Joshua C. C. Chan

According to our database, Joshua C. C. Chan authored at least 9 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints.

Abhishek K. Umrawal, Joshua C. C. Chan

CoRR, 2021

2016

Fast computation of the deviance information criterion for latent variable models.

Joshua C. C. Chan, Angelia L. Grant

Comput. Stat. Data Anal., 2016

2014

Modelling breaks and clusters in the steady states of macroeconomic variables.

Joshua C. C. Chan, Gary Koop

Comput. Stat. Data Anal., 2014

2012

Improved cross-entropy method for estimation.

Joshua C. C. Chan, Dirk P. Kroese

Stat. Comput., 2012

2011

Rare-event probability estimation with conditional Monte Carlo.

Joshua C. C. Chan, Dirk P. Kroese

Ann. Oper. Res., 2011

Fitting mixture importance sampling distributions via improved cross-entropy.

Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Efficient estimation of large portfolio loss probabilities in t-copula models.

Joshua C. C. Chan, Dirk P. Kroese

Eur. J. Oper. Res., 2010

2009

Efficient simulation and integrated likelihood estimation in state space models.

Joshua C. C. Chan, Ivan Jeliazkov

Int. J. Math. Model. Numer. Optimisation, 2009

2008

Randomized methods for solving the Winner Determination Problem in combinatorial auctions.

Joshua C. C. Chan, Dirk P. Kroese

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008