Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books

2014 ◽  
Vol 43 (2) ◽  
pp. 167-191 ◽  
Author(s):  
Annalisa Di Clemente
2013 ◽  
Vol 25 (2) ◽  
pp. 418-449 ◽  
Author(s):  
Matthew T. Harrison

Controlling for multiple hypothesis tests using standard spike resampling techniques often requires prohibitive amounts of computation. Importance sampling techniques can be used to accelerate the computation. The general theory is presented, along with specific examples for testing differences across conditions using permutation tests and for testing pairwise synchrony and precise lagged-correlation between many simultaneously recorded spike trains using interval jitter.


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