Convergence of adaptive mixtures of importance sampling schemes
, 2007 In the design of efficient simulation algorithms, one is often beset with a poor choice of proposal distributions. Although the performance of a given simulation kernel can clarify a posteriori how adequate this kernel is for the problem at hand, a ...
Douc, R. +3 more
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Conformal Geometry of Sequential Test in Multidimensional Curved Exponential Family [PDF]
, 2014 This article presents a differential geometrical method for analyzing sequential test procedures. It is based on the primal result on the conformal geometry of statistical manifold developed in Kumon, Takemura and Takeuchi (2011).
Akimichi Takemura +4 more
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Analysis of error propagation in particle filters with approximation
, 2012 This paper examines the impact of approximation steps that become necessary when particle filters are implemented on resource-constrained platforms. We consider particle filters that perform intermittent approximation, either by subsampling the particles
Coates, Mark J., Oreshkin, Boris N.
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Strategies for prediction under imperfect monitoring
, 2008 We propose simple randomized strategies for sequential prediction under imperfect monitoring, that is, when the forecaster does not have access to the past outcomes but rather to a feedback signal. The proposed strategies are consistent in the sense that
Lugosi, Gabor +2 more
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Sequential models for time-evolving regression problems with an application to energy demand prediction [PDF]
, 2016 In recent years, there has been a dramatic increase in the use of data that are collected over time and hence models with a temporal component, leading to dynamic models, have received increasing attention.
Alfaer, N, Aykroyd, RG
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Robust approachability and regret minimization in games with partial monitoring [PDF]
, 2011 Approachability has become a standard tool in analyzing earning algorithms in the adversarial online learning setup. We develop a variant of approachability for games where there is ambiguity in the obtained reward that belongs to a set, rather than ...
Mannor, Shie +2 more
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Colony site selection in bank swallows [PDF]
, 1984 Bank Swallow colony site selection was studied on a 6,129 hectare area in the Qu'Appelle Valley near Fort Qu'Appelle, Saskatchewan. Comparison of 60 banks used by Bank Swallows with the 349 unused sites showed that taller, vertical, more recently ...
Hjertaas, Dale G.
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Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
, 2008 It has been widely realized that Monte Carlo methods (approximation via a sample ensemble) may fail in large scale systems. This work offers some theoretical insight into this phenomenon in the context of the particle filter.
Bengtsson, Thomas, Bickel, Peter, Li, Bo
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An algorithm to compute the power of Monte Carlo tests with guaranteed precision
, 2011 This article presents an algorithm that generates a conservative confidence interval of a specified length and coverage probability for the power of a Monte Carlo test (such as a bootstrap or permutation test).
Gandy, Axel, Rubin-Delanchy, Patrick
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Random effects compound Poisson model to represent data with extra zeros
, 2009 This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and predict species ...
Etienne, Marie-Pierre +3 more
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