krishna Pandit, Jens Schmitt, Martin Karsten, Ralf...
MMAS
2011
Springer
13 years 12 days ago
Scalable Bayesian Reduced-Order Models for Simulating High-Dimensional Multiscale Dynamical Systems
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
Phaedon-Stelios Koutsourelakis, Elias Bilionis