Results 21 to 30 of about 613,587 (145)

On the approximate maximum likelihood estimation for diffusion processes [PDF]

, 2011
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A\"{\i}t-Sahalia [J.
Chang, Jinyuan, Chen, Song Xi
core   +3 more sources

Theoretical Analysis of Electroconvection in the Electrodialysis Desalination Channel under the Action of Direct Current

Membranes, 2022
The development of electroconvection in electromembrane systems is a factor that increases the efficiency of the electrolyte solution desalination process.
Aminat Uzdenova, Anna Kovalenko, Makhamet Urtenov   +2 more
doaj   +1 more source

Transitional Strength under Plasma: Precise Estimations of Astrophysically Relevant Electromagnetic Transitions of Ar⁷⁺, Kr⁷⁺, Xe⁷⁺, and Rn⁷⁺ under Plasma Atmosphere

Atoms, 2023
The growing interest in atomic structures of moderately stripped alkali-like ions in the diagnostic study and modeling of astrophysical and laboratory plasma makes an accurate many-body study of atomic properties inevitable. This work presents transition
Swapan Biswas, Anal Bhowmik, Arghya Das, Radha Raman Pal, Sonjoy Majumder   +4 more
doaj   +1 more source

Bayesian methods for function estimation [PDF]

, 2005
Key words and phrases. Consistency, convergence rate, Dirichlet process, density estimation, Markov chain Monte-Carlo, posterior distribution, regression function, spectral density, transition density.
Albert, Amewou-Atisso, Ansley, Antoniak, Barron, Barron, Barry, Basu, Belitser, Berger, Berk, Birgé, Blackwell, Blackwell, Blackwell, Blum, Brunner, Brunner, Brunner, Carter, Choudhuri, Choudhuri, Cifarelli, Cox, Dalal, Denison, Diaconis, Diaconis, DiMatteo, Doksum, Doss, Doss, Doss, Dykstra, Escobar, Escobar, Escobar, Ferguson, Ferguson, Ferguson, Freedman, Freedman, Freedman, Fristedt, Fristedt, Gangopadhyay, Gasparini, Gelfand, Ghosal, Ghosal, Ghosal, Ghosal, Ghosal, Ghosal, Ghosal, Ghosal, Ghosal, Ghosal, Ghosh, Ghosh, Ghosh, Green, Grenander, Hanson, Hjort, Hjort, Holmes, Huang, Ibragimov, Iswaran, Kim, Kim, Kim, Kottas, Kraft, Lavine, Lavine, Le Cam, Le Cam, Lenk, Lenk, Leonard, Liseo, Lo, Lo, Lo, Lo, MacEachern, Mallick, Mauldin, Muliere, Newton, Nieto-Barajas, Petrone, Petrone, Petrone, Petrone, Regazzini, Rubin, Schwartz, Sethuraman, Sethuraman, Shen, Shen, Shively, Smith, Smith, Susarla, Susarla, van der Vaart, van der Vaart, Wahba, Walker, Walker, Walker, Walker, Wasserman, Whittle, Whittle, Wood, Wood, Wood, Yau, Zhao   +123 more
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A γ-power stochastic Lundqvist-Korf diffusion process: Computational aspects and simulation

Moroccan Journal of Pure and Applied Analysis, 2022
In this paper, we introduce a new family of stochastic Lundqvist-Korf diffusion process, defined from a g-power of the Lundqvist-Korf diffusion process. First, we determine the probabilistic characteristics of the process, such as its analytic expression,
Abdenbi El Azri, Ahmed Nafidi
doaj   +1 more source

Unscented Auxiliary Particle Filter Implementation of the Cardinalized Probability Hypothesis Density Filters [PDF]

AUT Journal of Electrical Engineering, 2017
The probability hypothesis density (PHD) filter suffers from lack of precise estimation of the expected number of targets. The Cardinalized PHD (CPHD) recursion, as a generalization of the PHD recursion, remedies this flaw and simultaneously propagates ...
M. R. Danaee, F. Behnia
doaj   +1 more source

Fitting Effective Diffusion Models to Data Associated with a "Glassy Potential": Estimation, Classical Inference Procedures and Some Heuristics

, 2005
A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation, goodness-of-fit tests,
Cam L. Le, Christopher P. Calderon, Pedersen A.R.   +2 more
core   +2 more sources

Stepwise fuzzy correction of the algorithm filters of random signals

Системный анализ и прикладная информатика, 2019
The task of estimating the information contained in random signals from various sources – meters. It is assumed that the gauges are discrete and are described, like the original process assessed, by a discrete mathematical model in the form of difference
A. A. Lobaty, A. S. Radkevich
doaj   +1 more source

Bridge Simulation and Metric Estimation on Landmark Manifolds

, 2017
We present an inference algorithm and connected Monte Carlo based estimation procedures for metric estimation from landmark configurations distributed according to the transition distribution of a Riemannian Brownian motion arising from the Large ...
Arnaudon, Alexis, Joshi, Sarang, Kuhnel, Line, Sommer, Stefan   +3 more
core   +1 more source

The PSK Channel Capacity Estimation under Dynamic Plasma Sheath Channel

International Journal of Antennas and Propagation, 2020
During the reentry process, the plasma sheath covering the surface of the hypersonic aircraft will cause the amplitude attenuation and phase jitter of the communication electromagnetic waves.
Min Yang, Haojie Zhang, Xiaoping Li, Qianqian Sun, Jiancheng Tang   +4 more
doaj   +1 more source