Shane P. Pederson
JPMorgan Chase
20 Papers
281 Citations
Shane P. Pederson is an academic researcher from JPMorgan Chase. The author has contributed to research in topics: Monte Carlo method & Hybrid Monte Carlo. The author has an hindex of 10, co-authored 20 publications. Previous affiliations of Shane P. Pederson include LECG Corporation & Los Alamos National Laboratory.
Chat about Author
Papers
Probabilistic Networks and Expert Systems
TL;DR: This book is intended as a main text for a managerial-oriented course on quality, and covers a wide range of managerial topics in 624 pages, six sections of 24 chapters.
286
On Robustness in the Logistic Regression Model
TL;DR: In this paper, the authors investigate robustness in the logistic regression model and show that there are other versions of robust-resistant estimates which have bias often approximately the same as and sometimes even less than the traditional logistic estimate; these estimates belong to the Mallows class.
198
A tree survival model with application to species of the Great Lakes region
TL;DR: The survival model presented relates survival to tree size and vigor with sufficient flexibility to portray the particular survival behavior of each species, and is well established for the range of conditions underlying the test data.
132
Patent
Method and system for enhancing credit line management, price management and other discretionary levels setting for financial accounts
Margaret S. Trench,Shane P. Pederson,Tak Wing (Edward) Lau,Lizhi Ma,Hui Wang,Suresh K. Nair +5 more
- 21 May 2003
TL;DR: In this article, a Markov Decision Process (MDP) methodology is used to generate a simplified transition matrix representative of the potential state transitions for account holders and a data structure is constructed to implement a transition matrix computationally in different sizes.
102
Estimating model discrepancy
TL;DR: In this article, an estimator is developed for the case in which data are grouped, based on Pearson's Pearson's divergence, which is defined as the discrepancy between an actual and an assumed statistical model.
63