1,721,072 research outputs found
Bayesian Nonparametric Predictive Inference and Bootstrap Techniques
Full text link1 online resource (PDF, 17 pages)Muliere, Pietro; Secchi, Piercesare. (1994). Bayesian Nonparametric Predictive Inference and Bootstrap Techniques. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/199619
Alarm systems and catastrophes from a diverse point of view
Full text linkUsing a chain of urns, we build a Bayesian nonparametric alarm system
to predict catastrophic events, such as epidemics, black outs, etc. Differently from other alarm systems in the literature, our model is constantly updated on the basis of the available information, according to the Bayesian paradigm. The papers contains both theoretical and empirical results. In particular, we test our alarm system on a well-known time series of sunspots
Characterisation of a Marshall-Olkin type class of distributions
No full textA class of bivariate distributions that generalise Marshall-Olkin's one is characterised through a functional equation
La ricerca sequenziale di una dose ottimale: impostazione bayesiana previsiva
No full textSi propone una procedura di ricerca sequenziale della ricerca della dose ottimale di un farmaco. L'approccio Bayesiano proposto consente di formulare il problema del controllo della tossicita' in modo chiaro, attraverso la distribuzione predittiva
Bayesian Nonparametric Estimation for Reinforced Markov Renewal Processes
No full textNo abstract availabl
Sequential Testing Problems for Lévy Processes
No full textWe present the sequential testing of two simple hypotheses for a large class of Lévy processes. As usual in this framework, the initial optimal stopping problem is reduced to a free-boundary problem, solved through the principles of the smooth and/or continuous fit. The well-known solutions of the Wiener and the Poisson sequential testing can be derived from our procedure. The exact solution for sequentially testing two simple hypotheses concerning the parameter p, 0 < p < 1, of a negative binomial process is explicitly given. © 2013 Copyright Taylor and Francis Group, LLC
A note on some sequential for the equilibrium value of a Vasicek process
No full textWe apply the Shiryaev's sequential procedure to the Vasicek mode
On the Wald's Sequential Probability Ratio Test for Lévy Processes
No full textThe Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khintchine triplet of a wide family of Lévy processes is analyzed: we concentrate on continuous paths and pure increasing jump Lévy processes. Appealing to the theory of Markov processes, we employ a general method for determining the stopping boundaries and the expected length of the SPRT for a given admissible pair (α, β) of error probabilities. The well-known results of the Wiener and Poisson sequential testing can be derived accordingly. The explicit solution for the SPRT of two simple hypotheses about the parameter p ∈ (0, 1) of a Lévy negative binomial process is shown. © 2013 Copyright Taylor and Francis Group, LLC
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