Xi'an's Og

Interesting entries I wish I had more time to peruse!

• Dirichlet mean identities and laws of a class of subordinators. (arXiv:1010.1639v1 [math.ST])
• Algorithmic and Statistical Perspectives on Large-Scale Data Analysis. (arXiv:1010.1609v1 [cs.DS])
• Sequential Monte Carlo pricing of American-style options under stochastic volatility models. (arXiv:1010.1372v1 [stat.AP])
• Causal graphical models in systems genetics: A unified framework for joint inference of causal network and genetic architecture for correlated phenotypes. (arXiv:1010.1402v1 [stat.AP])
• A multivariate adaptive stochastic search method for dimensionality reduction in classification. (arXiv:1010.1406v1 [stat.AP])
• Hidden Markov models for alcoholism treatment trial data. (arXiv:1010.1410v1 [stat.AP])
• An empirical Bayes mixture method for effect size and false discovery rate estimation. (arXiv:1010.1425v1 [stat.AP])
• A latent factor model for spatial data with informative missingness. (arXiv:1010.1430v1 [stat.AP])

This entry was posted on October 11, 2010 at 1:11 am and is filed under Statistics, University life with tags adaptive importance sampling, arXiv, hidden Markov models, Monte Carlo methods, sequential Monte Carlo, stochastic search. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.