Results 31 to 40 of about 5,967,034 (302)
The parameter’s MCMC estimation of HMMs with transition density function [PDF]
Proceedings of the 2nd International Conference on Computer Science and Electronics Engineering (ICCSEE 2013), 2013 The parameter estimation of HMM is critical to all its applications. The classic B-W algorithm is not flexible with the initial parameters and is easy to fall into the local optimal solution. Bayes estimation of it makes posterior risk minimization, and make full use of the experience, history information and other information other than samples, is ...
Chuizhen Zeng +4 more
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Transition density estimates for stable processes on symmetric spaces [PDF]
Pacific Journal of Mathematics, 2004 The authors obtain exact upper and lower estimates for transition densities of \(\alpha\)-stable processes on Riemannian symmetric spaces of noncompact type. These processes are defined by a subordination procedure [\textit{R. K. Getoor}, Pac. J. Math. 11, 1287--1308 (1961; Zbl 0124.34502)], and their scaling properties were not known.
Graczyk, Piotr, Stós, Andrzej
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Estimates of transition densities and their derivatives for jump Lévy processes
Journal of Mathematical Analysis and Applications, 2015 We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of densities.
Kaleta, Kamil, Sztonyk, Paweł
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Upper estimates of transition densities for stable-dominated semigroups [PDF]
Journal of Evolution Equations, 2013 arXiv admin note: text overlap with arXiv:0903 ...
Kaleta, Kamil, Sztonyk, Paweł
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Membranes, 2022 The development of electroconvection in electromembrane systems is a factor that increases the efficiency of the electrolyte solution desalination process.
Aminat Uzdenova +2 more
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Transition density estimation for stochastic differential equations via forward-reverse representations [PDF]
, 2004 The general reverse diffusion equations are derived and applied to the problem of transition density estimation of diffusion processes between two fixed states.
John G.M. Schoenmakers +8 more
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Adaptive estimation of the transition density of a Markov chain [PDF]
Annales de l'Institut Henri Poincare (B) Probability and Statistics, 2007 In this paper a new estimator for the transition density $π$ of an homogeneous Markov chain is considered. We introduce an original contrast derived from regression framework and we use a model selection method to estimate $π$ under mild conditions. The resulting estimate is adaptive with an optimal rate of convergence over a large range of anisotropic
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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 +4 more
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Approximate inference of the bandwidth in multivariate kernel density estimation [PDF]
, 2011 Kernel density estimation is a popular and widely used non-parametric method for data-driven density estimation. Its appeal lies in its simplicity and ease of implementation, as well as its strong asymptotic results regarding its convergence to the true ...
Sanguinetti, G. +3 more
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Transition density estimates for jump Lévy processes
Stochastic Processes and their Applications, 2011 Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Lévy measure and the Lévy--Khinchin exponent.
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