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49,559
Nonparametric Bayesian methods for one-dimensional diffusion models
"... In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results. 1. ..."
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In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results. 1.
One-dimensional stochastic diffusion models . . .
"... This work is a survey of one-dimensional diffusion models for the membrane potential in a single neuron. While some biological modeling issues are discussed, the emphasis is on the probabilistic properties of the models and their corresponding first passage times. After the general methodology for ..."
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Cited by 2 (0 self)
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This work is a survey of one-dimensional diffusion models for the membrane potential in a single neuron. While some biological modeling issues are discussed, the emphasis is on the probabilistic properties of the models and their corresponding first passage times. After the general methodology
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
- Econometrica
, 2000
"... In the setting of ‘‘affine’ ’ jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that allow an analytical treatment of a range of valuation and econometric problems. Example applicat ..."
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Cited by 710 (38 self)
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In the setting of ‘‘affine’ ’ jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that allow an analytical treatment of a range of valuation and econometric problems. Example
A yield-factor model of interest rates
- Math. Finance
, 1996
"... This paper presents a consistent and arbitrage-free multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric multivariate Markov diffusion process with “stochastic volatility. ” The yield of any zero-coupon bond is taken to be a matur ..."
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Cited by 665 (23 self)
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This paper presents a consistent and arbitrage-free multifactor model of the term structure of interest rates in which yields at selected fixed maturities follow a parametric multivariate Markov diffusion process with “stochastic volatility. ” The yield of any zero-coupon bond is taken to be a
Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Biometrika
, 1995
"... Markov chain Monte Carlo methods for Bayesian computation have until recently been restricted to problems where the joint distribution of all variables has a density with respect to some xed standard underlying measure. They have therefore not been available for application to Bayesian model determi ..."
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Cited by 1345 (23 self)
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have wide applicability in model determination problems. The methodology is illustrated with applications to multiple change-point analysis in one and two dimensions, and toaBayesian comparison of binomial experiments.
Multivariate adaptive regression splines
- The Annals of Statistics
, 1991
"... A new method is presented for flexible regression modeling of high dimensional data. The model takes the form of an expansion in product spline basis functions, where the number of basis functions as well as the parameters associated with each one (product degree and knot locations) are automaticall ..."
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Cited by 700 (2 self)
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A new method is presented for flexible regression modeling of high dimensional data. The model takes the form of an expansion in product spline basis functions, where the number of basis functions as well as the parameters associated with each one (product degree and knot locations
A large mass hierarchy from a small extra dimension
, 1999
"... We propose a new higher-dimensional mechanism for solving the hierarchy problem. The weak scale is generated from a large scale of order the Planck scale through an exponential hierarchy. However, this exponential arises not from gauge interactions but from the background metric (which is a slice of ..."
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Cited by 1077 (3 self)
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of AdS5 spacetime). This mechanism relies on the existence of only a single additional dimension. We demonstrate a simple explicit example of this mechanism with two three-branes, one of which contains the Standard Model fields. The experimental consequences of this scenario are new and dramatic
Mixtures of Probabilistic Principal Component Analysers
, 1998
"... Principal component analysis (PCA) is one of the most popular techniques for processing, compressing and visualising data, although its effectiveness is limited by its global linearity. While nonlinear variants of PCA have been proposed, an alternative paradigm is to capture data complexity by a com ..."
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Cited by 532 (6 self)
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of clustering, density modelling and local dimensionality reduction, and we demonstrate its applicat...
USER ACCEPTANCE OF INFORMATION TECHNOLOGY: TOWARD A UNIFIED VIEW
, 2003
"... Information technology (IT) acceptance research has yielded many competing models, each with different sets of acceptance determinants. In this paper, we (1) review user acceptance literature and discuss eight prominent models, (2) empirically compare the eight models and their extensions, (3) formu ..."
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Cited by 1807 (10 self)
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acceptance model and the theory of planned behavior, the model of PC utilization, the innovation diffusion theory, and the social cognitive theory. Using data from four organizations over a six-month period with three points of measurement, the eight models explained between 17 percent and 53 percent
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