354 search results - page 34 / 71 » Estimating random variables from random sparse observations |
ICIP
2001
IEEE
14 years 10 months ago
2001
IEEE
The HMM (Hidden Markov Model) is a probabilistic model of the joint probability of a collection of random variables with both observations and states. The GMM (Gaussian Mixture Mo...
STOC
1997
ACM
14 years 27 days ago
1997
ACM
The Swendsen-Wang process provides one possible dynamics for the Qstate Potts model in statistical physics. Computer simulations of this process are widely used to estimate the ex...
DCG
2006
13 years 8 months ago
2006
Let A be a d by n matrix, d < n. Let C be the regular cross polytope (octahedron) in Rn . It has recently been shown that properties of the centrosymmetric polytope P = AC are ...
JSC
2006
13 years 8 months ago
2006
We provide a polyhedral description of the conditions for the existence of the maximum likelihood estimate (MLE) for a hierarchical log-linear model. The MLE exists if and only if...
WSC
2004
13 years 10 months ago
2004
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...