continuous-time statistical models
A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan
... In this section, we describe empirical results of the HANK models for US and Japan. As the setting coefficients of SMC procedure, we choose 20 stages and 4,800 particles. From the particles in the last stage, ...
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
... of continuous time systems has been ongoing in the econometric and statistical literatures for more than three ...these models in practical applications of importance in the …nancial ...the ...
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Precision of continuous GPS velocities from statistical analysis of synthetic time series
... Finally, it is significant that no tree node exists that dis- tinguishes very long series. In other words, the effect of the series duration is limited to ca. 4.5 and 8.0 yr. This is con- sistent with the observation ...
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Continuous-Time and Distributionally Robust Mean-Variance Models
... chosen statistical distance. Popular choices for the statistical distance include the φ-divergence (Bayraksan and Love (2015), Wang et ...to models that differ from the Markowitz ...
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Continuous-time Continuous Stochastic Process Models of Pine Stumpage Prices and Plantation Returns in the Southeast US
... low statistical power and require very long data sets, so the results from these tests must be considered carefully in empirical work (Dixit and Pindyck ...
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Large, Pruned or Continuous Space Language Models on a GPU for Statistical Machine Translation
... Although we use a language model to evaluate the probability of the produced sequence of words, w and f respectively, we argue that the task of the lan- guage model is not exactly the same for both ap- plications. In ...
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Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference
... by continuous and/or jump components is an ongoing topic in the current ...SV models rest on the assumption of a continuous price process and thus are not able to accommodate jumps in ...
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Missclassification of HIV Disease Stages with Continuous Time Hidden Markov Models
... Observed states are considered to be the out put of the underling disease stages and generated by some arbitrary distribution. The model parameters of the prior model is initial state distribution, the transition rate ...
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A renewal cluster model for the inter arrival times of rainfall events
... stochastic models that are fitted to discrete-time data; models which are usually unsuitable for modelling the continuous-time ...of continuous-time data, which also ...
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Converting Continuous Space Language Models into N Gram Language Models for Statistical Machine Translation
... language models, or continuous-space language models (CSLMs), have been shown to improve the performance of statistical machine translation (SMT) when they are used for reranking n-best ...
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A large vocabulary continuous speech recognition system for Persian language
... acoustic models that are represented by continuous density hidden Markov ...These models are mixtures of Gaussian distribution in cepstral ...of time alignment by dynamic programming (Viterbi ...
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Continuous Space Language Models for Statistical Machine Translation
... An interesting experiment was reported at the NIST 2005 MT evaluation workshop (Och, 2005): starting with a 5-gram LM trained on 75 million words of Broadcast News data, a gain of about 0.5 point BLEU was observed each ...
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A Linear Observed Time Statistical Parser Based on Maximum Entropy Models
... The maximum entropy parser presented here achieves a parsing accuracy which exceeds the best previously published results, and parses a test sen- tence in linear observed time, with resp[r] ...
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University of Guelph College of Social and Applied Human Sciences Department of Sociology and Anthropology SOC 6660: Advanced Regression Methods
... For those considering graduate school, the statistical methods overviewed in this class can later be used for a master’s thesis, or doctoral dissertation. Thus, this class will be of particular interest to ...
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Continuous time, continuous decision space prisoner’s dilemma: A bridge between game theory and economic GCD models
... the time derivative of the decisions of the players is not restricted to the special values we have chosen for S P R T , , , ...find continuous utility functions U A and U B which coincide with the utility ...
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Prediction of storm transfers and annual loads with data based mechanistic models using high frequency data
... the time series from the bank-side analyser with the laboratory spot samples taken for ground-truthing (Lloyd et ...The time series of discharge and TP concentration, with their uncertainty distributions, ...
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Score-matching estimators for continuous-time point-process regression models
... on continuous-time data, with computa- tional demands that grow with the number of events rather than with total observation ...regression models can be obtained in closed form, rather than by ...
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The Dynamic Behavior of a Discrete Vertical and Horizontal Transmitted Disease Model under Constant Vaccination
... The SIR infections disease model is an important model and has been studied by many authors [1]-[8]. The basic and important research subjects for these systems are local and global stability of the disease-free ...
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Anomaly Detection in Dynamic Networks
... to continuous time changepoint detection is the SMC algorithm described in Section ...in continuous time models it could also be used for discrete time models where the ...
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Characterizing Spatiotemporal Trends in Amphibian Abundance Using Latent Variable Models.
... occupancy models share structural similarities with those of MacKenzie et ...occurrence models with imperfect detection belong to a class of models termed hidden Markov models ...these ...
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