A Monte Carlo permutation procedure for testing variance components in generalized linear regression models.
Yahia S. El-HorbatyPublished in: Comput. Stat. (2024)
Keyphrases
- monte carlo
- linear regression models
- variance reduction
- monte carlo simulation
- markov chain
- monte carlo methods
- least squares
- importance sampling
- regression analysis
- particle filter
- probabilistic inference
- linear regression model
- monte carlo tree search
- adaptive sampling
- point processes
- optical flow
- quasi monte carlo
- markovian decision