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Lecture Notes
561views
16 years 8 months ago
Financial Econometrics
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models Event Studies, Ti...
Paul Söderlind
RECOMB
2008
Springer
15 years 10 months ago
Accurate Computation of Likelihoods in the Coalescent with Recombination Via Parsimony
Understanding the variation of recombination rates across a given genome is crucial for disease gene mapping and for detecting signatures of selection, to name just a couple of app...
Jotun Hein, Rune B. Lyngsø, Yun S. Song
UAI
2004
14 years 11 months ago
Iterative Conditional Fitting for Gaussian Ancestral Graph Models
Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property ...
Mathias Drton, Thomas S. Richardson
ICIP
2006
IEEE
15 years 11 months ago
Robust Anisotropic Disparity Estimation with Perceptual Maximum Variation Modeling
We present a robust anisotropic dense disparity estimation algorithm which employs perceptual maximum variation modeling. Edge-preserving dense disparity vectors are estimated usi...
Jangheon Kim, Thomas Sikora
IPMI
2007
Springer
15 years 10 months ago
Active Mean Fields: Solving the Mean Field Approximation in the Level Set Framework
Abstract. We describe a new approach for estimating the posterior probability of tissue labels. Conventional likelihood models are combined with a curve length prior on boundaries,...
Kilian M. Pohl, Ron Kikinis, William M. Wells III