Results 1 to 10 of about 165,261 (262)

Bayesian estimates of linkage disequilibrium [PDF]

open access: yesBMC Genetics, 2007
The maximum likelihood estimator of D'--a standard measure of linkage disequilibrium--is biased toward disequilibrium, and the bias is particularly evident in small samples and rare haplotypes.This paper proposes a Bayesian estimation of D' to address this problem.
Sebastiani, Paola, Abad-Grau, María M.
openaire   +5 more sources

Default priors for density estimation with mixture models [PDF]

open access: yes, 2010
The infinite mixture of normals model has become a popular method for density estimation problems. This paper proposes an alternative hierarchical model that leads to hyperparameters that can be interpreted as the location, scale and smoothness of the ...
Griffin, Jim E.
core   +1 more source

A Bayesian “Sandwich” for Variance Estimation

open access: yesStatistical Science
11 pages, 2 ...
Li, Kendrick, Rice, Kenneth
openaire   +3 more sources

Nonparametric Bayesian Volatility Estimation [PDF]

open access: yesSSRN Electronic Journal, 2018
Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility with piecewise constant realisations on bins forming a partition of the time interval. The values on the bins are
Gugushvili, S.   +3 more
openaire   +4 more sources

Bayesian curve estimation by model averaging [PDF]

open access: yes, 2003
A bayesian approach is used to estimate a nonparametric regression model. The main features of the procedure are, first, the functional form of the curve is approximated by a mixture of local polynomials by Bayesian Model Averaging (BMA); second, the ...
Peña, Daniel, Redondas, María Dolores
core  

Bayesian estimation of a Markov-switching threshold GARCH model with Student-t innovations

open access: yes, 2009
A Bayesian estimation of a regime-switching threshold asymmetric GARCH model is proposed. The specification is based on a Markov-switching model with Student-t innovations and K separate GJR(1,1) processes whose asymmetries are located at ...
Ardia, David
core   +1 more source

Benchmarking Bayesian quantum estimation

open access: yes
The quest for precision in parameter estimation is a fundamental task in different scientific areas. The relevance of this problem thus provided the motivation to develop methods for the application of quantum resources to estimation protocols.
Cimini, Valeria   +4 more
core   +1 more source

Classification of chirp signals using hierarchical bayesian learning and MCMC methods [PDF]

open access: yes, 2002
This paper addresses the problem of classifying chirp signals using hierarchical Bayesian learning together with Markov chain Monte Carlo (MCMC) methods.
Davy, Manuel   +5 more
core   +1 more source

Bayesian Markov Blanket Estimation

open access: yesCoRR, 2015
16 pages, 5 ...
Kaufmann Dinu   +5 more
openaire   +4 more sources

Bayesian Estimation of Unknown Heteroscedastic Variances [PDF]

open access: yes
We propose a Bayesian procedure to estimate possibly heteroscedastic variances of the regression error term, without assuming any structure on them. What we propose in this paper, may be construed as a Conditional Bayesian procedure that is conditioned ...
Tsunemasa Shiba, Hiroaki Chigira
core  

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