Výsledky vyhľadávania - "Numerical methods in probability and statistics"
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Robust smoothing of gridded data in one and higher dimensions with missing values
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 01.04.2010Vydané v Computational statistics & data analysis (01.04.2010)“…A fully automated smoothing procedure for uniformly sampled datasets is described. The algorithm, based on a penalized least squares method, allows fast…”
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ANDERSON ACCELERATION FOR FIXED-POINT ITERATIONS
ISSN: 0036-1429, 1095-7170Vydavateľské údaje: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2011Vydané v SIAM journal on numerical analysis (01.01.2011)“…This paper concerns an acceleration method for fixed-point iterations that originated in work of D. G. Anderson [J. Assoc. Comput. Mach., 12 (1965), pp…”
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Estimating classification error rate: Repeated cross-validation, repeated hold-out and bootstrap
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 01.09.2009Vydané v Computational statistics & data analysis (01.09.2009)“…We consider the accuracy estimation of a classifier constructed on a given training sample. The naive resubstitution estimate is known to have a downward bias…”
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How Big is a Big Odds Ratio? Interpreting the Magnitudes of Odds Ratios in Epidemiological Studies
ISSN: 0361-0918, 1532-4141Vydavateľské údaje: Colchester Taylor & Francis Group 01.04.2010Vydané v Communications in statistics. Simulation and computation (01.04.2010)“…The odds ratio (OR) is probably the most widely used index of effect size in epidemiological studies. The difficulty of interpreting the OR has troubled many…”
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Practical variable selection for generalized additive models
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 01.07.2011Vydané v Computational statistics & data analysis (01.07.2011)“…The problem of variable selection within the class of generalized additive models, when there are many covariates to choose from but the number of predictors…”
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Using the Standardized Difference to Compare the Prevalence of a Binary Variable Between Two Groups in Observational Research
ISSN: 0361-0918, 1532-4141Vydavateľské údaje: Colchester Taylor & Francis Group 14.05.2009Vydané v Communications in statistics. Simulation and computation (14.05.2009)“…Researchers are increasingly using the standardized difference to compare the distribution of baseline covariates between treatment groups in observational…”
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Optimal combination forecasts for hierarchical time series
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 01.09.2011Vydané v Computational statistics & data analysis (01.09.2011)“…In many applications, there are multiple time series that are hierarchically organized and can be aggregated at several different levels in groups based on…”
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An adjusted boxplot for skewed distributions
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 15.08.2008Vydané v Computational statistics & data analysis (15.08.2008)“…The boxplot is a very popular graphical tool for visualizing the distribution of continuous unimodal data. It shows information about the location, spread,…”
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Empirical characterization of random forest variable importance measures
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 01.01.2008Vydané v Computational statistics & data analysis (01.01.2008)“…Microarray studies yield data sets consisting of a large number of candidate predictors (genes) on a small number of observations (samples). When interest lies…”
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Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients
ISSN: 0029-599X, 0945-3245Vydavateľské údaje: Berlin/Heidelberg Springer-Verlag 01.09.2011Vydané v Numerische Mathematik (01.09.2011)“…In Monte Carlo methods quadrupling the sample size halves the error. In simulations of stochastic partial differential equations (SPDEs), the total work is the…”
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Search via Quantum Walk
ISSN: 0097-5397, 1095-7111Vydavateľské údaje: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2011Vydané v SIAM journal on computing (01.01.2011)“…We propose a new method for designing quantum search algorithms for finding a "marked" element in the state space of a classical Markov chain. The algorithm is…”
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Statistical inverse problems: Discretization, model reduction and inverse crimes
ISSN: 0377-0427, 1879-1778Vydavateľské údaje: Amsterdam Elsevier B.V 15.01.2007Vydané v Journal of computational and applied mathematics (15.01.2007)“…The article discusses the discretization of linear inverse problems. When an inverse problem is formulated in terms of infinite-dimensional function spaces and…”
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Large panels with common factors and spatial correlation
ISSN: 0304-4076, 1872-6895Vydavateľské údaje: Amsterdam Elsevier B.V 01.04.2011Vydané v Journal of econometrics (01.04.2011)“…This paper considers methods for estimating the slope coefficients in large panel data models that are robust to the presence of various forms of error…”
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Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching
ISSN: 0022-247X, 1096-0813Vydavateľské údaje: Amsterdam Elsevier Inc 01.04.2011Vydané v Journal of mathematical analysis and applications (01.04.2011)“…In this paper, we prove that a stochastic logistic population under regime switching controlled by a Markov chain is either stochastically permanent or…”
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A Novel Hybrid Sequential Design Strategy for Global Surrogate Modeling of Computer Experiments
ISSN: 1064-8275, 1095-7197Vydavateľské údaje: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2011Vydané v SIAM journal on scientific computing (01.01.2011)“…Many complex real-world systems can be accurately modeled by simulations. However, high-fidelity simulations may take hours or even days to compute. Because…”
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An improved approximation to the precision of fixed effects from restricted maximum likelihood
ISSN: 0167-9473, 1872-7352Vydavateľské údaje: Amsterdam Elsevier B.V 01.05.2009Vydané v Computational statistics & data analysis (01.05.2009)“…An approximate small sample variance estimator for fixed effects from the multivariate normal linear model, together with appropriate inference tools based on…”
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Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity
ISSN: 0012-9682, 1468-0262Vydavateľské údaje: Oxford, UK Blackwell Publishing Ltd 01.11.2011Vydané v Econometrica (01.11.2011)“…We adapt the expectation-maximization algorithm to incorporate unobserved heterogeneity into conditional choice probability (CCP) estimators of dynamic…”
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Dynamic model of worms with vertical transmission in computer network
ISSN: 0096-3003, 1873-5649Vydavateľské údaje: Amsterdam Elsevier Inc 01.07.2011Vydané v Applied mathematics and computation (01.07.2011)“…An e-epidemic SEIRS model for the transmission of worms in computer network through vertical transmission is formulated. It has been observed that if the basic…”
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An Adaptive Time-Stepping Strategy for the Molecular Beam Epitaxy Models
ISSN: 1064-8275, 1095-7197Vydavateľské údaje: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2011Vydané v SIAM journal on scientific computing (01.01.2011)“…This paper is concerned with the numerical simulations for the dynamics of the molecular beam epitaxy (MBE) model. The numerical simulations of the MBE models…”
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Regularization and variable selection via the elastic net
ISSN: 1369-7412, 1467-9868Vydavateľské údaje: Oxford, UK Blackwell Publishing Ltd 01.04.2005Vydané v Journal of the Royal Statistical Society. Series B, Statistical methodology (01.04.2005)“…We propose the elastic net, a new regularization and variable selection method. Real world data and a simulation study show that the elastic net often…”
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