Sequential Monte Carlo
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Part 1 of ebook "Applied quantitative finance (Third edition)" has presents the following content: market risk; vaR in high dimensional systems-a conditional correlation approach; multivariate volatility models; portfolio selection with spectral risk measures; implementation of local stochastic volatility model in FX derivatives; credit risk; estimating distance-to-default with a sector-specific liability adjustment via sequential monte carlo;...
244p dieptieuung 20-07-2023 8 3 Download
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This study develops an online unmanned UAV path-planning strategy for autonomous search and localisation of RF emitter. The UAV is equipped with Receiver Signal Strength (RSS) sensors to localise stationary radio frequency (RF) emitter. A high-fidelity non-linear measurement model of RF propagation in an urban environment is adopted for this purpose. The measurement model of the likelihood function is considered a Gaussian mixture.
105p runthenight04 02-02-2023 1 1 Download
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In most sequenced organisms the number of known regulatory genes (e.g., transcription factors (TFs)) vastly exceeds the number of experimentally-verified regulons that could be associated with them. At present, identification of TF regulons is mostly done through comparative genomics approaches.
10p vikentucky2711 24-11-2020 9 1 Download
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Genetic variations predispose individuals to hereditary diseases, play important role in the development of complex diseases, and impact drug metabolism. The full information about the DNA variations in the genome of an individual is given by haplotypes, the ordered lists of single nucleotide polymorphisms (SNPs) located on chromosomes.
10p vikentucky2711 24-11-2020 10 1 Download
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In this paper, we present the evolution of sequence data in a Bayesian framework and the approximation of the posterior distributions of the unknown parameters of the model, which include via the sequential Monte Carlo (SMC) samplers for static models.
15p viconnecticut2711 29-10-2020 12 2 Download
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Tumor samples are heterogeneous. They consist of varying cell populations or subclones and each subclone is characterized with a distinct single nucleotide variant (SNV) profile. This explains the source of genetic heterogeneity observed in tumor sequencing data.
15p vicoachella2711 27-10-2020 6 0 Download
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Recurrent neural network(RNN) is a good way to process sequential data, but the capability of RNN to compute long sequence data is inefficient. As a variant of RNN, long short term memory(LSTM) solved the problem in some extent. Here we improved LSTM for big data application in protein-protein interaction interface residue pairs prediction based on the following two reasons.
11p vicolorado2711 23-10-2020 23 0 Download
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Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Time-Varying Noise Estimation for Speech Enhancement and Recognition Using Sequential Monte Carlo Method
19p sting12 11-03-2012 43 3 Download
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Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Blind Decoding of Multiple Description Codes over OFDM Systems via Sequential Monte Carlo
14p sting11 10-03-2012 29 2 Download
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Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Research Article Sequential Monte Carlo Methods for Joint Detection and Tracking of Multiaspect Targets in Infrared Radar Images
13p dauphong19 07-03-2012 45 3 Download
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Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Research Article Non-Pilot-Aided Sequential Monte Carlo Method to Joint Signal, Phase Noise, and Frequency
14p dauphong16 20-02-2012 37 3 Download