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Maximum likelihood estimation of a multidimensional log-concave…
www.statslab.cam.ac.uk/~rjs57/CSSFinalLV.pdf24 Mar 2010: Theclass of log-concave densities has many attractive properties and has been well-studied, particularlyin the economics, sampling and reliability theory literature. ... See Bagnoli and Bergstrom(2005) for many other applications of log-concavity to -
X Incentivized Optimal Advert Assignment via Utility Decomposition…
www.statslab.cam.ac.uk/~frank/PAPERS/oaa.pdf13 Jun 2014: It is well known in the economic literature that market clearing prices that equateto marginal utility will maximize aggregate utility. -
5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-06-bayesian.pdf6 Feb 2017: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials. -
Probability Theory and Statistics in High and Infinite Dimensions ...
www.statslab.cam.ac.uk/~nickl/Site/__files/Abstracts.pdf19 Jun 2014: Gaussian Approximations and Bootstrap with p >> n. Victor Chernozhukov. Victor Chernozhukov, Department of Economics, MIT, 50 Memorial Drive, E52-361B,. ... Gábor Lugosi. Gábor Lugosi, Department of Economics, Pompeu Fabra University, Ramon Trias -
List of Participants Radoslaw Adamczak University of Warsaw Mélisande …
www.statslab.cam.ac.uk/~nickl/Site/__files/List%20of%20Participants.pdf12 Jun 2014: Na Huang London School of Economics Arnold Janssen University of Dusseldorf Ata Kaban University of Birmingham Adam Kashlak University of Cambridge Gerard Kerkyacharian Université Paris VII Arlene Kim University of Cambridge -
Lecture Notes on Causal Inference(with corrections) Qingyuan Zhao May …
www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/notes-2021.pdf3 Jun 2024: Economics. Maths. Engineering. Computer Science. 0% 20% 40% 60% 80% 100%. ... Applications are often related to humans (biology, public health, economics, politicalsciences.). -
Probability About these notes. Many people have written excellent ...
www.statslab.cam.ac.uk/~rrw1/prob/prob-weber.pdf16 Sep 2019: Probability theory is useful in the biological, physical, actuarial, management and com-puter sciences, in economics, engineering, and operations research. -
Harry Kesten (1931–2019) A personal and scientific tribute Geoffrey…
www.statslab.cam.ac.uk/~grg/papers/kesten-ams3-small.pdf20 Mar 2020: Exciting and beau-tiful problems were formulated and solved, and con-nections with other fields of mathematics and science,both physical and socio-economic, were established.The general area attracted a -
Optimization and Control Contents Table of Contents i Schedules ...
www.statslab.cam.ac.uk/~rrw1/oc/oc2013.pdf22 May 2013: 6615.4 Problems in which time appears explicitly. 6615.5 Example: monopolist. 6715.6 Example: neoclassical economic growth. -
John Michael Hammersley JOHN MICHAEL HAMMERSLEY21 March 1920 — ...
www.statslab.cam.ac.uk/~grg/papers/jmh_biom.pdf31 Aug 2007: He returned to Oxford in 1959 as Senior Research Officer at theInstitute of Economics and Statistics. ... He considered it a virtue to use computing resources in an economic andefficient manner, and this attitude remained with him all his life. -
Mathematics and Financial Markets The David Crighton Lecture 2016
www.statslab.cam.ac.uk/~frank/TALKS/crighton_annotated.pdf14 May 2016: From Measuring the Economic Benefits of Mathematical ScienceResearch in the UK. -
ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...
www.statslab.cam.ac.uk/~mike/papers/marginals.pdf1 Oct 2012: Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I. -
1 Pricing Resources on DemandCostas Courcoubetis∗, Sergios Soursos∗…
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Soursos%20-%20Weber%202006%20Pricing%20resources%20on%20demand.pdf15 Sep 2011: Athens University of Economics and BusinessEmail: {courcou, sns}@aueb.gr. †University of CambridgeEmail: rrw1@statslab.cam.ac.uk. ... Social Fund & NationalResources - EPEAEK II - IRAKLITOS Fellowships for research of AthensUniversity of Economics and -
1034 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, VOL. ...
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Weber%202006%20%20Incentives%20for%20large%20peer-to-peer%20systems.pdf15 Sep 2011: C. Courcoubetis is with the Athens University of Economics and Business,Athens 10434, Greece. ... Thisgreatly reduces the economic value of many new portable de-vices, such as PDAs, tablet computers, and smart-phones run-ning the IP protocol. -
Concavity and Monotonicity Properties in aGroundwater Management…
www.statslab.cam.ac.uk/~rrw1/publications/Huh%20-%20Krishnamurhty-%20Weber%202011%20Concavity%20and%20Monotonicity%20Properties%20in%20a%20Groundwater%20Management%20Model.pdf25 Oct 2011: Journal of Envi-. ronmental Economics and Management, 47(1):163–182, 2004. [2] J. ... groundwater system. Journal of Environmental Economics and Management, 12(3):229–. 245, 1985. -
SEQUENTIAL OPEN-LOOP SCHEDULING STRATEGIES P. Nash, R.R. Weber…
www.statslab.cam.ac.uk/~rrw1/publications/Nash%20-%20Weber%201982%20Sequential%20open-loop%20scheduling%20strategies.pdf18 Sep 2011: Rishel, R.: 1974, in "Lecture notes in Economics and Mathematical systems", Vol 107. -
p2pw6.dvi
www.statslab.cam.ac.uk/~rrw1/publications/Antoniadis%20-%20Courcoubetis%20-%20Weber%202004%20An%20Asymptotically%20Optimal%20Scheme%20for%20P2P%20File%20Sharing.pdf15 Nov 2011: Spe-cial Issue on Network Economics, Computer Networks,Elsevier, forthcoming. [3] C. Buragohain, D. ... 9] M. F. Hellwig. Public-good Provision with Many Par-ticipants. Review of Economic Studies, forthcoming. -
ict2_with_ref.dvi
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Kelly%20-%20Siris%20-%20Stamoulis%20-%20Weber%201997%20ABR%20pricing%20experiments%20in%20a%20real%20network.pdf15 Sep 2011: While economic theory can provide thenecessary guidelines and justication of various pricingschemes, low implementation overhead should be bal-anced against theoretical soundness of the underlyingmodel. ... In J. P. Bailey and L. Mcknight, edi-tors, -
wiopt.dvi
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Weber%202004%20Asymptotics%20for%20provisioning%20problems%20of%20peering%20wireless%20LANS%20with%20a%20large%20number%20of%20participants.pdf15 Sep 2011: In this paper we develop an economic model for sharing resources among WLANs. ... Our aim is to optimize participation rules to maximize economic efficiency and reducefree-riding. -
Optimal Call Routing in VoIPCostas Courcoubetis Department of…
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Kalogiros%20-%202009%20Weber%20Optimal%20call%20routing%20in%20VoIP.pdf15 Sep 2011: of Economics and Business47A Evelpidon StrAthens 11363, GR. Email: courcou@aueb.gr. Costas KalogirosDepartment of Computer Science. ... Athens Universityof Economics and Business. 47A Evelpidon StrAthens 11363, GR. Email: ckalog@aueb.gr. -
Preprint 0 (2000) 1{22 1Telecommunication Systems, 15(3-4):323-343,…
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Kelly%20-%20Siris%20-%20Weber%202000%20A%20study%20of%20simple%20charging%20schemes%20for%20broadband%20networks.pdf15 Sep 2011: To achieve economic eciency, it is necessary that usage-based charg-ing schemes capture the relative amount of resources used by connections. ... Fairness of charging schemesWe rst argue that charging in proportion to the actual eective bandwidthis -
paper.dvi
www.statslab.cam.ac.uk/~frank/PAPERS/fse2ecc.pdf31 May 2007: Weighted proportionalfairness is a criterion with appealing properties from either an optimization,a game-theoretic or an economic viewpoint. -
Finance Stoch (2006) 10:553–573DOI 10.1007/s00780-006-0019-z Optimal…
www.statslab.cam.ac.uk/~mike/papers/bond-portfolio.pdf13 Mar 2008: However, there are other ways todefine admissible strategies. Indeed, the integrability condition may seem unnat-ural in light of the original economic problem. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=4818 Jul 2024: 2011). 39,. 702. (doi: 10.1214/10-aos853). Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: a systematic review and economic evaluation. ... 309. (doi: 10.1214/10-aihp403). Etanercept, infliximab and adalimumab for the -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=4918 Jul 2024: 309. (doi: 10.1214/10-aihp403). Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: A systematic review and economic evaluation. ... RH Wang, JAD Aston, CD Fuh. – Computational Economics. (2010). 36,. -
SISCER Module 12 Lecture 5: Instrumental variables
www.statslab.cam.ac.uk/~qz280/teaching/siscer-2023/L5.pdf3 Jun 2024: IV in Economics: Effect of military service on earnings (Angrist, 1990). ... American Economic Review, 80(3):313–336. Gamazon, E. R., , Wheeler, H. E., Shah, K. -
Clifford Paterson Slides
www.statslab.cam.ac.uk/~frank/CP/CPREAD/SLIDES/HTML/cpslides.html22 Sep 1995: coordination of players (traditionally an economic issue, involving externalities and incentive compatability). -
Curriculum Vitae
www.statslab.cam.ac.uk/~qz280/files/cv.pdf20 Mar 2024: 2024 London School of Economics (Statistics Joint Econometrics and Statistics Seminar); Univer-sity of East Anglia. ... 15. Journal of the Americal Statistical Association. 16. Journal of Business & Economic Statistics. -
Sensitivity analysis via stochastic programming
www.statslab.cam.ac.uk/~qz280/talk/icsds-2023/slides.pdf3 Jun 2024: Blattman, Christopher and Jeannie Annan (2010). “The Consequences of ChildSoldiering”. In: The Review of Economics and Statistics 92.4, pp. ... In:American Economic Review 93, pp. 126–132. Saltelli, Andrea et al. (2004). -
Mendelian randomization
www.statslab.cam.ac.uk/~qz280/talk/mr-tutorial/slides.pdf3 Jun 2024: 7/40. IV in Economics: Effect of military service on earnings2. Lottery number Z Military service X Earning Y. ... administrative records. American Economic Review, 80(3), 313–336. 8/40. Results of the Vietnam-war lottery study. -
Sensitivity analysis for observational studies: Past, Present, and…
www.statslab.cam.ac.uk/~qz280/talk/uea-2024/slides.pdf3 Jun 2024: Blattman, Christopher and Jeannie Annan (2010). “The Consequences of ChildSoldiering”. In: The Review of Economics and Statistics 92.4, pp. ... In:American Economic Review 93, pp. 126–132. Rosenbaum, P. R. (1987). “Sensitivity analysis for -
Michael's major contributions to stochastic optimization and…
www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf18 Apr 2023: Outline. A short summary of Michael’s CV. Stochastic optimization, Financial Economics and Computations. ... Research path (3): Financial economics. There wouldn’t be a research area as applied stochastic optimization to economics and finance -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=5718 Jul 2024: SM Pitts, K Politis. – Insurance: Mathematics and Economics. (2008). 42,. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=6118 Jul 2024: SIGMETRICS Perform. Evaluation Rev. (2006). 34,. 12. (doi: 10.1145/1215956.1215963). Health economics and the search for shunt-responsive symptomatic hydrocephalus in the elderly. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=5318 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2009). 2,. 151. (doi: 10.1007/s11579-009-0018-x). -
Peter Whittle, 1927-2021 (Peter Whittle in 1985, by Peter ...
www.statslab.cam.ac.uk/~frank/PW/whittle_rss.pdf6 Sep 2021: later awarded the Nobel Prize in Economics for empirical research on cause and effect in the. ... economic phenomena. His book Probability via Expectation (1970, expanded in 2000) is an exposition of probability. -
Draft Memorial Tribute for the National Academy of Engineering ...
www.statslab.cam.ac.uk/~frank/PW/whittle_nae.pdf18 Aug 2021: later awarded the Nobel Prize in Economics for empirical research on cause and effect in the. ... economic phenomena. His book Probability via Expectation (1970, expanded in 2000) is an exposition of probability. -
93 1 TELE1RAFFIC AND DATA1RAFFIC in a Period of ...
www.statslab.cam.ac.uk/~frank/PAPERS/cin.pdf8 May 2009: In Arrow K J and Intriligator M D, editors, Handbook of Mathematical Economics, Vol 1, pages 285330, North Holland, 1981. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=5818 Jul 2024: Optimal and robust contracts for a risk-constrained principal. LCG Rogers. – Mathematics and Financial Economics. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=5218 Jul 2024: 3562. (doi: 10.1002/sim.3722). Economic issues in shared infrastructures. C Courcoubetis, RR Weber. – -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=4718 Jul 2024: K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=6218 Jul 2024: MJ Sculpher, MJ Buxton, BA Ferguson, DJ Spiegelhalter, AJ Kirby. – Health Economics. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=7418 Jul 2024: LCG Rogers, W Stummer. – Insurance: Mathematics and Economics. (2000). 27,. -
Origins of scaling and power law fluctuations in acompetitive ...
www.statslab.cam.ac.uk/~mike/QF2023/Tebaldi.pdf17 Apr 2023: 2 / 36. The challenge of Critical Phenomena in Economics. • Quantitative Finance community is setting new benchmarks and newchallenges to mainstream economic sciences! • ... Gabaix. 4 / 36. Normative vs Descriptive Models in Economics‘Economists -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092096354&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=8018 Jul 2024: INTERNET ECONOMICS. (1997). 253. (link to publication). Network routing. FP KELLY. – -
Editorial: Special Issue on "Nonparametric Inference Under Shape …
www.statslab.cam.ac.uk/~rjs57/STS673.pdf29 Nov 2018: Shape-constrained proce-dures are also commonly used in economics (Matzkin,1991, Varian, 1984) and survival analysis, for instancein the interval-censoring problem and hazard func-tion estimation; see the recent ... In the first part of the paper, applica -
Tel 01223 334940 e-mail masters-assistant@christs.cam.ac.uk web:…
www.statslab.cam.ac.uk/~frank/PAPERS/DfTHS2.pdf5 Oct 2015: the calculation of the economic benefits generated by HS2. Using the terminology of. ... Economic Case for HS2 (October 2013) of a distribution of benefit cost ratios, reflecting. -
Regression tree algorithms with applications to missing…
www.statslab.cam.ac.uk/files/whittlelectures/Trees.pdf12 May 2022: The lectures will present a mix of theory, methodology, andapplications, including examples from economics, medicine, public health, and automo-tive engineering. -
SISCER Module 12 Lecture 6: Negative Controls and…
www.statslab.cam.ac.uk/~qz280/teaching/siscer-2023/L6.pdf3 Jun 2024: 2020). Can labor market policies reduce deaths ofdespair? Journal of health economics, 74:102372. -
STATISTICAL MODELLING Part IIC, Michaelmas 2021 Practical 8:…
www.statslab.cam.ac.uk/~qz280/teaching/modelling-2022/P8.pdf3 Jun 2024: The first row records the meeting of a male Economics student and a female Law student, which didnot result in a match (match is 0).
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