97 search results - page 5 / 20 » A Randomized Quasi-Monte Carlo Simulation Method for Markov ... |
142
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TOMACS
2011
14 years 4 months ago
2011
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
96
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WSC
2008
14 years 11 months ago
2008
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
JMLR
2010
14 years 4 months ago
2010
Markov Random Fields (MRFs) are an important class of probabilistic models which are used for density estimation, classification, denoising, and for constructing Deep Belief Netwo...
127
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ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
In this paper we present Poisson sum series representations for α-stable (αS) random variables and α-stable processes, in particular concentrating on continuous-time autoregres...
CSDA
2010
14 years 9 months ago
2010
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...