搜索结果: 1-15 共查到“管理学 Expectation”相关记录15条 . 查询时间(0.078 秒)
Closed-form expansion, conditional expectation, and option valuation
asymptotic expansion diffusion option pricing conditional expectation iterated stochastic integral
2016/1/20
Enlightened by the theory of Watanabe [Watanabe S (1987) Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels. Ann. Probab. 15:1–39] for analyzing generalized rando...
Computing the Distribution Function of a Conditional Expectation via Monte Carlo: Discrete Conditioning Spaces
Probability algorithms distribution functions conditional expectation
2015/7/8
We examine different ways of numerically computing the distribution function of conditional expectations where the conditioning element takes values in a finite or countably infinite outcome space. Bo...
Factored expectation propagation for input-output FHMM models in systems biology
input output factored hidden Markov models approximate inference variational inference expectation propagation systems biology microarray data
2013/6/14
We consider the problem of joint modelling of metabolic signals and gene expression in systems biology applications. We propose an approach based on input-output factorial hidden Markov models and pro...
Computing the posterior expectation of phylogenetic trees
Bayesian statistics BHV tree space Frechet mean geometric median phylogenetic trees posterior expectation
2013/6/14
Inferring phylogenetic trees from multiple sequence alignments often relies upon Markov chain Monte Carlo (MCMC) methods to generate tree samples from a posterior distribution. To give a rigorous appr...
Expectation Propagation for Neural Networks with Sparsity-promoting Priors
expectation propagation neural network multilayer perceptron linear model sparse prior automatic relevance determination
2013/4/28
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation ...
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Gaussian process multiclass classification multinomial probit approximate inference expectation propagation
2012/9/19
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior...
Expectation Propagation in Gaussian Process Dynamical Systems
Expectation Propagation Gaussian Process Dynamical Systems
2012/9/19
Rich and complex time-series data, such as those generated from engineer-ing systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the p...
Fast Convergent Algorithms for Expectation Propagation Approximate Bayesian Inference
Machine Learning (stat.ML)
2010/12/17
We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is prov...
Missing Data：A Comparison of Neural Network and Expectation Maximisation Techniques
Missing Data Neural Network Expectation Maximisation Techniques
2010/4/28
Two techniques have emerged from the recent literature as candidate solutions to the problem
of missing data imputation, and these are the Expectation Maximisation (EM) Algorithm and the
auto-associ...
Mathematical expectation and martingales of random subsets of a metric space
Mathematical expectation martingales of random subsets a metric space
2009/9/23
Mathematical expectation and martingales of random subsets of a metric space。
Mathematical expectation and Strong Law of Large Numbers for random variables with values in a metric space of negative curvature
Mathematical expectation Strong Law of Large Numbers random variables
2009/9/23
Let f be a random variable with values in a metric
space (X, d). For some class of metric spaces we define in terms of the
metric d mathematical expectation of f as a closed bounded and
non-empty s...
Stochastic processes with linear conditional expectation and quadratic conditional variance
Stochastic processes linear conditional expectation quadratic conditional variance
2009/9/23
Linear conditional expectations and quadratic conditional
variances determine a class of stochastic processes with
independent increments. Characterizations of the Wiener, Poisson,
gamma, negative ...
ON THE APPROXIMATION OF A RANDOM VARIABLE BY A CONDITIONAL EXPECTATION OF ANOTHER RANDOM VARIABLE
Conditional expectation
2009/9/18
Let X and Y be R-valued random variables on a nonatomic
probability space (8, 5, P). We give conditions under which
Y can be approximated by a conditional expectation of X. In particular,
we prove ...
A rigorous lower confidence bound for the expectation of a positive random variable
rigorous lower confidence positive random variable
2009/9/16
Given an IID sample from a positive distribution, we provide a method for constructing rigorous finite sample lower confidence bounds for the expectation of the distribution. The method is based on co...
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
backward stochastic differential equations comparison theorem
2009/5/4
In [1], Z. Chen proved that, if for each terminal condition $xi$, the solution of the BSDE associated to the standard parameter $(xi, g_1)$ is equal at time $t=0$ to the solution of the BSDE associate...