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	Conditional Expectation Maximization
		Substituting this linear bound into the incremental conditional log-likelihood maintains a true lower bounding function Q (Equation 6).
		Computing this Q function forms the CE-step in the Conditional Expectation Maximization algorithm and it results in a simplified M-step.
		At this point, without loss of generality, we specifically attend to the case of a conditioned Gaussian mixture model and derive the corresponding M-Step calculations.
	vismod.media.mit.edu /tech-reports/TR-522/node3.html (209 words)

	Conditional expectation - Wikipedia, the free encyclopedia
		In probability theory, a conditional expectation is the expected value of a real random variable with respect to a conditional probability distribution.
		In the definition of conditional expectation that we provided above, the fact Y is a real random variable is irrelevant: Let U be a measurable space, that is a set equipped with a σ-algebra of subsets.
		Conditioning with respect to a σ-subalgebra N is linear on the space of integrable real random variables.
	en.wikipedia.org /wiki/Conditional_expectation (981 words)

	Expected value - Wikipedia, the free encyclopedia
		In probability theory (and especially gambling), the expected value (or mathematical expectation) of a random variable is the sum of the probability of each possible outcome of the experiment multiplied by its payoff ("value").
		This estimates the true expected value in an unbiased manner and has the property of minimizing the sum of the squares of the residuals (the sum of the squared differences between the observations and the estimate).
		In classical mechanics, the center of mass is an analogous concept to expectation.
	en.wikipedia.org /wiki/Expected_value (797 words)

	HTTP/1.1: Status Code Definitions (Site not responding. Last check: 2007-10-27)
		This condition is expected to be considered permanent.
		If the condition is temporary, the server SHOULD include a Retry- After header field to indicate that it is temporary and after what time the client MAY try again.
		The expectation given in an Expect request-header field (see section 14.20) could not be met by this server, or, if the server is a proxy, the server has unambiguous evidence that the request could not be met by the next-hop server.
	www.w3.org /Protocols/rfc2616/rfc2616-sec10.html (4317 words)

	EE126 Commentaries 6: Jean Walrand
		The conditional expectation tells us how to use the information in a random variable Y(w) to estimate another random variable X(w).
		There is another way to approach the conditional distribution: starting with the MMSE property as a definition.
		Conditional expectation provides a way to evaluate gambling systems.
	robotics.eecs.berkeley.edu /~wlr/126/w6b.htm (816 words)

	Expectations for Random Vectors
		The conditional expectations are just the expectations with respect to these distributions.
		This theorem indicates that when finding the expectation of a function of one of the random variables, you can integrate the joint density or the marginal density, both result in the same value.
		Which formula you use (conditional on Y or X in the inner expectation) depends on which marginal is readily available.
	www.ms.uky.edu /~viele/sta531f00/covar/covar.html (1130 words)

	autisme-economie (Site not responding. Last check: 2007-10-27)
		It seems that during the 1990s there was a ‘rational expectations revolution’, with a subsequent ‘change of paradigm’ in macroeconomics, which has been used to justify changes in economic policy (independence of Central Banks, state intervention reduced to a minimum, as having no effect since ‘rationally’ anticipated by economic agents).
		For the student, rational expectations, is a vague discourse illustrated by mysterious and incomprehensible mathematical abbreviations.
		This approach was christened rational expectations on the grounds that it would be rational for economic agents to form their expectations based upon their ‘model’ of the economy ” (p 462).
	mouv.eco.free.fr /english/tanticiprat(angl).htm (2101 words)

	Eli Lopian’s Blog (TypeMock) » Blog Archive » How to Stub with Conditional Expectations
		Conditional Expectations is quite a powerful tool, that allows expectations to act differently according to the arguments passed to the mocked method.
		These Methods are verified and must be called with the correct arguments for the test to pass.
		So if there is both a Conditional Invocation Expectation (4) and an Invocation Expectations (2), the Conditional Invocation Expectation (4) will be used.
	www.elilopian.com /2006/12/07/how-to-stub-with-conditional-expectations (276 words)

	Conditional Expectation and the Approximation of Labelled Markov Processes - Danos, Desharnais, Panangaden ... (Site not responding. Last check: 2007-10-27)
		Abstract: We develop a new notion of approximation of labelled Markov processes based on the use of conditional expectations.
		The key idea is to approximate a system by a coarse-graining of the state space and using averages of the transition probabilities.
		Conditional expectation and the approximation of labeled Markov processes.
	citeseer.lcs.mit.edu /danos03conditional.html (442 words)

	Conditional Distribution and Conditional Expectation (Site not responding. Last check: 2007-10-27)
		The conditional expectation of a random variable Y is the expected value of Y given [X=x], and is denoted: E[Y
		If the conditional probability density function is known, then the conditional expectation can be found using:
		The conditional expectation of Y given X=i is:
	www.utdallas.edu /~jjue/cs6352/probability/node3.html (145 words)

	MAIN CAMPUS: ODENSE UNIVERSITY (Site not responding. Last check: 2007-10-27)
		Let M be a von Neumann algebra, and E a conditional expectation on M. We consider the similarity and unitary orbits S(E) of E. Related to the expectation E we define its Weyl group, and study some of its properties.
		For every von Neumann algebra M and every expectation E, a covering space of the similarity orbit S(E) is constructed in terms of the connected component of 1 in the normalizer of E. Moreover, this covering space is the universal covering in any of the following cases:
		3) E is the conditional expectation onto the centralizer of a state.
	www.imada.sdu.dk /~lisbet/abstracts/opalgsem070699-argerami.html (226 words)

	Amazon.com: Conditional Monte Carlo : Gradient Estimation and Optimization Applications (The International Series in ... (Site not responding. Last check: 2007-10-27)
		Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation.
		In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied.
		Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.
	www.amazon.com /exec/obidos/ASIN/0792398734/sttserv (641 words)

	Learning: Conditional vs. Joint (Site not responding. Last check: 2007-10-27)
		Therefore, we instead propose an optimization framework and derive the CEM (Conditional Expectation Maximization) algorithm to resolve the problem.
		We discuss important differences between conditional density estimation and conditioned joint density estimation in practical machine learning systems and at a Bayesian level.
		Results are shown for conditional density estimation as well as nonlinear function optimization.
	www.cs.columbia.edu /~jebara/htmlpapers/ARL/node31.html (329 words)

	Conditional expectation -- Facts, Info, and Encyclopedia article (Site not responding. Last check: 2007-10-27)
		Conditional expectation -- Facts, Info, and Encyclopedia article
		discrete random variable (that is a random variable which with probability 1 takes on only a (Click link for more info and facts about countable) countable number of values), and with finite first moment, the expectation is explicitly given by the infinite
		One reason is that on the space of (Click link for more info and facts about square-integrable) square-integrable real random variables (in other words, real random variables with finite second moment) the mapping X → E(X
	www.absoluteastronomy.com /encyclopedia/c/co/conditional_expectation.htm (954 words)

	Conditional Expectation as Quantile Derivative - Tasche (ResearchIndex)
		Conditional Expectation as Quantile Derivative - Tasche (ResearchIndex)
		Tasche, D. (2000) Conditional expectation as quantile derivative.
		4 Some remarks on the value-at-risk and the conditional value-..
	citeseer.ist.psu.edu /tasche00conditional.html (496 words)

	BFS 2002 Abstracts: Sekine_Jun-141 (Site not responding. Last check: 2007-10-27)
		In a complete financial market model, in which the price processes of risky assets are described as diffusions with unobservable drifts, we treat the ``shortfall-risk'' minimization problem at the terminal date for a seller of a derivative security $F$.
		We adopt the worst conditional expectation of the shortfall as the measure of this risk, ensuring that the minimized risk satisfies some desirable properties as the dynamic measure of risk after Cvitanic and Karatzas (1999).
		The terminal value of the optimized portfolio is a binary functional, dependent on $F$ and $\widehat{Z}_T$, the projection of the Radon-Nikodym density of the minimal local martingale measure onto the available information for the hedger.
	www.ma.utexas.edu /Bachelier2002/abstracts/bfs2002_abstract-Sekine_Jun-141.html (160 words)

	2007-2008 Faculty of Arts and Science Calendar
		Topics include random variables, Venn diagrams, discrete probability distributions, expectation and variance, independence, conditional probability, the central limit theorem, applications to the analysis of algorithms and simulating systems such as queues.
		The topics covered include random variables, discrete and continuous probability distributions, expectation and variance, independence, conditional probability, normal, exponential, binomial, and Poisson distributions, the central limit theorem, sampling distributions, estimation and testing, applications to the analysis of algorithms, and simulating systems such as queues.
		Topics include probability distributions, expectation, continuous and discrete random variables and vectors, distribution functions.
	www.artsandscience.utoronto.ca /ofr/calendar/crs_sta.htm (1169 words)

	SSRN-Dynamic Minimization of Worst Conditional Expectation of Shortfall by Jun Sekine
		The terminal value of the optimized portfolio is a binary functional dependent on F and the Radon-Nikodym density of the equivalent local martingale measure.
		In particular, it is observed that there exists a positive number X* that is less than the replicating cost xF of F, and that the strategy minimizing the expectation of the shortfall is optimal if the hedger's capital is in the range [x*, xF].
		Sekine, Jun, "Dynamic Minimization of Worst Conditional Expectation of Shortfall".
	papers.ssrn.com /sol3/papers.cfm?abstract_id=591381 (197 words)

	DC MetaData for: On the conditional expectation $E(X\|X+W)$ in the case of independent random variables (Site not responding. Last check: 2007-10-27)
		DC MetaData for: On the conditional expectation $E(XX+W)$ in the case of independent random variables
		On the conditional expectation E(XX+W) in the case of independent random variables X,Y
		We prove that only in the case $W=0$ the conditional expectation $E(XX+W)$ coincides with $X+W$.
	www.math.fu-berlin.de /publ/preprints/1997/Ab-A-97-26.html (134 words)

	Conditional Expectation (Site not responding. Last check: 2007-10-27)
		it uses as the distribution the conditional distribution of X given Y=y and then we can compute conditional expectations and conditional variances.
		Remark in particular that whereas usually E[X] is a constant the conditional expectation is a function of y.
		This is actually useful for computing ordinary expectations through an auxiliary variable Y.
	ltc.cit.cornell.edu /courses/btry408/node106.html (114 words)

	Conditional Expectation
		Show that, in light of Exercise 2, the condition in Exercise 1 can be restated as follows: For any function
		, is a special case of the conditional expected value.
		The properties above for conditional expected value, of course, have special cases for conditional probability.
	www.ds.unifi.it /VL/VL_EN/expect/expect5.html (1040 words)

	Conditional expectation (Site not responding. Last check: 2007-10-27)
		[BT] : Sect 2.6 "Conditioning" : Item "Conditional expectation" (pp.
		and Sect 4.3 "More on conditional expectation and variance".
		Expectation of geometric and negative binomial (or Pascal) random variables.
	www.math.tau.ac.il /~tsirel/Courses/IntroProb/syl4b.html (190 words)

	S-WoPEc: Causality and Regime Inference in a Markov Switching VAR
		Noncausality in mean is based on Granger´s original concept for linear predictors by defining noncausality from the 1-step ahead forecast error variance for the conditional expectation.
		Noncausality in mean-variance concerns the conditional forecast error variance, while noncausality in distribution refers to the conditional distribution of the forecast errors.
		Necessary and sufficient parametric conditions for noncausality are presented for all hypotheses.
	swopec.hhs.se /rbnkwp/abs/rbnkwp0118.htm (231 words)

	EconPapers: Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order (Site not responding. Last check: 2007-10-27)
		Abstract: In the standard portfolio problem, a shift in the distribution of the risky asset is ``portfolio-dominated'' if it reduces the demand for the risky asset by all risk-averse agents, whatever the riskfree rate.
		We show that the condition obtained by Landsberger and Meilijson [1993] (while necessary) is not sufficient for portfolio dominance and we present the exact necessary and sufficient condition for portfolio dominance.
		It is shown that, if the comparative statics property holds for any concave utility functions that are piecewise linear with two kinks, it also holds for the set of all concave utility functions.
	netec.wustl.edu /WoPEc/data/Papers/wopriskar014.html (258 words)

	Intuitive on conditional expectation over sigma fields
		concept of conditional probability of a random variable over a sigma field.
		What seems to be happening is that the expectation over a sigma field D, is
		expectation with respect to a measure which is not
	www.groupsrv.com /science/ntopic9861.html (1954 words)

	Conditional expectation and prediction (Site not responding. Last check: 2007-10-27)
		, and is called the conditional expectation of
		Similarly, we can define the conditional expectation for a function
		By the definition of conditional expectation, it clearly follows that
	www.math.tntech.edu /machida/4480/booklet/booklet/node24.html (58 words)

	Konstantin G. Aslanidi / Notes on Quantitative Analysis in Finance
		Expressing risk neutral expectation through the intensity of the default time.
		Pricing of i-th-to-default contract under assumptions of conditional independence.
		Estimating the mean of a normal distribution with known variance.
	www.geocities.com /kaslanidi/notes.html (484 words)

	Variables in the Expectation Formula and the Two Envelope Problem (Site not responding. Last check: 2007-10-27)
		This paper introduces two constraints on the use of variables inside the expectation formula.
		The constraints are, roughly, (1) that the variable takes the same conditional expectation in each event in the partition, and (2) that the total expected value be a linear function of the variable for each event in the partition.
		Using Variables Within the Expectation Formula Or email me for a copy of this paper.
	www.faculty.ucr.edu /%7Eeschwitz/SchwitzAbs/TwoEnvelope.htm (123 words)

	Holder Equality for Conditional Expectations with Application to Linear Monotone Operators
		Holder Equality for Conditional Expectations with Application to Linear Monotone Operators
		Holder Equality for Conditional Expectations with Application to Linear Monotone Operators: Theory of Probability & Its Applications Vol.
		In a standard space $L_p=L_p(\Omega,{\mathfrak A},\bf{P})$, $1\le p < \infty$, for a given factor $f$ and a $\sigma$-algebra ${\mathfrak B}\subseteq{\mathfrak A}$, a certain criterion is derived for a conditional expectation $x(X)={\bf{E}}(Xf\mid{\mathfrak B})$ to represent a continuous linear operator over $X\in L_p$.
	epubs.siam.org /sam-bin/dbq/article/98018 (155 words)

	Chaotic Modeling in Network Spinal Analysis: Nonlinear Canonical Correlation with Alternating Conditional Expectation ... (Site not responding. Last check: 2007-10-27)
		Stephan Bohacek BIO and Edmund Jonckheere BIO, Ph.D. Abstract - This paper presents a preliminary non-linear mathematical analysis of surface electromyographic (sEMG) signals from a subject receiving Network Spinal Analysis (NSA).The unfiltered sEMG data was collected over a bandwidth of 10-500 Hz and stored on a PC compatible computer.
		The latter, nonlinear CCA, is coupled to specific implementation referred to as Alternating Conditional Expectation (ACE).
		Preliminary findings obtained by comparing canonical correlation coefficients (CCC’s) indicate that the ACE nonlinear functions of the sEMG waveform data lead to a smaller expected prediction error than if linear functions are used.
	www.jvsr.com /abstracts/2498-0022_chaotic.htm (399 words)

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