Development Anja Møller Rasmussen
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چکیده
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منابع مشابه
Jesper Møller and Jakob G . Rasmussen
This article concerns a simulation algorithm for unmarked and marked Hawkes processes. The algorithm suffers from edge effects but is much faster than the perfect simulation algorithm introduced in our previous work [12]. We derive various useful measures for the error committed when using the algorithm, and we discuss various empirical results for the algorithm compared with perfect simulations.
متن کاملJesper Møller and Jacob G . Rasmussen : Perfect Simulation of Hawkes Processes
This article concerns a perfect simulation algorithm for unmarked and marked Hawkes processes. The usual straightforward simulation algorithm suffers from edge effects, whereas our perfect simulation algorithm does not. By viewing Hawkes processes as Poisson cluster processes and using their branching and conditional independence structure, useful approximations of the distribution function for...
متن کاملApproximate Simulation of Hawkes Processes
This article concerns a simulation algorithm for unmarked and marked Hawkes processes. The algorithm suffers from edge effects but is much faster than the perfect simulation algorithm introduced in our previous work [12]. We derive various useful measures for the error committed when using the algorithm, and we discuss various empirical results for the algorithm compared with perfect simulations.
متن کاملLower versus Higher Hemoglobin Threshold for Transfusion in Septic Shock
Lars B. Holst, M.D., Nicolai Haase, M.D., Ph.D., Jørn Wetterslev, M.D., Ph.D., Jan Wernerman, M.D., Ph.D., Anne B. Guttormsen, M.D., Ph.D., Sari Karlsson, M.D., Ph.D., Pär I. Johansson, M.D., Ph.D., Anders Åneman, M.D., Ph.D., Marianne L. Vang, M.D., Robert Winding, M.D., Lars Nebrich, M.D., Helle L. Nibro, M.D., Ph.D., Bodil S. Rasmussen, M.D., Ph.D., Johnny R.M. Lauridsen, M.D., Jane S. Niels...
متن کاملPerfect Simulation of Hawkes Processes
This article concerns a perfect simulation algorithm for unmarked and marked Hawkes processes. The usual straightforward simulation algorithm suffers from edge effects, whereas our perfect simulation algorithm does not. By viewing Hawkes processes as Poisson cluster processes and using their branching and conditional independence structure, useful approximations of the distribution function for...
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تاریخ انتشار 2001