Reducing the Variance of Likelihood Ratio Greeks with Monte Carlo
Luca Capriotti
Data Analysis papers — page 108
physics.data-anBrowse archive
Symmetries and modelling functions for diffusion processes
A. G. Nikitin, S. V. Spichak, Yu. S. Vedula et al.Pseudo-nonstationarity in the scaling exponents of finite interval time series
K. H. Kiyani, S. C. Chapman, N. W. WatkinsDetecting groups of similar components in complex networks
J. Wang, C. -H. LaiApplying Bayesian Neural Networks to Separate Neutrino Events from Backgrounds in Reactor Neutrino Experiments
Ye Xu, Yixiong Meng, Weiwei XuLectures on Probability, Entropy, and Statistical Physics
Ariel CatichaData analysis recipes: Choosing the binning for a histogram
David W. HoggInformation filtering based on transferring similarity
Duo Sun, Tao Zhou, Jian-Guo Liu et al.Source separation techniques for characterising cosmic ray transients from neutron monitor networks
T. Dudok de Wit, A. A. Chilingarian, G. G. KarapetyanThe Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures
Damien Challet, Pier Paolo PeiranoInstantaneous oscillatory direction and phase for multivariate timeseries
Carsten AllefeldA New Car-Following Model Inspired by Galton Board
Fa Wang, Li Li, Xuexiang Jin et al.Universal analytic properties of noise. Introducing the J-Matrix formalism
Daniel Bessis, Luca PerottiNegro and Danube are mirror rivers
R. Gonçalves, A. A. PintoStatistical switching kinetics in ferroelectrics
X. J. LouSpectral Density of Sample Covariance Matrices of Colored Noise
Emil Dolezal, Petr SebaA Test for the Presence of a Signal, with Multiple Channels and Marked Poisson
Wolfgang A. Rolke, Angel M. LopezTesting a priority-based queue model with Linux command histories
Seung Ki Baek, Tae Young Kim, Beom Jun KimUniversal, Continuous-Discrete Nonlinear Yau Filtering I: Affine, Linear State Model with State-Independent Diffusion Matrix
Bhashyam BalajiModel based IVHM system for the solid rocket booster
D. G. Luchinsky, V. V. Osipov, V. N. Smelyanskiy et al.An Ad-Hoc Method for Obtaining chi**2 Values from Unbinned Maximum Likelihood Fits
M. Williams, C. A. MeyerEmpirical Tests of Zipf's law Mechanism In Open Source Linux Distribution
T. Maillart, D. Sornette, S. Spaeth et al.Statistical auditing and randomness test of lotto k/N-type games
H. F. Coronel-Brizio, A. R. Hernandez-Montoya, Fabio Rapallo et al.Comparison of Scatchard and Klotz methods for Metal(II) -DNA complexes in the case two type of binding
Eteri GelagutashviliDifferential fast fixed-point algorithms for underdetermined instantaneous and convolutive partial blind source separation
J. Thomas, Y. Deville, Shahram Hosseini