We propose a simulation-based method for calculating maximum likelihood estimators in latent variable models. The proposed method integrates a recently developed sampling strategy...
A signal extraction problem in simulated games is studied. A modelling technique is proposed for deriving beliefs for players in simulated games. Since standard Bayesian games pro...
: In this paper, we consider the problem of frequency estimation of undamped superimposed exponential signals model. We propose two iterative techniques of frequency estimation usi...
Huber's M-estimation technique is applied to a block-angular regression problem, which may arise from some applications. A recursive, modified Newton approach to computing th...
Most dimension reduction techniques produce ordered coordinates so that only the first few coordinates need be considered in subsequent analyses. The choice of how many coordinate...