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MCMC for non-linear state space models using ensembles of latent sequences
MCMC non-linear state space models ensembles latent sequences
2013/6/13
Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no str...
Eventual Intersection for Sequences of Lévy Processes
Lévy Processes hitting probability range graph random measure random set stationary
2009/5/8
Consider the events ${F_n cap bigcup_{k=1}^{n-1} F_k = emptyset}$, $n in N$, where $(F_n)_{n=1}^infty$ is an i.i.d. sequence of stationary random subsets of a compact group $G$. A plausible conjecture...
Strong Approximation for Mixing Sequences with Infinite Variance
mixing sequence domain of attraction of the normal law truncation blocking
2009/4/22
In this paper we prove a strong approximation result for a mixing sequence with infinite variance and logarithmic decay rate of the mixing coefficient. The result is proved under the assumption that t...