41 search results - page 2 / 9 » Model and distribution uncertainty in multivariate GARCH est... |
DATE
2010
IEEE
14 years 1 months ago
2010
IEEE
—We present a new technique for statistical static timing analysis (SSTA) based on Markov chain Monte Carlo (MCMC), that allows fast and accurate estimation of the right-hand tai...
ECCV
2002
Springer
14 years 10 months ago
2002
Springer
We propose Markov chain Monte Carlo sampling methods to address uncertainty estimation in disparity computation. We consider this problem at a postprocessing stage, i.e. once the d...
AUTOMATICA
2010
13 years 8 months ago
2010
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...
SAC
2008
ACM
13 years 8 months ago
2008
ACM
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
IVC
2008
13 years 8 months ago
2008
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...