Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
Saddlepoint techniques have been used successfully in many applications, owing to the high accuracy with which they can approximate intractable densities and tail probabilities.
Davison, Anthony C. +2 more
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On the Approximation of Saddlepoint Expansions in Statistics
The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approximating probability distributions. Econometric and statistical applications of the technique to densities of statistics of interest are often hindered by ...
Lieberman, Offer
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Adaptive Radar Matched Filter Saddlepoint Approximation Study
, 2020 : Radar systems seek to detect targets in some search space (e.g. volume of airspace, or area on the ground surface) by actively illuminating the environment with radio waves.
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Saddlepoint approximation at the edges of a conditional sample space
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical sufficient statistic vectors in generalized linear models.
Kolassa, John E.
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Discontinuous instabilities in disordered solids. [PDF]
Proc Natl Acad Sci U S A, 2023 Xu D, Zhang S, Liu AJ, Nagel SR, Xu N.
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Reliability-Based Design Using Saddlepoint Approximation
, 2006 Reliability-based design optimization is much more computationally expensive than deterministic design optimization. To alleviate the computational demand, the First Order Reliability Method (FORM) is usually used in reliability-based design.
Du, Xiaoping
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Estimating linear mixed effect models with non-normal random effects through saddlepoint approximation and its application in retail pricing analytics. [PDF]
J Appl StatChen H, Han L, Lim A.
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Detection of the genetic association of circulating Helicobacter pylori antibodies with atrial fibrillation. [PDF]
Medicine (Baltimore)Wang X, Fang T, Shen W.
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Uncovering the mechanism for aggregation in repeat expanded RNA reveals a reentrant transition. [PDF]
Nat Commun, 2023 Kimchi O, King EM, Brenner MP.
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and Albert Guillen i Fabregas, “Saddlepoint approximation of randomcoding bounds,”
, 2011 -This paper considers random-coding bounds to the decoding error probability with maximum-metric mismatched decoders. Their error exponents are determined and the saddlepoint approximation to the corresponding probability is derived.
Fàbregas +2 more
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