72 citations · 112 across the 2 of their papers we have counts for
4 papers · 1 filter
The Repeated Solicitation Model
R. W. R. Darling
This paper presents a probabilistic analysis of what we call the "repeated solicitation model". To give a specific context, suppose B is a direct marketing company with a list of S…
Geometrically Intrinsic Nonlinear Recursive Filters II: Foundations
R. W. R. Darling
This paper contains the technical foundations from stochastic differential geometry for the construction of geometrically intrinsic nonlinear recursive filters. A diffusion X on a…
Geometrically Intrinsic Nonlinear Recursive Filters I: Algorithms
R. W. R. Darling
The Geometrically Intrinsic Nonlinear Recursive Filter, or GI Filter, is designed to estimate an arbitrary continuous-time Markov diffusion process X subject to nonlinear discrete-…
Intrinsic Location Parameter of a Diffusion Process
R. W. R. Darling
For nonlinear functions f of a random vector Y, E[f(Y)] and f(E[Y]) usually differ. Consequently the mathematical expectation of Y is not intrinsic: when we change coordinate syste…