A Monte Carlo method for filtering a marked doubly stochastic Poisson process
โ Scribed by Elisa Varini
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 278 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1613-981X
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๐ SIMILAR VOLUMES
In this paper, we propose a multiscale coupling approach to perform Monte-Carlo simulations on systems described at the atomic scale and subjected to random phenomena. The method is based on the Arlequin framework, developed to date for deterministic models involving coupling a region of interest de
In the context of Bayesian non-parametric statistics, the distribution of a stochastic process serves as a prior over the class of functions indexed by its sample paths. Dykstra and Laud (1981) defined a stochastic process whose sample paths can be used to index monotone hazard rates. Although they