3 citations · 5 across the 12 of their papers we have counts for
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Parameter Estimation for the Mixed Fractional Merton Jump Diffusion Model with EM Algorithm
Chidiogo Joy Agboeke, Hamidreza Maleki Almani, Dario Gasbarra +2
This paper proposes an Expectation--Maximization algorithm with Metropolis--Hastings sampling for parameter estimation in a Mixed Fractional Merton Jump Diffusion model. The model…
Is control of type I error rate needed in Bayesian clinical trial designs?
Elja Arjas, Dario Gasbarra
Practical employment of Bayesian trial designs is still rare. Even if accepted in principle, the regulators have commonly required that such designs be calibrated according to an u…
Adaptive treatment allocation and selection in multi-arm clinical trials: a Bayesian perspective
Elja Arjas, Dario Gasbarra
Clinical trials are an instrument for making informed decisions based on evidence from well-designed experiments. Here we consider adaptive designs mainly from the perspective of m…
Eigenvalues of random matrices with isotropic Gaussian noise and the design of Diffusion Tensor Imaging experiments
Dario Gasbarra, Sinisa Pajevic, Peter J. Basser
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and…