L***s
发帖数: 1148 | 1
I used to compile and install ATLAS,
and I was aware of two kinds of optimization:
1. Matrix/vector multiplication is done at the block-level,
as opposed to element-wise. So it has to be knowledgeable
on your memory hierarchy, e.g., speed and sizes of your
register, L1/L2/L3 caches, main memory, etc.
ATLAS picks the best preset parameters accordingly.
2. ATLAS performs local search on the best preset parameters,
conducts actual performance profiling, and picks the best set
of empirical paramet... 阅读全帖 |
|
l**********1
发帖数: 5204 | 2 Continue:
Cell cycle/Budding new mechanisms cutting edge approaching:
//adsabs.harvard.edu/abs/2010arXiv1011.2435B
Beersma, D. G. M.; Broer, H. W.; Efstathiou, K.; Gargar, K. A.; Hoveijn, I.
Pacer cell response to periodic Zeitgebers (2011)
Physica D: Nonlinear Phenomena, Volume 240, Issue 19, p. 1516-
cited:
>(5) asymmetry in the observed period
and the phase delay and phase advance components of phase
response curves. Aside from these, we also now have a set
of four directly observable paramet... 阅读全帖 |
|
l**********1
发帖数: 5204 | 3 Continue:
Cell cycle/Budding new mechanisms cutting edge approaching:
//adsabs.harvard.edu/abs/2010arXiv1011.2435B
Beersma, D. G. M.; Broer, H. W.; Efstathiou, K.; Gargar, K. A.; Hoveijn, I.
Pacer cell response to periodic Zeitgebers (2011)
Physica D: Nonlinear Phenomena, Volume 240, Issue 19, p. 1516-
cited:
>(5) asymmetry in the observed period
and the phase delay and phase advance components of phase
response curves. Aside from these, we also now have a set
of four directly observable paramet... 阅读全帖 |
|
K****n
发帖数: 5970 | 4 请问有没有现成的教材把maximum likelihood的导数求出来的? 我想对一下,网上居然
google不出来... 我不太放心matlab里的glm方程之类的,那个training的时候震荡比较
大.
另外如果对probit方程的参数设一个gaussian prior,然后求bayesian的
P(data)=Integrate(P(data|parameter)*P(parameter),over parameter)
好像这里用probit方程作P(data|parameter),用Gaussian作P(parameter),在optimize
bayeisan likelihood的时候比较好算?不知道有没有人已经算过?又google不出来...
谢谢! |
|
T*******I
发帖数: 5138 | 5 显然，LZ问的是关于用样本进行统计计算时如何设定一个非random的回归系数问题。我
们都知道，对于一般的统计问题而言，总体的parameters是不可知的，这才有了要用样
本statistics去估计parameters的统计理论和算法。如果一个人说他已知了parameters
，那还用得着去做什么statistical survey么？
我不是一个bayesian， 但我认为即使从frequentist's的角度看，parameters也是
随机的，因为总体一般而言是无限的，其parameters是在动态中随机变化的。
我明确地反对bayesianism，因为这个流派是以假定一个priori为方法论前提的，而实
际上在一个连续概率空间里，我们没有任何可能性来假定一个priori probability，因
为任何一个假定的priori probability的概率本身在无穷多个假定中都等于0。这应该
是一个再简单不过的数学道理。
which should be the first course to statistics.
a Bayesian view point it can |
|
s********1
发帖数: 54 | 6 ______________________________________________________________________
In terms of the variance structure
______________________________________________________________________
Normal structure depend on each individual,Spatial structure depends on the
distances between two points and compound, etc.
______________________________________________________________________
In terms of the likelihood:
______________________________________________________________________
The PL method is based on Wol... 阅读全帖 |
|
e*******n
发帖数: 872 | 7 原题见
http://www.mitbbs.com/article_t/DataSciences/10029.html
专门开一个贴，尝试逐题解答。本人菜鸟，求大牛指导
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
1. Given a coin you don’t know it’s fair or unfair. Throw it 6 times and
get 1 tail and 5 head. Determine whether it’s fair or not. What’s your
confidence value?
我的答案是：
H0: the coin is fair
Ha: the coin is unfair
X is the number of heads
Rejection region: |X - 3| > 2, i.e., X = 0,1,5,or 6
significance level alpha:
alpha = P(reject H0 | H0 i... 阅读全帖 |
|
c*******a
发帖数: 1879 | 8 Grammar
atom ::=
identifier | literal | enclosure
enclosure ::=
parenth_form | list_display
| generator_expression | dict_display
| string_conversion | yield_atom
literal ::=
stringliteral | integer | longinteger
| floatnumber | imagnumber
stringliteral ::=
stringliteralpiece
| stringliteral stringliteralpiece
parenth_form ::=
"(" [expression_list] ")"
list_display ::=
... 阅读全帖 |
|
g********d
发帖数: 4174 | 9 Jump to…Top of pageAbstractIntroductionMaterials and
methodsResultsDiscussionConclusionAcknowledgementsReferences
Introduction
Top of page
Abstract
Introduction
Materials and methods
Results
Discussion
Conclusion
Acknowledgements
References
The National Blood Services of the UK have, since the early 1980s, asked men
who have ever had sex with men (MSM) to not donate blood. At first, this
action was motivated by the aim of preventing transmission by transfusion of
the infectious agent associated ... 阅读全帖 |
|
l****z
发帖数: 29846 | 10 The odds of life existing on another planet grow ever longer. Intelligent
design, anyone?
By
Eric Metaxas
Dec. 25, 2014 4:56 p.m. ET
In 1966 Time magazine ran a cover story asking: Is God Dead? Many have
accepted the cultural narrative that he’s obsolete—that as science
progresses, there is less need for a “God” to explain the universe. Yet it
turns out that the rumors of God’s death were premature. More amazing is
that the relatively recent case for his existence comes from a surprising
place—s... 阅读全帖 |
|
发帖数: 1 | 11 【 以下文字转载自 ME 讨论区 】
发信人: beats (beats), 信区: ME
标 题: Harvard professor John W. Hutchinson is accused of plagiarism
发信站: BBS 未名空间站 (Mon Sep 12 16:12:16 2016, 美东)
from: Liang Xue
to: John Hutchinson
cc: Tomasz Wierzbicki
date: Mon, Aug 11, 2014 at 12:12 PM
subject: Re: No winners--follow-up
Dear John,
Thank you for your email. I had a difficult time to understand the
message you want sent. My guess is that the central message you would like
to emphasize is that you can develop the sa... 阅读全帖 |
|
r******t
发帖数: 8967 | 12 【 以下文字转载自 EE 讨论区 】
发信人: yuverson221 (), 信区: EE
标 题: 跪求前辈内推Semiconductor Process Engineer，entry level的工作
关键字: 半导体，工作
发信站: BBS 未名空间站 (Fri Jan 20 16:56:26 2017, 美东)
小弟是刚毕业的硕士学生。在实验室主要是做Graphene solar cell的，有两年的实验
室经验，已经thesis答辩完，马上准备发paper。最近找工作找的快崩溃了，求相关的
公司的前辈，帮忙内推。
贴上我的工作经历。
• At UIC, my thesis research focus is to develop transfer-free
graphene-on-silicon heterojunction solar cells and plasmonics enhancement of
photo-conversion efficiency and received 1.5% PCE
• Tested and op... 阅读全帖 |
|
c**********e
发帖数: 2007 | 13 C++ Q 103: stream manipulators
Multiple choices
Which options are true of stream manipulators?
a. To use manipulators, you need only to include iostream.h as a header in
your C++ program
b. To use manipulators, you need only to include iomanip.h in your program
c. Stream manipulators are special functions which can be included in an I/O
expression
d. endl is a stream manipulator
Answer: b, c, d
C++ Q 104: object reference
Multiple choices
Which of the following statements are correct?
a. When pa... 阅读全帖 |
|
|
t***q
发帖数: 418 | 15 有谁懂 php 的？问个问题。
下面一段程序，print 那个 $formattedresponse 的时候，总是说amazon_access_key
没有 configure之类的, 类似的另外一个程序，写法类似，print $formattedresponse
的时候，就有结果。
还有，我不太懂php 里, variable 是怎么定义的， 定义了$amazon_access_key 后，
我试图在之后print, 但都说该变量没有define. 为什么？ 我如果在之前，刚定义好了
的那里print, 仿佛问题更大。为什么？怎么把一开始设定的variable 打印出来呢？
这些 amazon keys 的 configure 到底哪里出错了？
多谢!
接触php 不多，觉得这个语言有点神.
ini_set('memory_limit', '10000M');
class GatherData extends Command
{
private $rtKey = 'xxxxxxx';
private $amazon;
private $amazon_acces... 阅读全帖 |
|
p****1
发帖数: 275 | 16 My answer:
Problems with the above codes:
1. We do not have to have the sql string everywhere, it can be simplified to
be put in just 1 place.
2. This code is not using parameters properly thus allowing for SQL
injection attacks.
My below solution would solve the above 2 problems. In my industry
experience, I did not have experience to put SQL parameters into dba.
ExecuteSQL, so, I convert to SqlCommand.
public int UpdateTradeACKNAKDB(List _lANT, string
strFileNameReceived, string strD... 阅读全帖 |
|
|
|
t***q
发帖数: 418 | 19 有谁懂 php 的？问个问题。
下面一段程序，print 那个 $formattedresponse 的时候，总是说amazon_access_key
没有 configure之类的, 类似的另外一个程序，写法类似，print $formattedresponse
的时候，就有结果。
还有，我不太懂php 里, variable 是怎么定义的， 定义了$amazon_access_key 后，
我试图在之后print, 但都说该变量没有define. 为什么？ 我如果在之前，刚定义好了
的那里print, 仿佛问题更大。为什么？怎么把一开始设定的variable 打印出来呢？
这些 amazon keys 的 configure 到底哪里出错了？
多谢!
接触php 不多，觉得这个语言有点神.
ini_set('memory_limit', '10000M');
class GatherData extends Command
{
private $rtKey = 'xxxxxx';
private $amazon;
private $amazon_access... 阅读全帖 |
|
t***q
发帖数: 418 | 20 有谁懂 php 的？问个问题。
下面一段程序，print 那个 $formattedresponse 的时候，总是说amazon_access_key
没有 configure之类的, 类似的另外一个程序，写法类似，print $formattedresponse
的时候，就有结果。
还有，我不太懂php 里, variable 是怎么定义的， 定义了$amazon_access_key 后，
我试图在之后print, 但都说该变量没有define. 为什么？ 我如果在之前，刚定义好了
的那里print, 仿佛问题更大。为什么？怎么把一开始设定的variable 打印出来呢？
这些 amazon keys 的 configure 到底哪里出错了？
多谢!
接触php 不多，觉得这个语言有点神.
ini_set('memory_limit', '10000M');
class GatherData extends Command
{
private $rtKey = 'xxxxxx';
private $amazon;
private $amazon_access... 阅读全帖 |
|
b********r
发帖数: 2242 | 21 28分钟是parameter，你要是不同意他的parameter，那他的结论自然也不用看了
发信人: toothyao (toothyao), 信区: Basketball
标 题: Re: Clutch拉大旗向小林开炮了
发信站: BBS 未名空间站 (Tue Jan 21 17:17:01 2014, 美东)
clutch数据的parameter是相对固定的。先发火化胡子jones帕森斯四个，第五个是林还
是贝。你要是不同意他的parameter，那他的结论自然也不用看了。
Dwight |
|
G***a
发帖数: 27294 | 22 ☆─────────────────────────────────────☆
Ivraie (vicia) 于 (Fri Mar 2 03:53:31 2012, 美东) 提到:
今晚参加韩国LG公司'ISA KNOX'系列新产品TE'RVINA在LA的发布会，据说TE'RVINA是首
批应用human placenta用作cosmetics的产品（以前只用animal placenta，比如羊胎素
）。
使用人体胎盘as the raw material for cosmetics是不合乎法律的，所以LG公司
extract only the superior skin regenerating substances from the effective
ingredients of the human placenta utilizing the patent technology and human
placentas of CHA Medical Center (一间人体胎盘研究很强的医学中心）。
简言之，LG公司用一种专利技术成功从人体胎盘中提炼对人类皮肤有re... 阅读全帖 |
|
f*****Q
发帖数: 1912 | 23 整了个类似ObjectiveC学习笔记的东西，发上来大伙看看有兴趣不。
修改了一点，增加了NSAutoreleasePool的内容。
增加了NSString内容。
===========俺系分隔线==================
本文假设读者有基本的C编程能力，如果有C++或者Java的背景会更容易理解但是不是必须。
ObjectiveC基本语法
消息
在objectiveC中，向一个对象发送一个消息的语法为
[ obj method:parameter];
类似的功能在C++中写作
obj->method(parameter);
在java中写作
obj.method(parameter);
在smalltalk中写作
obj method:parameter
显而易见objectiveC和smalltalk的语法基本是相同的。
当有两个或者两个以上的参数时，通常试用以的语法
[ obj method:parameter1 WithSecondParameter:parameter2];
定义一个类的代码放在一个.h文件中，下面是一个例子。
//macdevexample1.h |
|
B*****g
发帖数: 34098 | 24 I guess so.
Just can not believe missing parameters and there is no error.
But if the 2 parameters in original code include out parameters, code should
get the expected results even not set them to out parameters.
confused. |
|
o****i
发帖数: 1706 | 25 【 以下文字转载自 Programming 讨论区 】
发信人: ouyadi (可乐会捂帮帮众), 信区: Programming
标 题: Java代码，老是compile出错，大家帮我看看哪错了。。。
发信站: BBS 未名空间站 (Wed Apr 27 16:58:23 2011, 美东)
我在git上push到学校的服务器后编译老是不通过，错误如下，麻烦大家帮我查下原因
，谢谢啦！
javac -classpath /usr/share/junit/lib/junit.jar -d classes -sourcepath .
Iterator.java List.java TestUpTree.java UpTree.java
UpTree.java:34: type Iterator does not take parameters
public class NIterator implements Iterator{
^
UpTree.java:104: type Iterator does not take parameters
pub... 阅读全帖 |
|
b******d
发帖数: 794 | 26 看官方天书的意思，好像是constructor被继承了。。。
An anonymous class cannot have an explicitly declared constructor. Instead,
a Java compiler must automatically provide an anonymous constructor for the
anonymous class. The form of the anonymous constructor of an anonymous class
C with direct superclass S is as follows:
If S is not an inner class, or if S is a local class that occurs in a st
atic context, then the anonymous constructor has one formal parameter for ea
ch actual argument to the class instance cre... 阅读全帖 |
|
p***o
发帖数: 1252 | 27
有点。
没看明白，你说啥？是不是这个:
14.1.2
There is no semantic difference between class and typename in
a template parameter. typename followed by an unqualified-id
names a template type parameter. typename followed by a
qualified name denotes the type in a non-type parameter
declaration. A storage class shall not be specified in a
template parameter declaration. |
|
h*******s
发帖数: 11 | 28 EB is the kind type parameter.
If EB is not defined in that program unit (program, module, subroutine, or
function), it will be defined in one of the modules that you "use" in
that program unit.
Given either of these definitions:
integer,parameter::eb=selected_real_kind(6,37)
integer,parameter::eb=kind(0.0e0)
then
real(eb)::a
a=2.0_eb/3.0_eb
gives the single-precision result of dividing 2.0 by 3.0.
If instead eb is defined as either of the following:
integer,parameter::eb=selected_real_kind(15,3 |
|
t****t
发帖数: 6806 | 29 if you explicitly use va_list to call, you declare a parameter with va_list
type.
"..." is used to accept indefinite number of parameters, while "va_list"
only accept one parameter. they are totally different. the connection is,
you use type va_list to enumerate (indefinite number of) parameters in "..."
, since "..." doesn't have a name.
i see you do not have a clear understanding of c language. i am afraid it's
almost impossible to port a libc in 1 month given that... |
|
o****i
发帖数: 1706 | 30 我在git上push到学校的服务器后编译老是不通过，错误如下，麻烦大家帮我查下原因
，谢谢啦！
javac -classpath /usr/share/junit/lib/junit.jar -d classes -sourcepath .
Iterator.java List.java TestUpTree.java UpTree.java
UpTree.java:34: type Iterator does not take parameters
public class NIterator implements Iterator{
^
UpTree.java:104: type Iterator does not take parameters
public class SetIterator implements Iterator{
^
TestUpTree.java:51: type Iterator does not take parameters
Iterator it = up.m... 阅读全帖 |
|
z****e
发帖数: 54598 | 31 这几个应该是warning，如果你定义了E这个类的话
如果你没有定义class E{...}那么把E换成任意一个实体类
Iterator.java List.java TestUpTree.java UpTree.java
UpTree.java:34: type Iterator does not take parameters
public class NIterator implements Iterator{
^
UpTree.java:104: type Iterator does not take parameters
public class SetIterator implements Iterator{
^
TestUpTree.java:51: type Iterator does not take parameters
Iterator it = up.mkIterator();
^
TestUpTree.java:67: type Iterator does not tak... 阅读全帖 |
|
c**********e
发帖数: 2007 | 32 【 以下文字转载自 JobHunting 讨论区 】
发信人: careerchange (Stupid), 信区: JobHunting
标 题: C++ Q 103-105
发信站: BBS 未名空间站 (Fri Oct 28 23:15:10 2011, 美东)
C++ Q 103: stream manipulators
Multiple choices
Which options are true of stream manipulators?
a. To use manipulators, you need only to include iostream.h as a header in
your C++ program
b. To use manipulators, you need only to include iomanip.h in your program
c. Stream manipulators are special functions which can be included in an I/O
expression
d. endl is a s... 阅读全帖 |
|
c*******9
发帖数: 6411 | 33 I tried the following java code on MAC, I am able to compile and run, there
is no error message, but the acrobat does not launch the pdf file. I try the
get the exit value for the process, it is 213.
Any ideas why the acrobat does not launch, how to make it work?
thanks..
Runtime runtime = Runtime.getRuntime();
String[] parameters = new String[2];
parameters[0] = "/Applications/Adobe Acrobat 9 Pro/Adobe Acrobat Pro.app/
Contents/MacOs/AdobeAcrobat";
parameters[1] = "/home/test.pdf";
launchedProc... 阅读全帖 |
|
p***o
发帖数: 1252 | 34
Try to put it as parameters first. If you find many member functions
are using this parameter later, then you know it should be changed
to a member. On the other hand, if one group of member functions
utilize this data while the other group don't, consider refactoring
your class into two.
来读
A popular way is to have a singleton to hold all configuration data, e.g. as
key/value pairs, and everyone else query it for parameters by name. Those
data,
as you mentioned before, could be read from a fil... 阅读全帖 |
|
S**I
发帖数: 15689 | 35 littlebirds' answer is relevant but not 100% correct. To be exact, the
second parameter of overloaded operator << is a reference to str type, which
requires it to be a l-value. s1 + s2, or (s1 + s2) (parentheses or not doesn
't matter here), is a r-value, so compiler cannot find a match for std::cout
<< s1 + s2. If you change the parameter type to const reference to str, a r
-value is acceptable and std::cout << s1 + s2 works fine.
In fact, if you change the second parameter to pass by value (st... 阅读全帖 |
|
m***h
发帖数: 77 | 36 一个比较简单直接的办法，主要用数据库。
你要多多少少山寨个configurable的rule repo，让后围绕它做文章。
1， rule
可能在开始的时候business会提供你一些简单的rule to start,以后会增加更复杂的
rule,turn on/off, 或者改参数。
假设business想给第二天生日的用户发封生日快乐邮件，可以用这么个rule table
rule_id: 123
rule_trigger:MORNING_BATCH
rule_name:one_day_befor_user_birthday
rule_sql: select user_id, first_name, last_name, email from user where user.
birth_day = system_date + [DAY_BEFORE_BIRTH_DAY]
parameters: DAY_BEFORE_BIRTH_DAY=1
email_template:202
active:true
另外一个table存email_template
template_id： 20... 阅读全帖 |
|
b***i
发帖数: 3043 | 37 有一组数，定义好了
class Parameters {
int AAA = 1;
int BBB = 2;
int CCC = 3;
}
假设函数为
doit(Parameters par){
GlobalVariable[AAA]=55;
GlobalVariable[BBB]=66;
}
所以我只要doit(new Parameters)即可。现在，我要把新的一组数值传入doit
class ParametersToo {
int AAA = 3;
int BBB = 2;
int CCC = 1;
}
怎么办呢？我写的Java是
class ParametersToo extends Parameters {
int AAA = 3;
int BBB = 2;
int CCC = 1;
}
结果调试的时候，发现即使是把ParametersToo传入doit，里面看到的数值还是原来那
组。我其实想用的是类似虚函数的变量。这个有没有呢？ |
|
t***q
发帖数: 418 | 38 有谁懂 php 的？问个问题。
下面一段程序，print 那个 $formattedresponse 的时候，总是说amazon_access_key
没有 configure之类的, 类似的另外一个程序，写法类似，print $formattedresponse
的时候，就有结果。
还有，我不太懂php 里, variable 是怎么定义的， 定义了$amazon_access_key 后，
我试图在之后print, 但都说该变量没有define. 为什么？ 我如果在之前，刚定义好了
的那里print, 仿佛问题更大。为什么？怎么把一开始设定的variable 打印出来呢？
这些 amazon keys 的 configure 到底哪里出错了？
多谢!
接触php 不多，觉得这个语言有点神.
ini_set('memory_limit', '10000M');
class GatherData extends Command
{
private $rtKey = 'xxxxxx';
private $amazon;
private $amazon_access... 阅读全帖 |
|
j*****h
发帖数: 6 | 39 大家好！我第一次来这里。还不太找得到方向。有一个问题想要帮
一 个朋友请问大家
不知道贴在这里有没有人可以帮我解答一下？先谢过了！
-----------------------------------------------------------
- ------------
The script, "rename", is called with 2 or 3 parameters. It
changes all files
with a given extension to another extension (only changes
the extension). The
first parameter is the extension that will be changed, the
second parameter is
the new extension; they are both specified without a dot.
If the third
parameter, the path to a directory, is not |
|
h*******s
发帖数: 11 | 40 In Fortran, "parameters" must be resolvable at compile time, and most
compilers will only retain the literal value of the constant and throw
away the symbol. If you know C, then the Fortran declaration
integer n; parameter(n=512)
is effectively the same as
#define N 512
in C, where the token "N" is lost after the macro is expanded.
If you want to be able to access the value of a parameter by a
symbolic name, try
integer n; parameter(n=512)
integer n_gdb=n
and then query n_gdb in the debugger fo |
|
发帖数: 1 | 41 小弟是刚毕业的硕士学生。在实验室主要是做Graphene solar cell的，有两年的实验
室经验，已经thesis答辩完，马上准备发paper。最近找工作找的快崩溃了，求相关的
公司的前辈，帮忙内推。
贴上我的工作经历。
• At UIC, my thesis research focus is to develop transfer-free
graphene-on-silicon heterojunction solar cells and plasmonics enhancement of
photo-conversion efficiency and received 1.5% PCE
• Tested and optimized critical parameters to solve graphene
quality problem via Raman, XPS, FESEM
• Monitored the parameters (pressure, temperature, precursor gas
flow ... 阅读全帖 |
|
H***F
发帖数: 2501 | 42 刷题
小弟是刚毕业的硕士学生。在实验室主要是做Graphene solar cell的，有两年的实验
室经验，已经thesis答辩完，马上准备发paper。最近找工作找的快崩溃了，求相关的
公司的前辈，帮忙内推。
贴上我的工作经历。
• At UIC, my thesis research focus is to develop transfer-free
graphene-on-silicon heterojunction solar cells and plasmonics enhancement of
photo-conversion efficiency and received 1.5% PCE
• Tested and optimized critical parameters to solve graphene
quality problem via Raman, XPS, FESEM
• Monitored the parameters (pressure, temperature, precursor gas
f... 阅读全帖 |
|
f******8
发帖数: 150 | 43 Under the supervision of VP, Chief Technical Officer, create and validate
large-signal non-linear models for range of RF power transistors. Initially,
models will be GaN but may eventually include LDMOS. The candidate must be
self-motivated and able to work independently with minimal supervision. The
candidate must be able to demonstrate a proven track-record in the
successful development of non-linear models for RF power transistors (
ideally GaN) with good agreement between modeled and measur... 阅读全帖 |
|
发帖数: 1 | 44 from: Liang Xue
to: John Hutchinson
cc: Tomasz Wierzbicki
date: Mon, Aug 11, 2014 at 12:12 PM
subject: Re: No winners--follow-up
Dear John,
Thank you for your email. I had a difficult time to understand the
message you want sent. My guess is that the central message you would like
to emphasize is that you can develop the same model once you understood that
ductile fracture is indeed J3 dependent. Possibly. I
believe many people have the necessary knowledge to do so on their
own. H... 阅读全帖 |
|
s******e
发帖数: 1751 | 45 which carr paper are you referring to here?
have you thought about a few points:
1. if u caliberate different tenor and yield different parameters, what does
it mean?
2. can you observe realized and compare w/ implied parameters you
caliberated? and
3. is each parameter seperately tradable, or they are just intermingled? is
the market really complete? e.g. that vol-of-vol parameter in heston, for a long time, was not cleanly tradable. |
|
k*******i
发帖数: 82 | 46 好吧，我来科普一下吧。 First of all , this is a short rate term structure
model. If you only observe a time series of the short rate r_t, then you can
use MLE or GMM to estimate the model parameters easily because it is an
affine model whose CCF has closed form solution. Now the issue is, you don't
observe the short rate, but the treasury rates only. In principal, the
treasury
rates with different maturities are the functions of the short rate and the
model parameters. Therefore you need to do the followin... 阅读全帖 |
|
L*******t
发帖数: 2385 | 47 一个model如果假设是constant parameter但是parameters时时刻刻都在变化，那么这
个model就fail了。。
关于changing parameters的问题，我在前面几个帖子里回答了，因为模型假设不合理
，所以parameter才会变化。
option pricing model追求的最高境界就是一个model specification，该是常数的就
永远不变，该是stochastic的就在模型中假设，能捕捉时变分布(Time varying
distribution)，等等特性，并且完美的fit panel data，路漫漫啊。。。 |
|
c*****i
发帖数: 51 | 48 hehe, Bayesian说完了,我也来废话两句
put in another way,
a Bayesian econometrician takes parameters to be a random quantity.
That is , from the point of view of the analyst, the parameter is UNKNOWN
and we will consequently treat it as a random quantity.
however, Frequentist analysis treat the parameter as a CONSTANT. they
really care about the point estimator right?
Baysian analysis seeks to estimate an entire probability distribution,
called a Posterior distribution, for the unknown parameter.
However, F |
|
b*******n
发帖数: 605 | 49 比如说我有一个categorical data, and the assumption is: cell counts have
Poisson distributions. 用的是log-linear model. Sometimes we can get formulas
of MLE for parameters in the log-linear model. But sometimes we can't. In SAS,
the MLE can be calculated numerically. (The formulas are to get parameter
estimates from the categorical cell counts, let's call them functions of cell
counts for parameters). Here is my question:
In Birch's Theorem, one of the conditions is: parameters should be able to be
written |
|
c****e
发帖数: 2127 | 50 I want to use this function to do nonlinear fitting. But I don't know how to
pass parameters. For instance, I have 5 parameters in my fitting function,
but I only want to fit for 3 parameters while inputing 2 other parameters
from other reliable source.
Is anyone familiar with this? Thanks a lot! |
|
