When inflation causes no increase in claim amounts.
Brazauskas, Vytaras, Jones, Bruce L., Zitikis, Ričardas (2009)
Journal of Probability and Statistics
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Displaying similar documents to “Mixture of generalized gamma density-based score function for FastICA.”
When inflation causes no increase in claim amounts.
Two lognormal models for real data.
Vernic, Raluca, Teodorescu, Sandra, Pelican, Elena (2009)
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică
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Stochastic Inverse Problem with Noisy Simulator. Application to aeronautical model
Nabil Rachdi, Jean-Claude Fort, Thierry Klein (2012)
Annales de la faculté des sciences de Toulouse Mathématiques
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Inverse problem is a current practice in engineering where the goal is to identify parameters from observed data through numerical models. These numerical models, also called
A comparison of automatic histogram constructions
Laurie Davies, Ursula Gather, Dan Nordman, Henrike Weinert (2009)
ESAIM: Probability and Statistics
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Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the...
Coupling a stochastic approximation version of EM with an MCMC procedure
Estelle Kuhn, Marc Lavielle (2004)
ESAIM: Probability and Statistics
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The stochastic approximation version of EM (SAEM) proposed by Delyon et al. (1999) is a powerful alternative to EM when the E-step is intractable. Convergence of SAEM toward a maximum of the observed likelihood is established when the unobserved data are simulated at each iteration under the conditional distribution. We show that this very restrictive assumption can be weakened. Indeed, the results of Benveniste et al. for stochastic approximation with markovian perturbations are used...
Fast and accurate methods of independent component analysis: A survey
Petr Tichavský, Zbyněk Koldovský (2011)
Kybernetika
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This paper presents a survey of recent successful algorithms for blind separation of determined instantaneous linear mixtures of independent sources such as natural speech or biomedical signals. These algorithms rely either on non-Gaussianity, nonstationarity, spectral diversity, or on a combination of them. Performance of the algorithms will be demonstrated on separation of a linear instantaneous mixture of audio signals (music, speech) and on artifact removal in electroencephalogram...
Estimation of parameters in a network reliability model with spatial dependence
Ian Hepburn Dinwoodie (2005)
ESAIM: Probability and Statistics
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An iterative method based on a fixed-point property is proposed for finding maximum likelihood estimators for parameters in a model of network reliability with spatial dependence. The method is shown to converge at a geometric rate under natural conditions on data.