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Markov Chain Monte Carlo Based on Deterministic Transformations
Geostatistics High dimension Inverse transfromation Jacobian
2011/7/6
In this article we propose a novel MCMC method based on deterministic transformations T : X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to ou...
A Markov Chain approach to determine the optimal performance period and bad definition for credit scorecard
Markov Chain approach optimal performance period bad definition credit scorecard
2011/7/6
Performance period determination and bad definition for credit scorecard has been a mix of fortune for the typical data modeler.