Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models
Abstract In this article, we propose a flexible Bayesian modelling framework and investigate the probabilistic weighted Dirichlet process mixture (pWDPM). The construction and properties of a probabilistic weight function are illustrated. The advantage of the pWDPM under the log‐squared transformed stochastic volatility (SV) model is demonstrated.
Peng Sun, Inyoung Kim, Ki‐Ahm Lee
wiley +1 more source
Thermodynamic assessment of probability distribution divergencies and Bayesian model comparison
Silia Vitoratou, Ioannis Ntzoufras
openalex +2 more sources
A parameter transformation of the anisotropic Matérn covariance function
Abstract We describe a polar coordinate transformation of the anisotropy parameters of the Matérn covariance function, which provides two benefits over the standard parameterization. First, it identifies a single point (the origin) with the special case of isotropy.
Kamal Rai, Patrick E. Brown
wiley +1 more source
Reliability analysis of subsea pipeline system based on fuzzy polymorphic bayesian network. [PDF]
Liu C+9 more
europepmc +1 more source
A Polynomial Time Algorithm for Finding Bayesian Probabilities from Marginal Constraints
J. W. Miller, R. M. Goodman
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Noisy matrix completion for longitudinal data with subject‐ and time‐specific covariates
Abstract In this article, we consider the imputation of missing responses in a longitudinal dataset via matrix completion. We propose a fixed‐effect, longitudinal, low‐rank model that incorporates both subject‐specific and time‐specific covariates. To solve the optimization problem, a two‐step optimization algorithm is proposed, which provides good ...
Zhaohan Sun, Yeying Zhu, Joel A. Dubin
wiley +1 more source
On a generalizable approach for sample size determination in Bayesian t tests. [PDF]
Wong TK, Tendeiro JN.
europepmc +1 more source
There is a scarcity of information related to the financial impact of acute kidney injury (AKI), and even more so the economics of drug‐associated AKI (D‐AKI). Our goal was to provide a comprehensive summary of the economic burden of D‐AKI by evaluating the costs of D‐AKI compared to not developing AKI and cost savings associated with nephrotoxin ...
Britney A. Stottlemyer+3 more
wiley +1 more source
Bayesian optimized indoor positioning algorithm based on dual clustering. [PDF]
Chen M, Pu Q.
europepmc +1 more source
Data Assimilation : Bayesian Inference on Probability Distribution Functions of Model Parameters
Hiromichi Nagao, Tomoyuki Higuchi
openalex +2 more sources