Author: Alfredo Rizzi
Publisher: Springer Science & Business Media
ISBN: 3790817090
Category : Mathematics
Languages : en
Pages : 530
Get Book Here
Book Description
International Association for Statistical Computing The International Association for Statistical Computing (IASC) is a Section of the International Statistical Institute. The objectives of the Association are to foster world-wide interest in e?ective statistical computing and to - change technical knowledge through international contacts and meetings - tween statisticians, computing professionals, organizations, institutions, g- ernments and the general public. The IASC organises its own Conferences, IASC World Conferences, and COMPSTAT in Europe. The 17th Conference of ERS-IASC, the biennial meeting of European - gional Section of the IASC was held in Rome August 28 - September 1, 2006. This conference took place in Rome exactly 20 years after the 7th COMP- STAT symposium which was held in Rome, in 1986. Previous COMPSTAT conferences were held in: Vienna (Austria, 1974); West-Berlin (Germany, 1976); Leiden (The Netherlands, 1978); Edimbourgh (UK, 1980); Toulouse (France, 1982); Prague (Czechoslovakia, 1984); Rome (Italy, 1986); Copenhagen (Denmark, 1988); Dubrovnik (Yugoslavia, 1990); Neuchˆ atel (Switzerland, 1992); Vienna (Austria,1994); Barcelona (Spain, 1996);Bristol(UK,1998);Utrecht(TheNetherlands,2000);Berlin(Germany, 2002); Prague (Czech Republic, 2004).
Author: Paula Brito
Publisher: Springer Science & Business Media
ISBN: 3790820849
Category : Mathematics
Languages : en
Pages : 557
Get Book Here
Book Description
18th Symposium Held in Porto, Portugal, 2008
Author: David A. Belsley
Publisher: John Wiley & Sons
ISBN: 0470748907
Category : Mathematics
Languages : en
Pages : 514
Get Book Here
Book Description
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
Author: Yves Lechevallier
Publisher: Springer Science & Business Media
ISBN: 3790826049
Category : Computers
Languages : en
Pages : 627
Get Book Here
Book Description
Proceedings of the 19th international symposium on computational statistics, held in Paris august 22-27, 2010.Together with 3 keynote talks, there were 14 invited sessions and more than 100 peer-reviewed contributed communications.
Author: Ajith Abraham
Publisher: Springer
ISBN: 3642010857
Category : Computers
Languages : en
Pages : 531
Get Book Here
Book Description
Global optimization is a branch of applied mathematics and numerical analysis that deals with the task of finding the absolutely best set of admissible conditions to satisfy certain criteria / objective function(s), formulated in mathematical terms. Global optimization includes nonlinear, stochastic and combinatorial programming, multiobjective programming, control, games, geometry, approximation, algorithms for parallel architectures and so on. Due to its wide usage and applications, it has gained the attention of researchers and practitioners from a plethora of scientific domains. Typical practical examples of global optimization applications include: Traveling salesman problem and electrical circuit design (minimize the path length); safety engineering (building and mechanical structures); mathematical problems (Kepler conjecture); Protein structure prediction (minimize the energy function) etc. Global Optimization algorithms may be categorized into several types: Deterministic (example: branch and bound methods), Stochastic optimization (example: simulated annealing). Heuristics and meta-heuristics (example: evolutionary algorithms) etc. Recently there has been a growing interest in combining global and local search strategies to solve more complicated optimization problems. This edited volume comprises 17 chapters, including several overview Chapters, which provides an up-to-date and state-of-the art research covering the theory and algorithms of global optimization. Besides research articles and expository papers on theory and algorithms of global optimization, papers on numerical experiments and on real world applications were also encouraged. The book is divided into 2 main parts.
Author: Nicola Torelli
Publisher: Springer Science & Business Media
ISBN: 3642355889
Category : Mathematics
Languages : en
Pages : 538
Get Book Here
Book Description
This volume includes contributions selected after a double blind review process and presented as a preliminary version at the 45th Meeting of the Italian Statistical Society. The papers provide significant and innovative original contributions and cover a broad range of topics including: statistical theory; methods for time series and spatial data; statistical modeling and data analysis; survey methodology and official statistics; analysis of social, demographic and health data; and economic statistics and econometrics.
Author: Cristina Davino
Publisher: Springer Science & Business Media
ISBN: 3642213081
Category : Social Science
Languages : en
Pages : 158
Get Book Here
Book Description
Statistical surveys represent an important source of scientific knowledge and a valid decision support tool in many fields, from social studies to economics, market research, health studies, and others. Scientists have tackled most of the methodological issues concerning surveys and the scientific literature offers excellent proposals for planning and conducting surveys. Nevertheless, surveys often require the achievement of aims that either deviate from the methodology or do not have a specific solution at all. This book focuses on survey theory and applications, providing insight and innovative solutions to face problems in data collection and integration, complex sample design, opinion questionnaire design, and statistical estimation. Formal rigour and simple language, together with real-life examples, will make the book suitable to both practitioners involved in applied research and to academics interested in scientific developments in the survey field.
Author: David Insua
Publisher: John Wiley & Sons
ISBN: 0470744537
Category : Mathematics
Languages : en
Pages : 315
Get Book Here
Book Description
Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important applied models. Key features: Explores Bayesian analysis of models based on stochastic processes, providing a unified treatment. Provides a thorough introduction for research students. Computational tools to deal with complex problems are illustrated along with real life case studies Looks at inference, prediction and decision making. Researchers, graduate and advanced undergraduate students interested in stochastic processes in fields such as statistics, operations research (OR), engineering, finance, economics, computer science and Bayesian analysis will benefit from reading this book. With numerous applications included, practitioners of OR, stochastic modelling and applied statistics will also find this book useful.
Author: Françoise Fogelman-Soulié
Publisher: IOS Press
ISBN: 1586038982
Category : Computers
Languages : en
Pages : 388
Get Book Here
Book Description
The real power for security applications will come from the synergy of academic and commercial research focusing on the specific issue of security. This book is suitable for those interested in understanding the techniques for handling very large data sets and how to apply them in conjunction for solving security issues.
Author: Thomas Blumentritt
Publisher: BoD – Books on Demand
ISBN: 3844101217
Category : Business & Economics
Languages : en
Pages : 202
Get Book Here
Book Description
Measuring the degree of association between random variables is a task inherent in many practical applications such as risk management and financial modeling. Well-known measures like Spearman's rho and Kendall's tau can be expressed in terms of the underlying copula only, hence, being independent of the underlying univariate marginal distributions. Opposed to these classical measures of association, mutual information, which is derived from information theory, constitutes a fundamentally different approach of measuring association. Although this measure is likewise independent of the univariate margins, it is not a functional of the copula but of the corresponding copula density. Besides the theoretical properties of mutual information as a measure of multivariate association, possibilities to estimate the copula density based on observations of continuous distributions are investigated. To cope with the effect of boundary bias, new estimators are introduced and existing functionals are generalized to the multivariate case. The performance of these estimators is evaluated in comparison to common kernel density estimation schemes. To facilitate variance estimation by means of resampling methods like bootstrapping, an algorithm is introduced, which significantly reduces computation time in comparison with pre-implemented algorithms. In practical applications, complete continuous data is oftentimes not available to the analyst. Instead, categorial data derived from the underlying continuous distribution may be given. Hence, estimation of the copula and its density based on contingency tables is investigated. The newly developed estimators are employed to derive estimates of Spearman's rho and Kendall's tau and their performance is compared.
