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» Simple Monte Carlo and the Metropolis algorithm
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TSP
2010
14 years 4 months 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
84
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CSDA
2011
14 years 4 months 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»
14 years 9 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
14 years 10 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
14 years 4 months 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