Wand, M; Ormerod, JT; Padoan, SA; Fruhwirth, R(International Society for Bayesian Analysis, 2011-01)
We develop strategies for mean eld variational Bayes approximate inference for Bayesian hierarchical models containing elaborate distributions. We loosely dene elaborate distributions to be those having more complicated ...
A novel optimization technique known as the microparticle swarm optimizer (muPSO) is proposed for high-dimensional microwave image reconstruction. With the proposed muPSO, good optimization performance can be obtained ...
Sim K; Li Jinyan; Gopalkrishnan V; Liu Gm(John Wiley and Sons Inc, 2009)
Several real-world applications require mining of bicliques, as they represent correlated pairs of data clusters. However, the mining quality is adversely affected by missing and noisy data. Moreover, some applications ...
The curse of dimensionality hinders the effectiveness of density estimation in high dimensional spaces. Many techniques have been proposed in the past to discover embedded, locally linear manifolds of lower dimensionality, ...
When multiple followers are involved in a bilevel decision problem, the leader's decision will be affected, not only by the reactions of these followers, but also by the relationships among these followers. One of the ...
In this paper we describe a Monte Carlo simulation of imperfections in photonic crystals, a new class of materials with optical properties that offer promise in a range of potential applications in the areas of information ...
The Fibonacci identity belongs to a family of identities where each identity contains only one product on the right side. In this paper we give this family together with two other such families. We also state two conjectures ...
Despite the pervasiveness of the efficient markets paradigm in the academic finance literature, the use of various moving average (MA) trading rules remains popular with financial market practitioners. This paper proposes ...
This paper examines two distinct ways in which hard and soft operational research (OR) methodologies can be combined, in series and in parallel. Multimethodology in series is acknowledged as the simpler and more common ...
Many organizational decision problems can be formulated by multi-objective linear programming (MOLP) models. Referring to the imprecision inherent in human judgments, uncertainty may be incorporated in the parameters of ...
We find a solution of the optimal stopping problem for the case when a reward function is an integer function of a random walk on an infinite time interval. It is shown that an optimal stopping time is a first crossing ...
We present identities that we feel can be regarded as higher order analogues of the well-known identity F; + F;+l = Hn+l. We give three theorems corresponding to the powers 4, 6, and 8. We also state two conjectures that ...
Wong, D; So, MK(Institute of Statistical Science, Academia Sinica & International Chinese Statistical Association, 2003-01)
In this article, the exact conditional second and fourth moments of returns and their temporal aggregates are derived under GARCH models. Three multiple period Value at Risk estimation methods are proposed. Two methods are ...
Sufficient conditions for the exponential boundedness of first passage times of autoregressive (AR(1)) sequences are derived in this paper. An identity involving the mean of the first passage time is obtained. Further, ...