Search
Search Funnelback University
1 -
20 of
236
search results for `some B B` |u:www.statslab.cam.ac.uk
Fully-matching results
-
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=10011 Jul 2024: 1979). 66,. 131. (doi: 10.1007/bf01197331). SOME MISLEADING ARGUMENTS INVOLVING CONDITIONAL INDEPENDENCE. ... Limit Gibbs state for some classes of one-dimensional systems of quantum statistical mechanics. -
Probability, Statistics and Optimization
www.statslab.cam.ac.uk/~frank/BOOKS/pso.html16 Sep 2002: 15. The Whittle likelihood and frequency estimation, E.J. Hannan. 16. Parameter estimation for some finite parameter stationary sequences, M. ... Thompson. PART V STATISTICS. 22. Some pre-war statistical correspondence, M.S. Bartlett. -
MATHEMATICAL TRIPOS: PART IA Lent 2024 PROBABILITY JRNExample Sheet…
www.statslab.cam.ac.uk/~james/Lectures/pex1.pdf20 Dec 2023: 6. Let (An : n N) be a sequence of events in some probability space (, F, P). ... Set. A = {ω : ω An infinitely often}, B = {ω : ω An for all sufficiently large n}. -
/Users/perlasousi/Dropbox (Cambridge…
www.statslab.cam.ac.uk/~ps422/pex1.pdf20 Jan 2021: 6. Let (An : n N) be a sequence of events in some probability space (, F, P). ... P(Xn = 0) 12π. h. (b) Show further that, for all x R,. -
MATHEMATICS OF MACHINE LEARNING Part IIExample Sheet 3 (of ...
www.statslab.cam.ac.uk/~rds37/teaching/machine_learning/Qu3.pdf17 Jan 2024: where êrrm := errm(ĥm). (b) Assume that for each m, êrrm 1/2 γ for some γ > 0. ... B. With the as-sumption of (b) that 0 < êrrm 1/2 γ for some 1/2 > γ > ρ > 0, show that. -
JPM Michaelmas 2016 Probability and Measure 1 1.1. Let ...
www.statslab.cam.ac.uk/~jpm205/teaching/mich2016/ex1.pdf10 Oct 2016: algebra. 1.2. Show that the following sets of subsets of R all generate the same σ-algebra:(a) {(a,b) : a < b}, (b) {(a,b] : a < b}, (c) {(,b] : b ... 1.9. Let (E,E,µ) be a measure space. Call a subset N E null if N B for some B E withµ(B) = 0. -
Frank Kelly's papers
www.statslab.cam.ac.uk/~frank/PAPERS/30 Mar 2024: In "Stochastic Networks: Theory and Applications" (Editors F.P. Kelly, S. Zachary and I.B. ... Some probabilistic aspects of network flow. -
Applied probability, Lent 2016 P.Sousi@statslab.cam.ac.uk Example…
www.statslab.cam.ac.uk/~ps422/apex4.pdf17 Jan 2019: that there are i lineages, Ln =. ni=2 i(τi1. τi). Show that E(Ln) 2 log(n) and that Var(Ln) C for some constant C > 0. ... Deduce that. Lnlog n. 2. in probability.(b) Consider now the Moran model, and individuals are subject to a mutation at rate u > 0. -
Discussion of Random Projection Ensemble Classificationby Timothy I.…
www.statslab.cam.ac.uk/~rds37/papers/CHEN_SHAH.pdf2 Jan 2020: By aggregating these new classifiers by a simple majority vote, weform a final classifier, which could potentially remove some of the variance resulting fromthe randomness of the grouping. ... This suggests that some slightly more data-driven variants of -
Michaelmas 2019 JRN STOCHASTIC FINANCIAL MODELS Example Sheet 2 ...
www.statslab.cam.ac.uk/~james/Lectures/sfmex2.pdf7 Oct 2019: Set Sn = X1 Xn. (a) Let A σ(Sn). Show that A = {Sn B} for some Borel set B. ... for some a < b and some p (0, 1). Show that if r a or r b then this model has an arbitrage. -
JRN Michaelmas 2021 Advanced Probability 1 1.1 Let X,Y ...
www.statslab.cam.ac.uk/~james/Lectures/apex1.pdf3 Oct 2021: Consider the followingconditions. (a) T n for some n 0,(b) there is a constant C < such that |Xn| C for all n T almost surely,(c) E(T) < and there -
Example sheet 2 1 Discrete-time martingales Exercise 1.1. Let ...
www.statslab.cam.ac.uk/~ps422/examples2.pdf2 Nov 2011: First, X0 = a a.s. for some a (0, 1) and for n 0,. ... E[eθY ] cosh θc exp(. 1. 2θ2c2. ). (b) Prove that if M is a martingale, with M0 = 0 and such that for some sequence (cn : n N)of positive constants, |Mn -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=6411 Jul 2024: ISIT 2005. (2005). 2005,. 1833. (doi: 10.1109/ISIT.2005.1523662). Mutual information, synergy and some curious phenomena for simple channels. ... I Kontoyiannis, B Lucena. – 2005 IEEE International Symposium on Information Theory (ISIT), Vols 1 and 2. -
4. Lecture 5. Confidence Intervals Lecture 5. Confidence Intervals ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-05-confidence-intervals-4.pdf30 Jan 2017: such that P. (A(X) < θ < B(X). )= γ, no matter what the true. ... IMPORTANT: having observed some data x and calculated a 95% interval(A(x),B(x). -
5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-06-bayesian-4.pdf6 Feb 2017: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials. ... n. Then fX(x|θ) = θ. xi (1 θ)n. xi. Suppose a priori that θ Beta(a, b) for some known a > 0, b > 0, so thatπ(θ) -
Applied Probability Trust (24 April 2015) INFLUENCE IN PRODUCT ...
www.statslab.cam.ac.uk/~grg/papers/gjn5.pdf24 Apr 2015: Then Ai G. Ej(i) for. some j(i). Let Gj be generated by the countable subset Bj of F, and let B =. iBj(i).Then B is countable, and generates ... By the above, H = GE.Consequently, A H, and hence A = Ψ1(G) for some G B(CE). -
APTS High-dimensional statistics:Preliminary material Rajen D.…
www.statslab.cam.ac.uk/~rds37/teaching/modern_stat_methods/prelim.pdf26 May 2019: It is slightly lessmathematical than this course but great for gaining some intuition. ... 1.2 Notation. Here we collect some matrix and vector notation we use in this preliminary material andthroughout the course. -
Unco rrecte d Pr oof Non-Coupling from the Past ...
www.statslab.cam.ac.uk/~grg/papers/cftp-pub.pdf15 Jan 2021: 8). (b) There exists T = T (n) such that the infimum in (8) is achieved for some tsatisfying t T. ... By Proposition 1(b), we have k(μ) = 2, whencea.s. some pair coalesces. -
THE WORK OF LUCIO RUSSO ON PERCOLATION GEOFFREY R. ...
www.statslab.cam.ac.uk/~grg/papers/russo3.pdf24 Apr 2016: In Section 8, we mention some of Lucio’s results concerning percolation of /spins in the two-dimensional Ising model. ... A left–rightcrossing of a rectangle B is an open path in B which joins some vertex on its leftside to some vertex on its right -
Volatility Is (Mostly) Path-Dependent Julien Guyon Ecole des Ponts ...
www.statslab.cam.ac.uk/~mike/QF2023/Guyon.pdf11 Apr 2023: Volatility Is (Mostly) Path-Dependent. Some references. Blanc, P., Donier, B., Bouchaud, J.-P.: Quadratic Hawkes processes for financial prices, Quantitative Finance, 17(2):171–188,. ... Julien Guyon Ecole des Ponts ParisTech. Volatility Is (Mostly)
Search history
Recently clicked results
Recently clicked results
Your click history is empty.
Recent searches
Recent searches
Your search history is empty.