Results 81 to 90 of about 13,145 (245)
MODEL OF THE QUALITY MANAGEMENT SYSTEM OF A MACHINE TOOL COMPANY
Вісник Національного технічного університету «ХПÌ». Серія: Стратегічне управління, управління портфелями, програмами та проектами, 2016 Development of models and methods such that would improve the competitive position of enterprises by improving management processes is an important task of project management.
Катерина Вікторівна КОЛЕСНІКОВА +3 more
doaj +1 more source
An ergodicity result for adaptive Langevin algorithms [PDF]
, 2009 We consider a class of adaptive MCMC algorithms using a Langevin-type proposal density. We prove that these are algorithms are ergodic when the target density has exponential tail behaviour.
Marshall, Tristan, Roberts, Gareth O.
core
On L1-weak ergodicity of markov processes [PDF]
, 2013 In the present paper we investigate the L1-weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the L1-weak ergodicity is weaker than well-known weak ergodicity.
Mukhamedov, Farrukh
core +1 more source
On Integral Priors for Multiple Comparison in Bayesian Model Selection
International Statistical Review, EarlyView.Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source
A note on the geometric ergodicity of a nonlinear AR–ARCH model [PDF]
This note studies the geometric ergodicity of nonlinear autoregressive models with conditionally heteroskedastic errors. A nonlinear autoregression of order p (AR(p)) with the conditional variance specified as the conventional linear autoregressive ...
Mika Meitz, Pentti Saikkonen
core
Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method
International Statistical Review, EarlyView.Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang +2 more
wiley +1 more source
Ergodicity, lack thereof, and the performance of reservoir computing with memristive networks
Nano ExpressNetworks composed of nanoscale memristive components, such as nanowire and nanoparticle networks, have recently received considerable attention because of their potential use as neuromorphic devices.
Valentina Baccetti +3 more
doaj +1 more source
2011 49th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2011 35 pages, 2 ...
John C. Duchi +3 more
openaire +3 more sources
Twin Defaults and Bank Capital Requirements
The Journal of Finance, EarlyView.ABSTRACT We examine optimal capital requirements in a quantitative general equilibrium model with banks exposed to nondiversifiable borrower default risk. Contrary to standard models of bank default risk, our framework captures the limited upside, but significant downside risk of loan portfolio returns.
CATERINA MENDICINO +4 more
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source