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CSDA
2002
77views more  CSDA 2002»
13 years 10 months ago
Numerically stable cointegration analysis
Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computa...
Jurgen A. Doornik, R. J. O'Brien
CSDA
2006
81views more  CSDA 2006»
13 years 10 months ago
Flexible temporal expression profile modelling using the Gaussian process
Time course gene expression experiments have proved valuable in a variety of biological studies [e.g., Chuang, Y., Chen, Y., Gadisetti, V., et al., 2002. Gene expression after tre...
Ming Yuan
CSDA
2004
191views more  CSDA 2004»
13 years 10 months ago
Computing the distribution of the product of two continuous random variables
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a compu...
Andrew G. Glen, Lawrence Leemis, John H. Drew
CSDA
2007
134views more  CSDA 2007»
13 years 10 months ago
Variational approximations in Bayesian model selection for finite mixture distributions
Variational methods for model comparison have become popular in the neural computing/machine learning literature. In this paper we explore their application to the Bayesian analys...
Clare A. McGrory, D. M. Titterington