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Markov Chains Course Blog
www.statslab.cam.ac.uk/~rrw1/markov/blog.html4 Sep 2012: statistics, economics and finance, social sciences, mathematical biology, games, music, baseball and text generation. ... can test your intuition and make good guesses about what might or might not be true. Results that match 1 of 2 words
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Mathematical Models in Finance
www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... that arise in economics concerning interacting systems of rational agents. -
Lund.dvi
www.statslab.cam.ac.uk/~rjs57/Lund.pdf13 Sep 2012: We can therefore use  as a test statistic, and generate acritical value from bootstrap samples drawn from f̂n. ... This test is consistent: if P0 is not log-concave, then thepower converges to 1 as n. -
Research
www.statslab.cam.ac.uk/~rrw1/research.html20 Feb 2012: Research interests. Research interests. Communications networks:. Incentives for Large Peer-to-Peer Systems, C. Courcoubetis and R. R. Weber, IEEE Journal on Selected Areas in Communications (2006) 24, 1034-1049.> [J. Mundinger, R. R. Weber and G. -
Probab. Theory Relat. FieldsDOI 10.1007/s00440-012-0446-z Adaptive…
www.statslab.cam.ac.uk/~nickl/Site/__files/ptrf13.pdf3 Sep 2012: n = 1{Cn ̃(r,ρn) = }.The type-one errors of this test satisfy. ... uniformly in f ̃(r,ρn). We conclude that this test satisfies. lim supn. -
Mathematical modelling of the Internet
www.statslab.cam.ac.uk/~frank/mmi.html6 Sep 2012: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
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. -
PERCOLATION SINCE SAINT-FLOUR GEOFFREY R. GRIMMETT AND HARRY KESTEN…
www.statslab.cam.ac.uk/~grg/papers/stf.pdf2 Jul 2012: One test for coarse equivalence is whether or not ran-dom walk on the infinite cluster satisfies an invariance principle. -
An intelligent agent for optimizing QoS-for-money in priced ABR…
www.statslab.cam.ac.uk/~frank/PAPERS/iaabr.html25 Nov 2012: Our approach can be applied to more general cases of economic sharing of network resources, and offers new capabilities for resource management, while it is not specific to ABR. -
Optimization and Control
www.statslab.cam.ac.uk/~rrw1/oc/index2012.html13 Mar 2012: Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space -
On adaptive inference and confidence bands
www.statslab.cam.ac.uk/~nickl/Site/__files/AOS903.pdf10 Jan 2012: We control the error probabilities ofthis test. Using (2.5), Markov’s inequality, adaptivity of the band, (2.6) and notingrn(s) = o(ρ′n), we deduce. ... If ŝn < si0 , then the test (i) has rejected for some i < i0. -
gc001085 1..24
www.statslab.cam.ac.uk/~rjs57/2005GC001085.pdf10 Nov 2012: forcing. Recent modelling to test thishypothesis has failed to find support that thedelivery of moisture (through closure of the Pan-ama Isthmus) was a precondition for the obliquitytrigger [Klocker et al., ... IcelandPlume. Here we wish to test this -
paper.dvi
www.statslab.cam.ac.uk/~frank/mmi.pdf6 Sep 2012: References. M Beckmann CB McGuire and CB Winsten Studies in the Economics of Transportation Cowles Commission Monograph Yale University. ... P Key and L Massoulie User policies in a network implementingcongestion pricing Workshop on Internet Service -
Rates of contraction for posterior distributions in Lr-metrics, 1
www.statslab.cam.ac.uk/~nickl/Site/__files/AOS924.pdf6 Mar 2012: Using the small ball estimate from condi-tion (2), it suffices to construct tests (indicator functions) φn = φn(X1,. , ... Note. Lr AND UNIFORM CONSISTENCY OF BAYES ESTIMATES 2897. that φn is the (indicator of the) rejection region of a natural test -
Multi-armed Bandits and the Gittins Index Richard Weber Statistical…
www.statslab.cam.ac.uk/~rrw1/talks/msft_bandits_seminar.pdf7 Feb 2012: Achievable Performance Region Approach. • Many applications (economics, engineering,. ). What has Happened Since 1989? • ... Playing golf with N balls. Achievable Performance Region Approach. • Many applications (economics, engineering,. ). • -
notes.dvi
www.statslab.cam.ac.uk/~grg/papers/USstflour.pdf15 Aug 2012: PERCOLATION ANDDISORDERED SYSTEMS. Georey GRIMMETT. 2PREFACEThis course aims to be a (nearly) self-contained account of part of the mathematicaltheory of percolation and related topics. The rst nine chapters summarise rigorousresults in percolation -
The Bomber Problem Richard Weber† Adams Society of St ...
www.statslab.cam.ac.uk/~rrw1/talks/adams.pdf19 Jan 2012: In: Karreman H (ed) Stochastic Optimization and Control,Wiley, pp 173–209. Knapp KC, Olson LJ (1995) The economics of conjunctive groundwatermanagement with stochastic surface supplies. -
Optimization and Control Contents Table of Contents i Schedules ...
www.statslab.cam.ac.uk/~rrw1/oc/oc2012.pdf21 Mar 2012: However,even when an optimal solution is not required it can be useful to test one’s thinkingby following an optimization approach. -
notes.dvi
www.statslab.cam.ac.uk/~grg/papers/USrednotes.pdf15 Aug 2012: PERCOLATION ANDDISORDERED SYSTEMSGeorey GRIMMETT. 2PREFACEThis course aims to be a (nearly) self-contained account of part of the mathematicaltheory of percolation and related topics. The rst nine chapters summarise rigorousresults in percolation -
notes-reprint2012.dvi
www.statslab.cam.ac.uk/~grg/papers/notes-reprint2012.pdf15 Aug 2012: PERCOLATION AND. DISORDERED SYSTEMS. Geoffrey GRIMMETT. Percolation and Disordered Systems 143. PREFACE. This course aims to be a (nearly) self-contained account of part of the math-ematical theory of percolation and related topics. The first nine
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