260 search results - page 36 / 52 » Multivariate matrix-exponential distributions |
TSP
2008
13 years 7 months ago
2008
Abstract--This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modeling of observations and estimated signals. T...
SAC
2008
ACM
13 years 7 months ago
2008
ACM
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the p...
MA
2011
Springer
13 years 2 months ago
2011
Springer
This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...
WSC
2000
13 years 9 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
CSDA
2006
13 years 7 months ago
2006
An approach to simultaneous document classification and word clustering is developed using a two-way mixture model of Poisson distributions. Each document is represented by a vect...