Result 1 to 20 of 24 total
Pricing American options in an infinite activity Lévy market: Monte Carlo and deterministic approaches using a diffusion approximation. (English)
Carmona, René A. (ed.) et al., Numerical methods in finance. Selected papers based on the presentations at the workshop, Bordeaux, France, June 2010. Berlin: Springer (ISBN 978-3-642-25745-2/hbk; 978-3-642-25746-9/ebook). Springer Proceedings in Mathematics 12, 291-321 (2012).
1
Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. (English)
Scand. J. Stat. 38, No. 1, 1-22 (2011).
2
The Newton method in problems of variational data assimilation: application to an infiltration model. (English)
Int. J. Pure Appl. Math. 69, No. 1, 15-32 (2011).
3
Structure of 4-connected claw-free graphs not containing a subdivision of $K_{5}$. (English)
Discrete Math. 311, No. 12, 908-910 (2011).
4
Equitable coloring of sparse planar graphs. (English)
SIAM J. Discrete Math. 24, No. 4, 1572-1583 (2010).
5
The orientable genus of some joins of complete graphs with large edgeless graphs. (English)
Discrete Math. 309, No. 5, 1190-1198 (2009).
7
Complexity in systems level biology and genetics: statistical perspectives (English)
Encyclopedia of Complexity and Systems Science, 1226-1244 (2009).
8
Interacting sequential Monte Carlo samplers for trans-dimensional simulation (English)
Computational Statistics & Data Analysis 52, No. 4, 1765-1791 (2008).
9
Spanning subsets of toroidal and Klein bottle embeddings (English)
Electronic Notes in Discrete Mathematics 31, 241-242 (2008).
10
Population-based reversible jump Markov chain Monte Carlo. (English)
Biometrika 94, No. 4, 787-807 (2007).
11
The nonorientable genus of joins of complete graphs with large edgeless graphs. (English)
J. Comb. Theory, Ser. B 97, No. 5, 827-845 (2007).
12
The nonorientable genus of joins of complete graphs with large edgeless graphs (English)
J. Comb. Theory, Ser. B 97, No. 5, 827-845 (2007).
13
On population-based simulation for static inference (English)
Statistics and Computing 17, No. 3, 263-279 (2007).
14
Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling. (English)
Stat. Sci. 20, No. 1, 50-67 (2005).
15
Maximum likelihood estimation of two inversely related Poisson rate parameters with misclassified data. (English)
Am. J. Math. Manage. Sci. 25, No. 1-2, 65-81 (2005).
16
Bayesian analysis of discrete time warranty data. (English)
J. R. Stat. Soc., Ser. C, Appl. Stat. 53, No. 1, 195-217 (2004).
17
On the analysis of quasi-life tables. (English)
Lifetime Data Anal. 9, No. 4, 345-355 (2003).
18
Multiclass cancer classification using gene expression profiling and probabilistic neural networks. (English)
Altman, Russ B. (ed.) et al., Pacific symposium on Biocomputing 2003. Proceedings of the 8th Pacific symposium on biocomputing (PSB), Kauai, Hawaii, USA, January 3‒7, 2003. Singapore: World Scientific (ISBN 981-238-217-8/hbk). 5-16 (2002).
19
"Ceci n’est pas une pipe": observations on the nature of webware (English)
WSE, 89-92 (2002).
20
Result 1 to 20 of 24 total