Search Results - "Numerical methods in probability and statistics"

Some Methods of Propensity‐Score Matching had Superior Performance to Others: Results of an Empirical Investigation and Monte Carlo simulations by Austin, Peter C.

“…Propensity‐score matching is increasingly being used to reduce the impact of treatment‐selection bias when estimating causal treatment effects using…”
Get full text

On the Assessment of Monte Carlo Error in Simulation-Based Statistical Analyses by Koehler, Elizabeth, Brown, Elizabeth, Haneuse, Sebastien J.-P. A.

“… and hence are subject to uncertainty; when a simulation is run more than once, different results are obtained…”
Get full text

An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets by Drechsler, Jörg, Reiter, Jerome P.

“…When intense redaction is needed to protect the confidentiality of data subjects…”
Get full text

Bayesian inference for nonlinear multivariate diffusion models observed with error by Golightly, A., Wilkinson, D.J.

“…Diffusion processes governed by stochastic differential equations (SDEs) are a well-established tool for modelling continuous time data from a wide range of…”
Get full text

The operational matrices of Bernstein polynomials for solving the parabolic equation subject to specification of the mass by Yousefi, S.A., Behroozifar, M., Dehghan, Mehdi

“…Some physical problems in science and engineering are modelled by the parabolic partial differential equations with nonlocal boundary specifications. In this…”
Get full text

Small sample properties of forecasts from autoregressive models under structural breaks by Pesaran, M. Hashem, Timmermann, Allan

“…This paper develops a theoretical framework for the analysis of small-sample properties of forecasts from general autoregressive models under structural…”
Get full text

Projection of diffusions on submanifolds: Application to mean force computation by Ciccotti, Giovanni, Lelièvre, Tony, Vanden-Eijnden, Eric

“… (in some suitable sense) on a submanifold Σ of ℝn implicitly defined by N constraints q1(x) = ⃛ = qN(x) = 0 (N < n). This problem arises, for example, in systems subject to hard constraints or in the context of free energy calculations…”
Get full text

Adaptive EWMA procedures for monitoring processes subject to linear drifts by Su, Yan, Shu, Lianjie, Tsui, Kwok-Leung

“…The conventional Statistical Process Control (SPC) techniques have been focused mostly on the detection of step changes in process means. However, there are…”
Get full text

Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler–Maruyama method by MILOSEVIC, Marija

“…The subject of this paper is the development of discrete-time approximations for solutions of a class of highly nonlinear neutral stochastic differential equations with time-dependent delay…”
Get full text

Practical estimation of high dimensional stochastic differential mixed-effects models by Picchini, Umberto, Ditlevsen, Susanne

“… When it is of interest to model dynamics within a given population, i.e. to model simultaneously the performance of several experiments or subjects, mixed-effects modelling allows for the distinction of between and within experiment variability…”
Get full text

Computational methods for case-cohort studies by Langholz, Bryan, Jiao, Jenny

“… Computing the Cox model for case cohort designs. Lifetime Data Anal. 5, 99–112] but will be less subject to small sample bias…”
Get full text

An encompassing prior generalization of the Savage–Dickey density ratio by Wetzels, Ruud, Grasman, Raoul P.P.P., Wagenmakers, Eric-Jan

“…An encompassing prior (EP) approach to facilitate Bayesian model selection for nested models with inequality constraints has been previously proposed. In this…”
Get full text

How to compare small multivariate samples using nonparametric tests by Bathke, Arne C., Harrar, Solomon W., Madden, Laurence V.

“…In the life sciences and other research fields, experiments are often conducted to determine responses of subjects to various treatments…”
Get full text

Selection of Working Correlation Structure and Best Model in GEE Analyses of Longitudinal Data by Cui, James, Qian, Guoqi

“… A working correlation structure for the repeated measures of the outcome variable of a subject needs to be specified by this method…”
Get full text

Support vector machines with adaptive Lq penalty by YUFENG LIU, ZHANG, Hao Helen, PARK, Cheolwoo, AHN, Jeongyoun

Get full text

A BFGS trust-region method for nonlinear equations by Yuan, Gonglin, Wei, Zengxin, Lu, Xiwen

“…In this paper, a new trust-region subproblem combining with the BFGS update is proposed for solving nonlinear equations, where the trust region radius is…”
Get full text

ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors by Wang, Wan-Lun, Fan, Tsai-Hung

“… A score test statistic for testing the existence of autocorrelation among within-subject errors of each characteristic is derived…”
Get full text

A spline collocation approach for a generalized wave equation subject to non-local conservation condition by Khuri, S.A., Sayfy, A.

“…In the present paper, a collocation finite element approach based on cubic splines is presented for the numerical solution of a generalized wave equation subject to non-local conservation condition…”
Get full text

Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system by Wu, Fuke, Hu, Shigeng, Liu, Yue

“…In general, population systems are often subject to environmental noise. This paper considers the stochastic functional Kolmogorov-type system d x ( t ) = diag ( x 1 ( t ) , … , x n ( t ) ) [ f ( x t ) d t + g ( x t ) d w…”
Get full text

The logistic regression model with response variables subject to randomized response by van den Hout, Ardo, van der Heijden, Peter G.M., Gilchrist, Robert

“…The univariate and multivariate logistic regression model is discussed where response variables are subject to randomized response (RR…”
Get full text