منابع مشابه
Multi-dimensional Point Process Models in R
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مدلهای گارچ در فضاهای هیلبرت پایان نامه حاضر شامل دو بخش می باشد. در قسمت اول مدلهای اتورگرسیو تعمیم یافته مشروط به ناهمگنی واریانس در فضاهای هیلبرت را معرفی، مفاهیم ریاضی مورد نیاز در تحلیل این مدلها در دامنه زمان را مطرح کرده و آنها را مورد بررسی قرار می دهیم. بر اساس پیشرفتهایی که اخیرا در زمینه تئوری داده های تابعی و آماره های عملگری ایجاد شده است، فرآیندهایی که دارای مقادیر در فضاهای ...
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For a sample of two genes from a population divided into an arbitrary number of allele classes, a general mathematical framework is developed to address the expectation and variance of the time of the most recent common ancestor. Depending on the meaning of allele classes and the manner in which genes can change among them, this framework can be applied to a diversity of population genetic mode...
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•Combine Bayesian change point detection with Gaussian Processes to define a nonstationary time series model. •Central aim is to react to underlying regime changes in an online manner. •Able to integrate out all latent variables and optimize hyperparameters sequentially. •Explore three alternative ways of augmenting GP models to handle nonstationarity (GPTS, ARGPCP and NSGP – see below). •A Bay...
متن کاملDeterminantal point process models on the sphere
We consider determinantal point processes on the d-dimensional unit sphere Sd. These are finite point processes exhibiting repulsiveness and with moment properties determined by a certain determinant whose entries are specified by a so-called kernel which we assume is a complex covariance function defined on Sd× Sd. We review the appealing properties of such processes, including their specific ...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2003
ISSN: 1548-7660
DOI: 10.18637/jss.v008.i16