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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.

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...

Automatic detection of urban traffic incidents and supporting decision model for police dispatching based on travel time

Guangyu Zhu, Jingxuan Zhang, Haotian Lin, Peng Zhang (2016)

Kybernetika

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It is very important to get the complete and timely information of urban road traffic incidents and then to make a reasonable strategy for police dispatching. By improving the efficiency of sending police, the loss of traffic incidents and the pressure of traffic police will be reduced greatly. An assistant decision model of police dispatching based on the information of automatic traffic incident detection is proposed in this paper. Firstly, an automatic traffic incident detection algorithm...

Arbitrage and pricing in a general model with flows

Jan Palczewski (2003)

Applicationes Mathematicae

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We study a fundamental issue in the theory of modeling of financial markets. We consider a model where any investment opportunity is described by its cash flows. We allow for a finite number of transactions in a finite time horizon. Each transaction is held at a random moment. This places our model closer to the real world situation than discrete-time or continuous-time models. Moreover, our model creates a general framework to consider markets with different types of imperfection: proportional...