Sciweavers

SAC
2002
ACM
13 years 4 months ago
Choice of wavelet smoothness, primary resolution and threshold in wavelet shrinkage
This article introduces a fast cross-validation algorithm that performs wavelet shrinkage on data sets of arbitrary size and irregular design and also simultaneously selects good ...
Guy P. Nason
SAC
2002
ACM
13 years 4 months ago
Wavelet packet transfer function modelling of nonstationary time series
This article shows how a non-decimated wavelet packet transform (NWPT) can be used to model a response time series,
Guy P. Nason, Theofanis Sapatinas
SAC
2002
ACM
13 years 4 months ago
On Bayesian model and variable selection using MCMC
Petros Dellaportas, Jonathan J. Forster, Ioannis N...
SAC
2002
ACM
13 years 4 months ago
Marginal maximum a posteriori estimation using Markov chain Monte Carlo
Arnaud Doucet, Simon J. Godsill, Christian P. Robe...
SAC
2002
ACM
13 years 4 months ago
Location adjustment for the minimum volume ellipsoid estimator
Estimating multivariate location and scatter with both affine equivariance and positive breakdown has always been difficult. A well-known estimator which satisfies both properties...
Christophe Croux, Gentiane Haesbroeck, Peter J. Ro...
SAC
2002
ACM
13 years 4 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
SAC
2002
ACM
13 years 4 months ago
Dynamically generating web application fragments from page templates
Web-based applications are typically required to be highly customizable and configurable. New application requirements have to be introduced rapidly, often without stopping the ru...
Uwe Zdun