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2002 Fulkerson Lectures: background notes
www.statslab.cam.ac.uk/~frank/TALKS/fulkerson.html5 Dec 2004: The question is currently of considerable technological importance for communication networks, while in various other forms it has a long history in the fields of physics and economics. ... It provides a concrete, measurable example of an economic -
Optimization and Control
www.statslab.cam.ac.uk/~rrw1/oc/index2014.html9 Oct 2014: 15.5 Example: monopolist. 15.6 Example: neoclassical economic growth. 15.7 Problems with terminal conditions. ... 15.8 Neoclassical economic growth. 16 Controlled Diffusion Processes. 16.1 The dynamic programming equation. -
Mathematics and Financial Markets
www.statslab.cam.ac.uk/~frank/TALKS/mfm.html17 Jul 2016: Royal Society, 2009. [2] Measuring the Economic Benefits of Mathematical Science Research in the UK,. -
Network routing
www.statslab.cam.ac.uk/~frank/CP/CPREAD/nr.html14 May 1996: flow patterns as extremal values, and Nagurney [26] provides a recent review of competitive equilibrium problems including general traffic network models and related models of economic markets. ... NYT 25 December 1990, p.38. [28] Pigou, A.C. The -
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. -
Home Articles Slides Images CV Jason P. Miller University ...
www.statslab.cam.ac.uk/~jpm205/cv.html24 Feb 2023: Stanford University (September 2006 - June 2011) PhD in Mathematics. University of Michigan, Ann Arbor (2002-2006) Bachelors in Mathematics, Computer Science, and Economics (highest distinction, summa cum laude, GPA -
Mathematical modelling of the Internet
www.statslab.cam.ac.uk/~frank/TALKS/mi.html30 Aug 2002: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
Internet congestion control
www.statslab.cam.ac.uk/~frank/TALKS/icc.html13 Apr 2002: It provides a concrete, measurable example of an economic tatonnement process, with TCP's congestion avoidance algorithms playing the role of a Walrasian auctioneer' searching for market clearing allocations. -
Network routing
www.statslab.cam.ac.uk/~frank/PAPERS/nr.html8 Jun 2011: of physics and economics. -
Richard Weber's Publications
www.statslab.cam.ac.uk/~rrw1/publications/papers.html8 Nov 2013: In Second Workshop on the Economics of Peer-to-Peer Systems, Harvard University, 2004. ... C. Courcoubetis and R. R. Weber, Economic issues in shared infrastructures, IEEE/ACM Transactions on Networking, 20: 594-608, 2012. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4611 Jul 2024: doi: 10.1016/j.ejvs.2011.05.009). Probabilistic sensitivity analysis in health economics. G Baio, AP Dawid. – ... 914. (doi: 10.1198/jasa.2011.tm11321). Economic Issues in Shared Infrastructures. C Courcoubetis, R Weber. – -
BETS: The dangers of selection bias in early analyses ...
www.statslab.cam.ac.uk/~qz280/talk/ido-2021/slides.pdf3 Jun 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4911 Jul 2024: Journal of Statistical Software. (2011). 41,. 1. (doi: 10.18637/jss.v041.i06). Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: A systematic review and economic evaluation. ... RH Wang, JAD Aston, CD Fuh. – Computational -
Challenges of road pricing
www.statslab.cam.ac.uk/~frank/TALKS/mathsintransport.html11 Sep 2005: Review of Network Economics 3 (2004) 323-346. E.T. Verhoef and K.A. ... Small. Journal of Transport Economics and Policy 38 (2004) 127-156. -
Network dimensioning in a packet switched environment
www.statslab.cam.ac.uk/~frank/PAPERS/dhk.html15 Feb 2010: the new economics of service provision. -
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 -
A study of simple charging schemes for broadband networks
www.statslab.cam.ac.uk/~rrw1/abstracts/c00c.html20 Sep 2011: To achieve economic efficiency, it is necessary that usage-based charging schemes capture the relative amount of resources used by connections. -
paper.dvi
www.statslab.cam.ac.uk/~frank/evol.pdf4 Apr 2008: then the system as awhole operates efficiently; here efficiency is defined in the economic sense thatthe share of resources allocated to each user and the overall level of resourceutilization are such -
MATHEMATICAL TRIPOS: PART II Lent Term 2016 OPTIMIZATION AND ...
www.statslab.cam.ac.uk/~rrw1/oc/exsheetoc.pdf28 Feb 2016: 10. In the neoclassical economic growth model, x is the existing capital per worker and u is consump-tion of capital per worker. -
oheads.dvi
www.statslab.cam.ac.uk/~rrw1/stats/oheads.pdf18 Jan 2007: Economics 240 63 26 512 112 22. Engineering 164 52 32 972 252 26. -
AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…
www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf18 Feb 2015: Journal of Financial Economics 76, 271-292. [7] Çinlar, E. (2011) Probability and Stochastics. ... Economics. Letters 23, 157-161.[14] Vives, X. (1993) How fast do rational agents learn? -
Data Mashing
www.statslab.cam.ac.uk/~frank/TALKS/data_mashing_RS.pdf27 Jul 2006: the legal, social, economic and political issues- service delivery, efficiency. -
Network models in banking 1. How do banks benefit ...
www.statslab.cam.ac.uk/~rrw1/talks/weber-wharton-seminar.pdf1 Jul 2009: Lesson: try to reduce prevalence of common neighbours. ‘triangles are bad’. -
A More General Pandora’s Rule Richard Weber, University of ...
www.statslab.cam.ac.uk/~rrw1/talks/LSEseminar13113.pdf14 Nov 2013: 5/57 ,. Varian’s problem: ‘economics and search’. Hal Varian (1999) put Weitzman’s problem like this:. ... If time for two books, show Lonely Planet. 6/57 ,. Varian’s problem: ‘economics and search’. -
Charging and rate control for elastic traffic ∗ Frank ...
www.statslab.cam.ac.uk/~frank/elastic.pdf25 Nov 2008: In economic terms,equilibrium is achieved when demand (ms) equals supply, or price timesquantity (λsxs); and further, in this case, aggregate utility is maximized. -
TRANSPORT NETWORKS AND THEIR USE: HOW REALCAN MODELLING GET? ...
www.statslab.cam.ac.uk/~frank/TALKS/allsop_rs.pdf21 Sep 2007: It is a means ofovercoming physical separation for the purpose of economic, social cultural and personal activity. ... Utrecht: VSP. [18] Watling D and M L Hazelton (2003) The dynamics and equilibria of day-to-day assignment models.Networks and Spatial -
PARALLEL SHIFTS OF AT-THE-MONEY IMPLIEDVOLATILITY MICHAEL R.…
www.statslab.cam.ac.uk/~mike/papers/ATM-IV.pdf21 Dec 2009: The lesson is that naive modellingof the implied volatility term structure — for instance, assuming thatit moves only by parallel shifts — may introduce arbitrage. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4811 Jul 2024: Annals of Statistics. (2011). 39,. 702. (doi: 10.1214/10-AOS853). Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: a systematic review and economic evaluation. ... 21,. 240. (doi: 10.1214/10-AAP693). Etanercept, infliximab -
Talks
www.statslab.cam.ac.uk/~frank/TALKS/4 Jul 2024: MITACS meeting on Network and Internet Economics, Vancouver, May 2011. EURANDOM, Netherlands, April 2011. ... The Human Dimension of Risk, Cambridge, December 2010. Economic perspectives on congestion (abstracts). -
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. -
A Novel Approach to Spatially Indexed Functional Data AnalysisLuke ...
www.statslab.cam.ac.uk/~lab85/resources/RSS%20Poster%20-%20LA%20Barratt%20and%20JAD%20Aston.pdf31 Aug 2023: The spatial observation of functional data is also common in manyother fields, including meteorology, economics, neuroscience and ecology. -
Observations on the Bomber Problem Richard Weber† Third International …
www.statslab.cam.ac.uk/~rrw1/talks/Stanford_bomber_seminar.pdf8 Jun 2011: 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. -
3954
www.statslab.cam.ac.uk/~rrw1/research/BP1r.pdf24 Nov 2003: http://www.siam.org/journals/sirev/44-1/39542.html†Columbia University, New York, NY 10027 (egc@ee.columbia.edu).‡Department of Computer Science, Athens University of Economics and Business, Athens, -
SHARP THRESHOLDS FOR THE RANDOM-CLUSTER AND ISING MODELS BENJAMIN ...
www.statslab.cam.ac.uk/~grg/papers/boxUS.pdf9 Feb 2010: SHARP THRESHOLDS FOR THE. RANDOM-CLUSTER AND ISING MODELS. BENJAMIN GRAHAM AND GEOFFREY GRIMMETT. Abstract. A sharp-threshold theorem is proved for box-crossing proba-bilities on the square lattice. The models in question are the random-clustermodel -
t.dvi
www.statslab.cam.ac.uk/~rrw1/timeseries/t.pdf21 Sep 2005: Time series. data occur naturally in many application areas. • economics - e.g., monthly data for unemployment, hospital admissions, etc.• finance - e.g., daily exchange rate, a share price, etc.• environmental - -
9. Lecture 10. Tests of homogeneity, and connections toconfidence ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs.pdf20 Feb 2017: Women MenApplied Accepted % Applied Accepted %. Computer Science 26 7 27% 228 58 25%Economics 240 63 26% 512 112 22%Engineering 164 52 32% 972 252 26%. -
Mathematics of Operational Research Contents Table of Contents i ...
www.statslab.cam.ac.uk/~rrw1/mor/morweber.pdf15 Mar 2016: Also, λ. (b) 0. In light of Theorem 2.5, Lagrange multipliers are also known as shadow prices, dueto an economic interpretation of the problem to. ... to φ(b)/bi. In this context, complementaryslackness corresponds to the basic economic principle that -
C:JMNSC*-1MNSC0455.DVI
www.statslab.cam.ac.uk/~frank/PAPERS/aks_final.pdf2 Jul 2007: a review of the basic economic theory of con-gestion pricing, see MacKie-Mason and Varian 1995.)One natural approach involves the owner of the linkbeing paid based on the number -
9. Lecture 10. Tests of homogeneity, and connections toconfidence ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs-4.pdf20 Feb 2017: Women MenApplied Accepted % Applied Accepted %. Computer Science 26 7 27% 228 58 25%Economics 240 63 26% 512 112 22%Engineering 164 52 32% 972 252 26%. -
BETS: The dangers of selection bias in early analyses ...
www.statslab.cam.ac.uk/~qz280/talk/osu-2020/slides.pdf3 Jun 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model. -
Causal Inference: An Introduction Qingyuan Zhao Statistical…
www.statslab.cam.ac.uk/~qz280/talk/ssrmp-2020/slides.pdf3 Jun 2024: Economics, education, psychology, and other social sciences;. Artificial intelligence and computer science;. ... Examples in social sciences. 1 Economics: How does supply and demand (causally) depend on price? -
ABR pricing experiments in a real network
www.statslab.cam.ac.uk/~rrw1/abstracts/c97b.html20 Sep 2011: Considering aggregate user benefit, welfare economics suggests pricing schemes. -
Optimization and Control
www.statslab.cam.ac.uk/~rrw1/oc/index2013.html15 Sep 2014: 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 ... 15.7 Neoclassical economic growth. 16 -
Additional notes
www.statslab.cam.ac.uk/~rrw1/opt1998/more.html25 Apr 1997: and social sciences (where the desire to optimize in business and economics is obvious). -
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. -
Acknowledgements
www.statslab.cam.ac.uk/~frank/TALKS/RoySoc99/tsld002.htm15 Dec 1999: Microsoft Research: Paul Barham, Peter Key, Koenraad Laevens, Derek McAuley. Economics: Robin Mason. -
IB Optimisation: Lecture 4
www.statslab.cam.ac.uk/~mike/optimisation/lecture4.pdf30 Apr 2020: Economic interpretation of supporting hyperplaneSuppose that a market for raw material sprung into existence.The shadow price λj of the j-th raw material should be the highestprice such that the ... Lagrangian necessityShadow prices. The dual -
Review of elements of methodology for HS2 business case ...
www.statslab.cam.ac.uk/~frank/PAPERS/Review_dft.pdf5 Oct 2015: I greatly welcome the inclusion in the Economic Case for HS2 (October 2013) of distributions of. ... linear between (Q0,T0) and (Q1,T1). Otherwise, as explained in Section 8.3 of the Economic Case for. -
Small Data, Big Time—A retrospect of the first weeks of COVID-19
www.statslab.cam.ac.uk/~qz280/publication/covid-19-retrospect/paper.pdf3 Jun 2024: Finally, some lessons for statisticiansare discussed.Keywords: Infectious disease modeling; Selection bias; COVID-19; Model diagnostics. ... 4 Discussion and lessons learned. This article has reviewed some of the most consequential outbreak analyses -
Discussion of Random Projection Ensemble Classificationby Timothy I.…
www.statslab.cam.ac.uk/~rds37/papers/CHEN_SHAH.pdf2 Jan 2020: Samworth. Yining ChenLondon School of Economics and Political Science, London, U.K.
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