Search Results - subject:"Path sampling"

Flötteröd, Gunnar; Bierlaire, Michel - In: Transportation Research Part B: Methodological 48 (2013) C, pp. 53-66

We consider the previously unsolved problem of sampling paths according to a given distribution from a general network. The problem is difficult because of the combinatorial number of alternatives, which prohibits a complete enumeration of all paths and hence also forbids to compute the...

Persistent link: https://www.econbiz.de/10011065531

An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models

Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational Economics 37 (2011) 3, pp. 237-248

Persistent link: https://www.econbiz.de/10008925915

Bayesian analysis of the factor model with finance applications

Lee, Sik-Yum; Poon, Wai-Yin; Song, Xin-Yuan - In: Quantitative Finance 7 (2007) 3, pp. 343-356

recently developed tools in statistical computing, such as the Gibbs sampler and path sampling, methods for obtaining the …

Persistent link: https://www.econbiz.de/10005495735

A Unified Maximum Likelihood Approach for Analyzing Structural Equation Models With Missing Nonstandard Data

Lee, Sik-Yum; Song, Xin-Yuan - In: Sociological Methods & Research 35 (2007) 3, pp. 352-381

describe a generic Monte Carlo expectation-maximization algorithm for estimation. They propose path sampling for computing the …

Persistent link: https://www.econbiz.de/10010789631

Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data

Lee, Sik-Yum - In: Psychometrika 71 (2006) 3, pp. 541-564

Persistent link: https://www.econbiz.de/10005603225

Maximum Likelihood Methods in Treating Outliers and Symmetrically Heavy-Tailed Distributions for Nonlinear Structural Equation Models with Missing Data

Lee, Sik-Yum; Xia, Ye-Mao - In: Psychometrika 71 (2006) 3, pp. 565-585

Persistent link: https://www.econbiz.de/10005156214

Investigating rare events by transition interface sampling

Moroni, Daniele; Erp, Titus S. van; Bolhuis, Peter G. - In: Physica A: Statistical Mechanics and its Applications 340 (2004) 1, pp. 395-401

We briefly review simulation schemes for the investigation of rare transitions and resume the recently introduced transition interface sampling, a method in which the computation of rate constants is recast into the computation of fluxes through interfaces dividing the reactant and product state.

Persistent link: https://www.econbiz.de/10010871620

Model comparison of nonlinear structural equation models with fixed covariates

Lee, Sik-Yum; Song, Xin-Yuan - In: Psychometrika 68 (2003) 1, pp. 27-47

Persistent link: https://www.econbiz.de/10005757852