Cover Image

Quasi-likelihood-based EM algorithm for regime-switching SDE

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cheng, Yuzhong, Masuda, Hiroki
Format:	Preprint
Published:	2024
Subjects:	Computation
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quasi-likelihood inference for SDE with mixed-effects observed at high frequency
by: Delattre, Maud, et al.
Published: (2025)

Statistical inference for ergodic diffusion with Markovian switching
by: Cheng, Yuzhong, et al.
Published: (2024)

LAD estimation of locally stable SDE
by: Kulyk, Oleksii M., et al.
Published: (2026)

Quasi-Likelihood Analysis for Student-Lévy Regression
by: Masuda, Hiroki, et al.
Published: (2023)

Robustified Gaussian quasi-likelihood inference for volatility
by: Eguchi, Shoichi, et al.
Published: (2025)

Gaussian quasi-likelihood analysis for non-Gaussian linear mixed-effects model with system noise
by: Imamura, Takumi, et al.
Published: (2024)

On higher order moments and recurrence of an SDE with switching
by: Veretennikov, Alexander
Published: (2022)

The Blessing of Randomness: SDE Beats ODE in General Diffusion-based Image Editing
by: Nie, Shen, et al.
Published: (2023)

Efficient smoothness selection for nonparametric Markov-switching models via quasi restricted maximum likelihood
by: Koslik, Jan-Ole
Published: (2024)

MixGRPO: Unlocking Flow-based GRPO Efficiency with Mixed ODE-SDE
by: Li, Junzhe, et al.
Published: (2025)

Student t-Lévy regression model in YUIMA
by: Masuda, Hiroki, et al.
Published: (2024)

Penalized Quasi-likelihood for High-dimensional Longitudinal Data via Within-cluster Resampling
by: Ma, Yue, et al.
Published: (2025)

A label-switching algorithm for fast core-periphery identification
by: Yanchenko, Eric, et al.
Published: (2025)

Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference
by: Nishikawa, Hiromasa, et al.
Published: (2025)

Continuous-time reinforcement learning for optimal switching over multiple regimes
by: Huang, Yijie, et al.
Published: (2025)

Transient regime of piecewise deterministic Monte Carlo algorithms
by: Agrawal, Sanket, et al.
Published: (2025)

Consistent asset modelling with random coefficients and switches between regimes
by: Wolf, Felix L., et al.
Published: (2024)

DeFT: Mitigating Data Dependencies for Flexible Communication Scheduling in Distributed Training
by: Meng, Lin, et al.
Published: (2025)

Feasible pairwise pseudo-likelihood inference on spatial regressions in irregular lattice grids: the KD-T PL algorithm
by: Arbia, Giuseppe, et al.
Published: (2024)

Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions
by: Amar, Eya Ben, et al.
Published: (2025)

An approximate Itô-SDE based simulated annealing algorithm for multivariate design optimization problems
by: Batou, A.
Published: (2019)

SyncSDE: A Probabilistic Framework for Diffusion Synchronization
by: Lee, Hyunjun, et al.
Published: (2025)

MaRS: A Fast Sampler for Mean Reverting Diffusion based on ODE and SDE Solvers
by: Li, Ao, et al.
Published: (2025)

Clustering-based aggregate value regression
by: Hirose, Kei, et al.
Published: (2025)

Primal‐dual active set algorithm for valuating American options under regime switching
by: Haiming Song, et al.
Published: (2024)

QueryAgent: A Reliable and Efficient Reasoning Framework with Environmental Feedback-based Self-Correction
by: Huang, Xiang, et al.
Published: (2024)

Elucidating the solution space of extended reverse-time SDE for diffusion models
by: Cui, Qinpeng, et al.
Published: (2023)

A review of Monte Carlo-based versions of the EM algorithm
by: Ruth, William
Published: (2024)

Auditing Work: Exploring the New York City algorithmic bias audit regime
by: Groves, Lara, et al.
Published: (2024)

Scalable likelihood-based estimation and variable selection for the Cox model with incomplete covariates
by: Kwok, Ngok Sang, et al.
Published: (2024)

Taming Knowledge Conflicts in Language Models
by: Li, Gaotang, et al.
Published: (2025)

On estimation of skewed stable linear regression
by: Kawamo, Eitaro, et al.
Published: (2024)

Asymptotic inference for skewed stable Ornstein-Uhlenbeck process
by: Kawamo, Eitaro, et al.
Published: (2026)

Robustified Gaussian quasi-BIC for volatility
by: Eguchi, Shoichi, et al.
Published: (2026)

Efficient estimation of stable Levy process with symmetric jumps
by: Brouste, Alexandre, et al.
Published: (2018)

Semantic Density Effect (SDE): Maximizing Information Per Token Improves LLM Accuracy
by: Ahmed, Amr
Published: (2026)

Sampling from mixture distributions based on regime-switching diffusions
by: Tretyakov, M. V.
Published: (2024)

Empirical risk minimization algorithm for multiclass classification of S.D.E. paths
by: Denis, Christophe, et al.
Published: (2025)

An efficient likelihood-free Bayesian inference method based on sequential neural posterior estimation
by: Xiong, Yifei, et al.
Published: (2023)

Pooling information in likelihood-free inference
by: Frazier, David T., et al.
Published: (2022)