Nonparametric estimation, bayesian statistics and MCMC
Nonparametric estimation, bayesian statistics and MCMC
批准号:
36527-2007
负责人:
Perron, François
金额:
$1.24万
依托单位:
依托单位国家:
加拿大
项目类别:
Discovery Grants Program - Individual
财政年份:
2007
资助国家:
加拿大
项目状态:
已结题
起止时间:
2007-01-01 至 2008-12-31
中文摘要
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英文摘要
The project has three themes.1) In dimension 2 a random the distribution function of a vector (X,Y) can be represented by the marginal distribution of X and Y and the copula which gives a description on how X and Y interact with each other. For the extrems value distributions the copula depends on a special function A called the Pickands dependance function. Moreover A is convex ad satisfies the following condition, max(u,1-u)< A(u) < 1 for all u in (0,1). I want to estimate A with a bayesian approach in a nonparametric setting.2) I am interested in the problem of estimating a cdf and also a pdf using a nonparametric approach. I want to develop estimators which take into account a prior information. These estimators need to be robust if the prior information is not supported by the sample and they have to be smooth.3) In many cases, it cost almost nothing to rank observations in a large sample but it is expensive to make measurements. In this situation ranked set sampling is an approachwhere you make measurements on some specific order statistics instead of sampling randomly. For the estimation of the mean ranked set sampling reduces the variance of the estimator. I want to improve on ranked set sampling.
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Laboratoire Identité Numérique - Est
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批准号:547635-2019
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项目类别:Connect Grants Level 1 for colleges
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资助金额:$0.16万
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财政年份:2019
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负责人:Perron, François
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依托单位:
Bayesian nonparametric estimation, MCMC and decision theory
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批准号:36527-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.68万
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财政年份:2010
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负责人:Perron, François
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依托单位:
Bayesian nonparametric estimation, MCMC and decision theory
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批准号:36527-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.68万
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财政年份:2009
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负责人:Perron, François
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依托单位:
Bayesian nonparametric estimation, MCMC and decision theory
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批准号:36527-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.68万
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财政年份:2008
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负责人:Perron, François
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依托单位:
Theory of statistics and MCMC
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批准号:36527-2002
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.24万
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财政年份:2006
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负责人:Perron, François
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依托单位:
Theory of statistics and MCMC
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批准号:36527-2002
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.24万
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财政年份:2005
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负责人:Perron, François
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依托单位:
Theory of statistics and MCMC
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批准号:36527-2002
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.24万
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财政年份:2004
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负责人:Perron, François
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依托单位:
Theory of statistics and MCMC
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批准号:36527-2002
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.24万
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财政年份:2003
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负责人:Perron, François
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依托单位:
Theory of statistics and MCMC
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批准号:36527-2002
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.24万
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财政年份:2002
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负责人:Perron, François
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依托单位:
On some aspects of MCMC (implementation, bayesian inference,...)
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批准号:36527-1998
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.01万
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财政年份:2001
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负责人:Perron, François
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依托单位:
On some aspects of MCMC (implementation, bayesian inference,...)
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批准号:36527-1998
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.01万
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财政年份:2000
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负责人:Perron, François
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依托单位:
On some aspects of MCMC (implementation, bayesian inference,...)
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批准号:36527-1998
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.01万
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财政年份:1999
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负责人:Perron, François
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依托单位:
On some aspects of MCMC (implementation, bayesian inference,...)
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批准号:36527-1998
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.96万
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财政年份:1998
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负责人:Perron, François
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依托单位:
Estimation of the eigenvalues
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批准号:36527-1994
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.73万
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财政年份:1996
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负责人:Perron, François
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依托单位:
Estimation of the eigenvalues
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批准号:36527-1994
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.73万
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财政年份:1995
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负责人:Perron, François
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依托单位:
Estimation of the eigenvalues
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批准号:36527-1994
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.73万
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财政年份:1994
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负责人:Perron, François
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依托单位:
Théorie de la décision et analyse multidimensionnelle
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批准号:36527-1991
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:1992
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负责人:Perron, François
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依托单位:
Théorie de la décision et analyse multidimensionnelle
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批准号:36527-1991
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:1991
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负责人:Perron, François
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依托单位:
国内基金
海外基金
肌肉挫伤后组织中时间相关基因表达与损伤经历时间研究
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批准号:81001347
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项目类别:青年科学基金项目
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资助金额:20.0万元
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批准年份:2010
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负责人:孙俊红
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依托单位:
基于计算和存储感知的运动估计算法与结构研究
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批准号:60803013
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项目类别:青年科学基金项目
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资助金额:18.0万元
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批准年份:2008
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负责人:邓磊
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依托单位:
多用户MIMO-OFDM系统中的同步和信道估计的研究
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批准号:60302025
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项目类别:联合基金项目
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资助金额:30.0万元
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批准年份:2003
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负责人:张建华
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依托单位: