搜索结果: 16-24 共查到“管理学 Bayesian inference”相关记录24条 . 查询时间(0.361 秒)
Bayesian Inference of a Linear Segmented Regression Model
Bayesian Inference a Linear Segmented Regression Model
2009/9/17
Bayesian Inference of a Linear Segmented Regression Model。
A Bayesian Inference for the Extended Skew-Normal Measurement Error Model
Bayesian Inference Skew-Normal Measurement Error Model
2009/9/17
A Bayesian Inference for the Extended Skew-Normal Measurement Error Model。
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution
Bayesian Inference the Skewness Parameter Skew-Normal Distribution
2009/9/17
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution。
Bayesian inference with rescaled Gaussian process priors
Rate of convergence Bayesian inference nonparametric density estimation nonparametric regression classification
2009/9/16
We use rescaled Gaussian processes as prior models for functional parameters in nonparametric statistical models. We show how the rate of contraction of the posterior distributions depends on the scal...
On adaptive Bayesian inference
Adaptation rate of convergence posterior distribution density function log spline density
2009/9/16
We study the rate of Bayesian consistency for hierarchical priors consisting of prior weights on a model index set and a prior on a density model for each choice of model index. Ghosal, Lember and Van...
Exact Non-Parametric Bayesian Inference on Infinite Trees
Bayesian density estimation exact linear time algorithm non-parametric inference adaptive infinite tree Polya tree
2010/3/19
Given i.i.d. data from an unknown distribution, we consider the problem
of predicting future items. An adaptive way to estimate the probability density
is to recursively subdivide the domain to an a...
Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
Bayesian model selection B-splines fat tail leverage effect Markov chain Monte Carlo
2009/3/6
Stochastic volatility (SV) models provide useful tools to describe the evolution of asset returns, which exhibit time-varying volatility. This paper extends a basic SV model to capture a leverage effe...
Bayesian inference of a negative quantity from positive measurement results
Bayesian inference negative quantity positive measurement results
2010/3/18
In this paper the Bayesian analysis is applied to assign a probability
density to the value of a quantity having a definite sign. This analysis is logically
consistent with the results, positive or ...
Bayesian Inference for Linear Dynamic Models with Dirichlet Process Mixtures
Bayesian nonparametrics Dirichlet Process Mixture Markov Chain Monte Carlo Rao-Blackwellization Particle filter
2010/4/26
Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian statespace models. We address here the case where the noise probability density functions are of unknown functi...