Publication:4720653
From MaRDI portal
zbMath0613.65006MaRDI QIDQ4720653
Publication date: 1987
optimization; Statistical inference; importance sampling; Gaussian processes; Markov processes; conditioning; testing; point processes; batching; random fields; inference; Order statistics; Poisson processes; stochastic simulation; lifetimes; multivariate distributions; lattice structure; experimentation; time-series; experimental design; shuffling; congruential generators; Monte-Carlo integration; shift-register generators; initial transient; shift register generators; Output analysis; control and antithetic variates; Metropolis' method; Monte Carlo confidence intervals
65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
65C99: Probabilistic methods, stochastic differential equations
65Cxx: Probabilistic methods, stochastic differential equations
Related Items
Unnamed Item, A stochastic approach to assembly line balancing, Pseudorandom Vector Generation by the Multiple-Recursive Matrix Method, Shot noise Cox processes, On Monte Carlo estimation of relative power, Classical Model Selection via Simulated Annealing, A Theory of Statistical Models for Monte Carlo Integration, Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling, A Guide to Exact Simulation, Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns, On the asymptotically uniform distribution modulo 1 of extreme order statistics, Simulation of multivariate extreme values, Approximating nondominated sets in continuous multiobjective optimization problems, Stochastic optimization for allocation problems with shortfall risk constraints, Exact Bayesian Inference and Model Selection for Stochastic Models of Epidemics Among a Community of Households, Perfect simulation of Hawkes processes, Inference in Disease Transmission Experiments by Using Stochastic Epidemic Models, Methods of nonlinear random vibration analysis., Stochastic approximation algorithms: overview and recent trends., Gram-Charlier densities., A comparison of hybrid strategies for Gibbs sampling in mixed graphical models, A two-unit general parallel system with (\(n - 2\)) cold standbys -- analytic and simulation approach, The MCMC and SML estimation of a self-selection model with two outcomes, A sparse matrix approach to Bayesian computation in large linear models, Approximating the distribution function of risk, MCMC algorithms for constrained variance matrices, Uses and abuses of statistical simulation, Simulation methodology - an introduction for queueing theorists, Impulse response analysis in nonlinear multivariate models, A note on quantum mechanics, diffusional interference and informions, A stochastic probing algorithm for global optimization, Use of the Gibbs sampler in expert systems, Bayes regression with autoregressive errors. A Gibbs sampling approach, Bayesian analysis of \(Er/M/1\) and \(Er/M/c\) queues, Good random number generators are (not so) easy to find, Monte Carlo inference in econometric models with symmetric stable disturbances, Bayes inference in regression models with ARMA\((p,q)\) errors, A discriminant analysis algorithm for the inside/outside problem, The computer generation of multinomial random variates, Simulation-based Bayesian inferences for two-variance components linear models, A multidimensional item response model: Constrained latent class analysis using the Gibbs sampler and posterior predictive checks, Numerical aspects of a likelihood ratio test statistic for cointegrating rank, Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models, Honest exploration of intractable probability distributions via Markov chain Monte Carlo., Exact small-sample inference in stationary, fully regular, dynamic demand models, On the posterior distribution of the number of components in a finite mixture, Computational advances for and from Bayesian analysis, A simulation approach to the problem of computing Cox's statistic for testing nonnested models, Uniform random number generation, Noninverse correlation induction: Guidelines for algorithm development, Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods., Bayesian analysis of nested logit model by Markov chain Monte Carlo., Approximate Ewens formulae for symmetric overdominance selection, Stochastic simulation of a multistage model of carcinogenesis, Bayesian analysis of reduced rank regression, Asymptotic properties of particle filter-based maximum likelihood estimators for state space models, Stochastic ceteris paribus simulations, Control variates for quasi-Monte Carlo (with comments and rejoinder), Identification of active contrasts in unreplicated factorial experiments, A theoretical framework for simulated annealing, Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers, Random Walk on Fixed Spheres for Laplace and Lamé equations, On Simulating Wiener Integrals and Their Expectations, Bayes Analysis of a Three-Parameter Pareto Distribution via Sample Based Approaches, A characterization of the first hitting time of double integral processes to curved boundaries, Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model, Estimating probabilities from invariant permutation distributions, Unnamed Item
