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» Bayesian Parameter Estimation: A Monte Carlo Approach
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WSC
2004
13 years 8 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
IPMI
2009
Springer
14 years 8 months ago
Estimating Uncertainty in Brain Region Delineations
This paper presents a method for estimating uncertainty in MRI-based brain region delineations provided by fully-automated segmentation methods. In large data sets, the uncertainty...
Karl R. Beutner, Gautam Prasad, Evan Fletcher, Cha...
BMCBI
2007
127views more  BMCBI 2007»
13 years 7 months ago
A Latent Variable Approach for Meta-Analysis of Gene Expression Data from Multiple Microarray Experiments
Background: With the explosion in data generated using microarray technology by different investigators working on similar experiments, it is of interest to combine results across...
Hyungwon Choi, Ronglai Shen, Arul M. Chinnaiyan, D...
IPMI
2003
Springer
14 years 18 days ago
Ideal-Observer Performance under Signal and Background Uncertainty
We use the performance of the Bayesian ideal observer as a figure of merit for hardware optimization because this observer makes optimal use of signal-detection information. Due t...
Subok Park, Matthew A. Kupinski, Eric Clarkson, Ha...
ICML
2010
IEEE
13 years 5 months ago
Temporal Difference Bayesian Model Averaging: A Bayesian Perspective on Adapting Lambda
Temporal difference (TD) algorithms are attractive for reinforcement learning due to their ease-of-implementation and use of "bootstrapped" return estimates to make effi...
Carlton Downey, Scott Sanner