Specifications of data computations may not necessarily describe the ranges of the intermediate results that can be generated. However, such information is critical to determine t...
Abstract. For many statistical pattern recognition methods, distributions of sample vectors are assumed to be normal, and the quadratic discriminant function derived from the proba...
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Efficiency is a big concern when using simulation to estimate rare-event probabilities, since a huge number of simulation replications may be needed in order to obtain a reasonabl...
Efficient probability density function estimation is of primary interest in statistics. A popular approach for achieving this is the use of finite Gaussian mixture models. Based on...