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Journal Articles
- 2016
[j6]Joshua C. C. Chan
, Angelia L. Grant:
Fast computation of the deviance information criterion for latent variable models. Comput. Stat. Data Anal. 100: 847-859 (2016)- 2014
- [j5]Joshua C. C. Chan, Gary Koop:
Modelling breaks and clusters in the steady states of macroeconomic variables. Comput. Stat. Data Anal. 76: 186-193 (2014) - 2012
- [j4]Joshua C. C. Chan, Dirk P. Kroese:
Improved cross-entropy method for estimation. Stat. Comput. 22(5): 1031-1040 (2012) - 2011
- [j3]Joshua C. C. Chan, Dirk P. Kroese:
Rare-event probability estimation with conditional Monte Carlo. Ann. Oper. Res. 189(1): 43-61 (2011) - 2010
- [j2]Joshua C. C. Chan, Dirk P. Kroese:
Efficient estimation of large portfolio loss probabilities in t-copula models. Eur. J. Oper. Res. 205(2): 361-367 (2010) - 2009
- [j1]Joshua C. C. Chan, Ivan Jeliazkov:
Efficient simulation and integrated likelihood estimation in state space models. Int. J. Math. Model. Numer. Optimisation 1(1/2): 101-120 (2009)
Conference and Workshop Papers
- 2011
- [c2]Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese:
Fitting mixture importance sampling distributions via improved cross-entropy. WSC 2011: 422-428 - 2008
- [c1]Joshua C. C. Chan, Dirk P. Kroese:
Randomized methods for solving the Winner Determination Problem in combinatorial auctions. WSC 2008: 1344-1349
Informal and Other Publications
- 2021
- [i1]Abhishek K. Umrawal, Joshua C. C. Chan:
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. CoRR abs/2110.12149 (2021)
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