Joshua C. C. Chan

According to our database1, Joshua C. C. Chan authored at least 8 papers between 2008 and 2016.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2016
Fast computation of the deviance information criterion for latent variable models.
Computational Statistics & Data Analysis, 2016

2014
Modelling breaks and clusters in the steady states of macroeconomic variables.
Computational Statistics & Data Analysis, 2014

2012
Improved cross-entropy method for estimation.
Statistics and Computing, 2012

2011
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

2010
Efficient estimation of large portfolio loss probabilities in t-copula models.
European Journal of Operational Research, 2010

2009
Efficient simulation and integrated likelihood estimation in state space models.
IJMNO, 2009

2008
Randomized methods for solving the Winner Determination Problem in combinatorial auctions.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008


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