Zobrazeno 1 - 10
of 173
pro vyhledávání: '"Taraldsen, Gunnar"'
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X) = t for a function T(X). Classical conditional Monte Carlo methods were designed for estimating conditional expectations of functio
Externí odkaz:
http://arxiv.org/abs/2010.07065
Autor:
Taraldsen, Gunnar, Lindqvist, Bo H.
Publikováno v:
Communications in Statistics - Theory and Methods, 44: 3754-3767, 2015
The fiducial coincides with the posterior in a group model equipped with the right Haar prior. This result is here generalized. For this the underlying probability space of Kolmogorov is replaced by a $\sigma$-finite measure space and fiducial theory
Externí odkaz:
http://arxiv.org/abs/2006.09975
Autor:
Taraldsen, Gunnar, Lindqvist, Bo H.
Publikováno v:
Communications in Statistics - Theory and Methods, 45:17, 5007-5016
The purpose of this paper is to present a mathematical theory that can be used as a foundation for statistics that include improper priors. This theory includes improper laws in the initial axioms and has in particular Bayes theorem as a consequence.
Externí odkaz:
http://arxiv.org/abs/2006.04797
Autor:
Taraldsen, Gunnar
Symmetry is key in classical and modern physics. A striking example is conservation of energy as a consequence of time-shift invariance from Noether's theorem. Symmetry is likewise a key element in statistics, which, as also physics, provide models f
Externí odkaz:
http://arxiv.org/abs/2004.11878
Autor:
Taraldsen, Gunnar
The theory of random sets is demonstrated to prove useful for the theory of random operators. A random operator is here defined by requiring the graph to be a random set. It is proved that the spectrum and the set of eigenvalues of random operators a
Externí odkaz:
http://arxiv.org/abs/1909.06156
Autor:
Taraldsen, Gunnar
In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated by the need to include unbounded measures. This note introduces a gen
Externí odkaz:
http://arxiv.org/abs/1907.11038
In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated by the need to include unbounded measures. We introduce a general con
Externí odkaz:
http://arxiv.org/abs/1812.01314
Autor:
Lindqvist, Bo Henry1 (AUTHOR) bo.lindqvist@ntnu.no, Taraldsen, Gunnar1 (AUTHOR)
Publikováno v:
Applied Stochastic Models in Business & Industry. Oct2024, p1. 8p. 2 Illustrations.
Autor:
Taraldsen, Gunnar
The Doob-Dynkin Lemma gives conditions on two functions $X$ and $Y$ that ensure existence of a function ${\phi}$ so that $X = {\phi} \circ Y$. This communication proves different versions of the Doob-Dynkin Lemma, and shows how it is related to optim
Externí odkaz:
http://arxiv.org/abs/1801.00974
Autor:
Taraldsen, Gunnar
Publikováno v:
Rend. Circ. Mat. Palermo (1996) 45: 459
We prove universal compact-measurability of the intersection of a compact-measurable Souslin family of closed-valued multifunctions. This generalizes previous results on intersections of measurable multifunctions. We introduce the unique maximal part
Externí odkaz:
http://arxiv.org/abs/1711.04645