Joshua C. C. Chan

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 2

Top Topics

Latent Variable Models

Information Criterion

Top Venues

Comput. Stat. Data Anal.

Publications

Abhishek K. Umrawal, Joshua C. C. Chan
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. CoRR (2021)
Joshua C. C. Chan, Angelia L. Grant
Fast computation of the deviance information criterion for latent variable models. Comput. Stat. Data Anal. 100 (2016)
Joshua C. C. Chan, Gary Koop
Modelling breaks and clusters in the steady states of macroeconomic variables. Comput. Stat. Data Anal. 76 (2014)
Joshua C. C. Chan, Dirk P. Kroese
Improved cross-entropy method for estimation. Stat. Comput. 22 (5) (2012)
Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese
Fitting mixture importance sampling distributions via improved cross-entropy. WSC (2011)
Joshua C. C. Chan, Dirk P. Kroese
Rare-event probability estimation with conditional Monte Carlo. Ann. Oper. Res. 189 (1) (2011)
Joshua C. C. Chan, Dirk P. Kroese
Efficient estimation of large portfolio loss probabilities in t-copula models. Eur. J. Oper. Res. 205 (2) (2010)
Joshua C. C. Chan, Ivan Jeliazkov
Efficient simulation and integrated likelihood estimation in state space models. Int. J. Math. Model. Numer. Optimisation 1 (1/2) (2009)
Joshua C. C. Chan, Dirk P. Kroese
Randomized methods for solving the Winner Determination Problem in combinatorial auctions. WSC (2008)