Joshua C. C. Chan
According to our database1, Joshua C. C. Chan authored at least 8 papers between 2008 and 2016.
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Fast computation of the deviance information criterion for latent variable models.
Computational Statistics & Data Analysis, 2016
Modelling breaks and clusters in the steady states of macroeconomic variables.
Computational Statistics & Data Analysis, 2014
Improved cross-entropy method for estimation.
Statistics and Computing, 2012
Rare-event probability estimation with conditional Monte Carlo.
Annals OR, 2011
Fitting mixture importance sampling distributions via improved cross-entropy.
Proceedings of the Winter Simulation Conference 2011, 2011
Efficient estimation of large portfolio loss probabilities in t-copula models.
European Journal of Operational Research, 2010
Efficient simulation and integrated likelihood estimation in state space models.
Randomized methods for solving the Winner Determination Problem in combinatorial auctions.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008