Breadcrumb
Statistics group reports 2002
02:02 - Convergent multiple-timescales reinforcement learning algorithms in normal form games.
Leslie, D.S. and Collins, E.J.
02:04 - Forecasting non-stationary time series by wavelet process modelling.
Fryzlewicz, P., Van Bellegem, S. and von Sachs, R.
02:06 - Observability and the eigenstructure of multivariate canonical dynamic linear models.
Triantafyllopoulos, K.
02:07 - Improving the acceptance rate of reversible jump MCMC proposals.
Al-Awadhi, F., Hurn, M. and Jennison, C.
02:09 - First passage time and level crossing probabilities for linear processes.
Basak, G.K. and Ho, K.W.
02:10 - Statistical image analysis for a confocal microscopy 2D section of cartilage growth.
Al-Awadhi, F., Jennison, C. and Hurn, M.
02:11 - Moments and cumulants of the multivariate real and complex Gaussian distributions.
Triantafyllopoulos, K.
02:12 - Weak probability modelling with application to dynamic models.
Triantafyllopoulos, K. and Harrison, P.J.
02:13 - Population-level reinforcement learning resulting in smooth best response dynamics.
Leslie, D.S. and Collins, E.J.
02:15 - Finding needles and hay in haystacks: Risk bounds for empirical Bayes estimates of possibly sparse sequences.
Johnstone, I.M. and Silverman, B.W.
02:16 - EbayesThresh: R and S-PLUS software for Empirical Bayes thresholding.
Johnstone, I.M. and Silverman, B.W.
The EBayesThresh web page contains software to implement the methods in this report and reports 02:15 and 02:17.
02:19 - Stability of stochastic approximation under verifiable conditions.
Andrieu, C., Moulines, E. and Priouret, P.
02:20 - On the ergodicity properties of some adaptive Monte Carlo algorithms.
Andrieu, C. and Moulines, E.
