Efficient Computation of Stochastic Coefficients Models PDF Download

Author: I-Lok Chang
Publisher:
ISBN:
Category : Stochastic processes
Languages : en
Pages : 36

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Author: H. Amman
Publisher: Springer Science & Business Media
ISBN: 9401131627
Category : Business & Economics
Languages : en
Pages : 170

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Book Description
The field of Computational Economics is a fast growing area. Due to the limitations in analytical modeling, more and more researchers apply numerical methods as a means of problem solving. In tum these quantitative results can be used to make qualitative statements. This volume of the Advanced Series in Theoretical and Applied and Econometrics comprises a selected number of papers in the field of computational economics presented at the Annual Meeting of the Society Economic Dynamics and Control held in Minneapolis, June 1990. The volume covers ten papers dealing with computational issues in Econo metrics, Economics and Optimization. The first five papers in these proceedings are dedicated to numerical issues in econometric estimation. The following three papers are concerned with computational issues in model solving and optimization. The last two papers highlight some numerical techniques for solving micro models. We are sure that Computational Economics will become an important new trend in Economics in the coming decade. Hopefully this volume can be one of the first contributions highlighting this new trend. The Editors H.M. Amman et a1. (eds), Computational Economics and Econometrics, vii. © 1992 Kluwer Academic Publishers. PART ONE ECONOMETRICS LIKELIHOOD EVALUATION FOR DYNAMIC LATENT VARIABLES 1 MODELS DAVID F. HENDRY Nuffield College, Oxford, U.K. and JEAN-FRANc;mS RICHARD ISDS, Pittsburgh University, Pittsburgh, PA, U.S.A.

Author: Dragan Poljak
Publisher: John Wiley & Sons
ISBN: 1119989248
Category : Science
Languages : en
Pages : 580

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Book Description
Deterministic and Stochastic Modeling in Computational Electromagnetics Help protect your network with this important reference work on cyber security Deterministic computational models are those for which all inputs are precisely known, whereas stochastic modeling reflects uncertainty or randomness in one or more of the data inputs. Many problems in computational engineering therefore require both deterministic and stochastic modeling to be used in parallel, allowing for different degrees of confidence and incorporating datasets of different kinds. In particular, non-intrusive stochastic methods can be easily combined with widely used deterministic approaches, enabling this more robust form of data analysis to be applied to a range of computational challenges. Deterministic and Stochastic Modeling in Computational Electromagnetics provides a rare treatment of parallel deterministic–stochastic computational modeling and its beneficial applications. Unlike other works of its kind, which generally treat deterministic and stochastic modeling in isolation from one another, it aims to demonstrate the usefulness of a combined approach and present particular use-cases in which such an approach is clearly required. It offers a non-intrusive stochastic approach which can be incorporated with minimal effort into virtually all existing computational models. Readers will also find: A range of specific examples demonstrating the efficiency of deterministic–stochastic modeling Computational examples of successful applications including ground penetrating radars (GPR), radiation from 5G systems, transcranial magnetic and electric stimulation (TMS and TES), and more Introduction to fundamental principles in field theory to ground the discussion of computational modeling Deterministic and Stochastic Modeling in Computational Electromagnetics is a valuable reference for researchers, including graduate and undergraduate students, in computational electromagnetics, as well as to multidisciplinary researchers, engineers, physicists, and mathematicians.

Author: Manolis Papadrakakis
Publisher: Springer Science & Business Media
ISBN: 9400751346
Category : Technology & Engineering
Languages : en
Pages : 362

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The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field. The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment. This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.

Author: Mike Tsionas
Publisher: Academic Press
ISBN: 0128144319
Category : Business & Economics
Languages : en
Pages : 434

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Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Author: Zehua Chen
Publisher: CRC Press
ISBN: 0415669863
Category : Mathematics
Languages : en
Pages : 944

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While numerous advanced statistical approaches have recently been developed for quantitative trait loci (QTL) mapping, the methods are scattered throughout the literature. Statistical Methods for QTL Mapping brings together many recent statistical techniques that address the data complexity of QTL mapping. After introducing basic genetics topics and statistical principles, the author discusses the principles of quantitative genetics, general statistical issues of QTL mapping, commonly used one-dimensional QTL mapping approaches, and multiple interval mapping methods. He then explains how to use a feature selection approach to tackle a QTL mapping problem with dense markers. The book also provides comprehensive coverage of Bayesian models and MCMC algorithms and describes methods for multi-trait QTL mapping and eQTL mapping, including meta-trait methods and multivariate sequential procedures. This book emphasizes the modern statistical methodology for QTL mapping as well as the statistical issues that arise during this process. It gives the necessary biological background for statisticians without training in genetics and, likewise, covers statistical thinking and principles for geneticists. Written primarily for geneticists and statisticians specializing in QTL mapping, the book can also be used as a supplement in graduate courses or for self-study by PhD students working on QTL mapping projects.

Author: Allen N. Berger
Publisher:
ISBN:
Category : Bank management
Languages : en
Pages : 56

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Author: Yan Wang
Publisher: Woodhead Publishing
ISBN: 0081029411
Category : Technology & Engineering
Languages : en
Pages : 604

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Book Description
Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales.

Author: Alper Demir
Publisher: Springer Science & Business Media
ISBN: 1461560632
Category : Technology & Engineering
Languages : en
Pages : 278

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In electronic circuit and system design, the word noise is used to refer to any undesired excitation on the system. In other contexts, noise is also used to refer to signals or excitations which exhibit chaotic or random behavior. The source of noise can be either internal or external to the system. For instance, the thermal and shot noise generated within integrated circuit devices are in ternal noise sources, and the noise picked up from the environment through electromagnetic interference is an external one. Electromagnetic interference can also occur between different components of the same system. In integrated circuits (Ies), signals in one part of the system can propagate to the other parts of the same system through electromagnetic coupling, power supply lines and the Ie substrate. For instance, in a mixed-signal Ie, the switching activity in the digital parts of the circuit can adversely affect the performance of the analog section of the circuit by traveling through the power supply lines and the substrate. Prediction of the effect of these noise sources on the performance of an electronic system is called noise analysis or noise simulation. A methodology for the noise analysis or simulation of an electronic system usually has the following four components: 2 NOISE IN NONLINEAR ELECTRONIC CIRCUITS • Mathematical representations or models for the noise sources. • Mathematical model or representation for the system that is under the in fluence of the noise sources.

Author: Peregrina Quintela
Publisher: Springer
ISBN: 3319630822
Category : Mathematics
Languages : en
Pages : 749

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This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics. Using the classification system defined in the EU Framework Programme for Research and Innovation H2020, several of the topics covered belong to the challenge climate action, environment, resource efficiency and raw materials; and some to health, demographic change and wellbeing; while others belong to Europe in a changing world – inclusive, innovative and reflective societies. The 19th European Conference on Mathematics for Industry, ECMI2016, was held in Santiago de Compostela, Spain in June 2016. The proceedings of this conference include the plenary lectures, ECMI awards and special lectures, mini-symposia (including the description of each mini-symposium) and contributed talks. The ECMI conferences are organized by the European Consortium for Mathematics in Industry with the aim of promoting interaction between academy and industry, leading to innovation in both fields and providing unique opportunities to discuss the latest ideas, problems and methodologies, and contributing to the advancement of science and technology. They also encourage industrial sectors to propose challenging problems where mathematicians can provide insights and fresh perspectives. Lastly, the ECMI conferences are one of the main forums in which significant advances in industrial mathematics are presented, bringing together prominent figures from business, science and academia to promote the use of innovative mathematics in industry.