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Technical Reports
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Abbreviations Used
AFO Air Force Office of Scientific Research ● ARO Army Research Office ● BIO Stanford HRP Biostatistics Division ● FHA Federal Highway Administration ● GEN General Department Series ● LCS Stanford Laboratory for Computational Statistics ● NIH National Institutes of Health ● NSF National Science Foundation ● NSA National Security Agency ● ONR Office of Naval Research ● PHS Public Health Service ● SIMS SIAM Institute for Mathematics and Society
Report # (Alternate #)
Title and Author(s)
Date
2009-10
Maximum Likelihood Covariance Estimation with a Condition Number Constraint
J.H. Won, J. Lim, S.J. Kim, B. Rajaratnam
Aug 2009
2009-09
Consistency of Markov Chain Quasi-Monte Carlo on Continuous State Spaces
S. Chen, J. Dick, A.B. Owen
Jul 2009
2009-08
Mean-Variance Portfolio Optimization When Means and Covariances are Unknown
T.L. Lai, H. Xing, Z. Chen
May 2009
2009-07
Empirical Stationary Correlations for Semi-Supervised Learning on Graphs
Y. Xu, J.S. Dyer, A.B. Owen
May 2009
2009-05
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
T.L. Lai, H. Xing
Apr 2009
2009-03
A Bayesian Approach to Sequential Surveillance in Exponential Families
T.L. Lai, T. Liu, H. Xing
Feb 2009
2009-02
A Sequential Monte Carlo Approach to Computing Tail Probabilities in Stochastic Models
H.P. Chan, T.L. Lai
Feb 2009
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