Zobrazeno 1 - 10
of 138
pro vyhledávání: '"Zdravko I. Botev"'
Publikováno v:
Wiley StatsRef: Statistics Reference Online. :1-10
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7618d8a2e87217d1f51a4badfe1eb8d8
https://doi.org/10.1002/9781118445112.stat03619.pub2
https://doi.org/10.1002/9781118445112.stat03619.pub2
Publikováno v:
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation, Elsevier, 2018
Mathematics and Computers in Simulation, Elsevier, 2018
We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conducted where the proposed estimator performs favourably in terms of varia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::152ce0196e7c1395677a775e1afa4602
https://doi.org/10.1016/j.matcom.2018.12.001
https://doi.org/10.1016/j.matcom.2018.12.001
Publikováno v:
Annals of Operations Research. 280:19-46
We present a new Monte Carlo methodology for the accurate estimation of the distribution of the sum of dependent log-normal random variables. The methodology delivers statistically unbiased estimators for three distributional quantities of significan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85f61825c6c1a86c721bcc881efa2d0a
https://doi.org/10.1007/s10479-019-03161-x
https://doi.org/10.1007/s10479-019-03161-x
Autor:
Zdravko I. Botev, Pierre L'Ecuyer
Publikováno v:
INFORMS Journal on Computing.
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of cont...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d50c752da53b26f5b67590b6f017665
https://doi.org/10.1287/ijoc.2019.0936
https://doi.org/10.1287/ijoc.2019.0936
The purpose of Data Science and Machine Learning: Mathematical and Statistical Methods is to provide an accessible, yet comprehensive textbook intended for students interested in gaining a better understanding of the mathematics and statistics that u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14bdbf64f81c4b2984349fa9115a4545
https://doi.org/10.1201/9780367816971
https://doi.org/10.1201/9780367816971
Publikováno v:
Data Science and Machine Learning ISBN: 9780367816971
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::150af219e8e8f81190493d38ad0db71b
https://doi.org/10.1201/9780367816971-5
https://doi.org/10.1201/9780367816971-5
Publikováno v:
Data Science and Machine Learning ISBN: 9780367816971
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3573d66b3cd505a97c99c5e1ea322e61
https://doi.org/10.1201/9780367816971-4
https://doi.org/10.1201/9780367816971-4
Publikováno v:
Data Science and Machine Learning ISBN: 9780367816971
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14a8a47396fa79c7dacef4b40862c711
https://doi.org/10.1201/9780367816971-7
https://doi.org/10.1201/9780367816971-7
Publikováno v:
Data Science and Machine Learning ISBN: 9780367816971
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fdf0a4e17d5fbd86f93f664cda5e29e2
https://doi.org/10.1201/9780367816971-3
https://doi.org/10.1201/9780367816971-3
Publikováno v:
Data Science and Machine Learning ISBN: 9780367816971
Data Science and Machine Learning
Data Science and Machine Learning
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7027cdf82812b88caf319000c8fcfecb
https://doi.org/10.1201/9780367816971-8
https://doi.org/10.1201/9780367816971-8