Displaying similar documents to “Quantile of a Mixture with Application to Model Risk Assessment”

Application of the Rasch model in categorical pedigree analysis using MCEM: I binary data

G. Qian, R. M. Huggins, D. Z. Loesch (2004)

Discussiones Mathematicae Probability and Statistics

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An extension of the Rasch model with correlated latent variables is proposed to model correlated binary data within families. The latent variables have the classical correlation structure of Fisher (1918) and the model parameters thus have genetic interpretations. The proposed model is fitted to data using a hybrid of the Metropolis-Hastings algorithm and the MCEM modification of the EM-algorithm and is illustrated using genotype-phenotype data on a psychological subtest in families...

Maxwell-Kelvin model for highloft materials

Přívratská, Jana, Jirsák, Oldřich, Bharanitharan, R.

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Compression behaviour and elastic recovery of highloft materials are described by the Maxwell-Kelvin rheological model. We present an algorithm how to determine input parameters for this rheological model using experimental data.

Generalized CreditRisk+ model and applications

Jakub Szotek (2015)

Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica

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In the paper we give a mathematical overview of the CreditRisk+ model as a tool used for calculating credit risk in a portfolio of debts and suggest some other applications of the same method of analysis.

A multi-subpopulation bat optimization algorithm for economic dispatch problem with non-essential demand response

Yanjun Shen, Bo Yang, Xiongfeng Huang, Yujiao Zhang, Chao Tan (2019)

Kybernetika

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In this paper, we propose a new economic dispatch model with random wind power, demand response and carbon tax. The specific feature of the demand response model is that the consumer's electricity demand is divided into two parts: necessary part and non-essential part. The part of the consumer's participation in the demand response is the non-essential part of the electricity consumption. The optimal dispatch objective is to obtain the minimum total cost (fuel cost, random wind power...

Em Algorithm for MLE of a Probit Model for Multiple Ordinal Outcomes

Grigorova, Denitsa, Encheva, Elitsa, Gueorguieva, Ralitza (2013)

Serdica Journal of Computing

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The correlated probit model is frequently used for multiple ordered data since it allows to incorporate seamlessly different correlation structures. The estimation of the probit model parameters based on direct maximization of the limited information maximum likelihood is a numerically intensive procedure. We propose an extension of the EM algorithm for obtaining maximum likelihood estimates for a correlated probit model for multiple ordinal outcomes. The algorithm is implemented in...

PAC Learning under Helpful Distributions

François Denis, Rémi Gilleron (2010)

RAIRO - Theoretical Informatics and Applications

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A PAC teaching model -under helpful distributions -is proposed which introduces the classical ideas of teaching models within the PAC setting: a polynomial-sized teaching set is associated with each target concept; the criterion of success is PAC identification; an additional parameter, namely the inverse of the minimum probability assigned to any example in the teaching set, is associated with each distribution; the learning algorithm running time takes this new parameter into...