Showing 101 - 120 of 583

101

QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS: Quick simulation methods for estimating the unreliability of regenerative models of large, highly reliable systems
Perwez Shahabuddin ; Marvin K. Nakayama
Probability in the Engineering and Informational Sciences. 18:339-368

estimation Markov processes: estima... hidden Markov models importance sampling tech... Computational problems i... Markovian model
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102

Finding equilibrium probabilities of QBD processes by spectral methods when eigenvalues vanish
Winfried K. Grassmann
Linear Algebra and its Applications. 386:207-223

0211 other engineering a... 02 engineering and techn... 01 natural sciences Queueing theory (aspects... Complexity and performan... spectral methods
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103

The first Laurent series coefficients for singularly perturbed stochastic matrices
Konstantin Avrachenkov ; Moshe Haviv
Linear Algebra and its Applications. 386:243-259

Numerical Analysis Algebra and Number Theor... Markov chains mean first passage times deviation matrix time scales
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104

Algorithms for an irreducible and lumpable strong stochastic bound
Fourneau, Jean-Michel ; Quessette, Franck ; Le Coz, Mathieu ; et al.
Linear Algebra and its Applications. 386:167-185

Stochastic monotonicity Numerical Analysis Algebra and Number Theor... Markov chains stochastic bounds 0211 other engineering a...
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105

Non-skip-free M/G/1-type Markov chains and Laurent matrix power series
BINI, DARIO ANDREA ; MEINI, BEATRICE
Linear Algebra and its Applications. 386:187-206

Numerical Analysis Algebra and Number Theor... Wiener–Hopf factorizatio... Laurent matrix power ser... algorithms fast Fourier transform
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106

Rate-tilting for fast simulation of level/phase processes
Jingxiang Luo ; Winfried K. Grassmann
Linear Algebra and its Applications. 386:261-284

generalized eigenvalue p... Numerical Analysis Algebra and Number Theor... Rare events 0211 other engineering a... 02 engineering and techn...
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107

Bayesian selection of threshold autoregressive models
Edward P. Campbell
Journal of Time Series Analysis. 25:467-482

Time series, auto-correl... SETAR model Bayesian inference Numerical analysis or me... reversible jump MCMC order selection
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108

Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*: Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques
Frühwirth-Schnatter, Sylvia
The Econometrics Journal. 7:143-167

Bayesian model choice bridge sampling techniqu... Markov processes: estima... hidden Markov models Numerical analysis or me... mixture models
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109

A simulation based approach to the parameter estimation for the three-parameter gamma distribution: A simulation based approach to the parameter estimation for the three-parameter gamma distribution.
Ken W. Kwk Li ; Bosco Wing Tong Yu ; Wan-Kai Pang ; et al.
European Journal of Operational Research. 155:675-682

Gamma distribution Markov chain Monte Carlo Bayesian inference Adaptive rejection sampl... Point estimation Computational problems i...
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110

Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes: Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes
Roberts, Gareth O. ; Papaspiliopoulos, Omiros ; Dellaportas, Petros
Journal of the Royal Statistical Society Series B: Statistical Methodology. 66:369-393

Applications of statisti... marked point processes Inference from stochasti... Lévy processes 4. Education Bayesian inference
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111

On the Use of Local Optimizations within Metropolis–Hastings Updates: On the use of local optimizations within Metropolis-Hastings updates
Jo Eidsvik ; Håkon Tjelmeland
Journal of the Royal Statistical Society Series B: Statistical Methodology. 66:411-427

0502 economics and busin... 05 social sciences Computational problems i... Numerical analysis or me... Monte Carlo methods Statistical distribution...
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112

Statistical inference and model selection for the 1861 Hagelloch measles epidemic
Neal, Peter J. ; Roberts, Gareth O.
Biostatistics. 5:249-261

Male Adolescent Stochastic epidemics Models, Biological 01 natural sciences Applications of statisti...
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113

A probabilistic algorithm for finding the rate matrix of a block-GI/M/1 Markov chain: A probabilistic algorithm for finding the rate matrix of a block-\(GI/M/1\) Markov chain
Hunt, E.
The ANZIAM Journal. 45:457-475

numerical examples probabilistic algorithm block-GI/M/1 Markov chai... GI/M/1 queueing model Computational methods in... rate matrix
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114

Computational issues for perfect simulation in spatial point patterns: Computational issues for perfect simulation in spatial point patterns.
Jordi Artés ; Jorge Mateu ; José A. López
Communications in Nonlinear Science and Numerical Simulation. 9:229-240

Inference from spatial p... Spatial statistics Computational problems i... Numerical analysis or me... Monte Carlo methods Area-interaction process...
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115

A Generalized Markov Sampler: A generalized Markov sampler
Keith, Jonathan M. ; Kroese, Dirk P. ; Bryant, Darryn ; et al.
Methodology And Computing In Applied Probability. 6:29-53

0301 basic medicine model determination Statistics & Probability multiple change-point an... Multiple Change-point An... Sequences
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116

Constraint Reasoning with Differential Equations: Constraint reasoning with differential equations
Pedro Barahona ; Jorge Cruz
Applied Numerical Analysis & Computational Mathematics. 1:140-154

epidemiological study Epidemiology 0211 other engineering a... 02 engineering and techn... Nonlinear ordinary diffe... Numerical methods for in...
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117

An algorithm of MCMC method for solving F(X)=0: An algorithm of MCMC method for solving \(f(x)=0\)
Zheng Zukang
Applied Mathematics-A Journal of Chinese Universities. 19:90-100

Markov chain Monte Carlo... stochastic methods 0202 electrical engineer... numerical equation solut... Numerical computation of... Numerical analysis or me...
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118

Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids
Fehrenbach, Johannes ; Rüschendorf, Ludger
Statistics & Decisions. 22:109-130

Eulerian and Hamiltonian... Computational methods in... Eulerian orientations Numerical analysis or me... Monte Carlo methods polynomial algorithm
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119

A Bayesian prediction using the skew Gaussian distribution: A Bayesian prediction using the skew Gaussian distribution.
Hyoung-Moon Kim ; Bani K. Mallick
Journal of Statistical Planning and Inference. 120:85-101

Inference from spatial p... Bayesian inference 05 social sciences Random fields image analysis Cross-validation
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120

Computing the Decay of a Simple Reversible Sub-Markov Semigroup: Computing the decay of a simple reversible sub-Markov semigroup
Davies, E B
LMS Journal of Computation and Mathematics. 7:1-20

Abstract parabolic equat... non-self-adjoint evoluti... One-parameter semigroups... 4. Education pseudospectral method eigenvalues
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