Results 31 to 40 of about 149,229 (279)
, 2016 Gibbs sampler in a C-language module implemented as an extension to ...
Timo Knürr (3362612) +5 more
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On particle Gibbs samplers [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2016 This article analyses a new class of advanced particle Markov chain Monte Carlo algorithms recently introduced by Andrieu, Doucet, and Holenstein (2010). We present a natural interpretation of these methods in terms of well known unbiasedness properties of Feynman-Kac particle measures, and a new duality with Feynman-Kac models.
del Moral, Pierre +2 more
openaire +3 more sources
Explaining the Gibbs Sampler [PDF]
, 1991 16 pages, 1 article*Explaining the Gibbs Sampler* (Casella, George; George, Edward I.) 16 ...
Casella, George +4 more
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Variable Selection Using aModified Gibbs Sampler Algorithm with Application on Rock Strength Dataset
مجلة بغداد للعلوم, 2022 Variable selection is an essential and necessary task in the statistical modeling field. Several studies have triedto develop and standardize the process of variable selection, but it isdifficultto do so.
Ghadeer J. M. Mahdi, Othman M. Salih
doaj +1 more source
Bayesian prediction in threshold autoregressive models with exponential white noise [PDF]
, 2004 Threshold model, Bayesian prediction, Gibbs sampler, 62CF15, 62M10, 62M20,
Isabel Pereira +3 more
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Performance of Alternative BVAR Models for Forecasting Iranian Macroeconomic Variables: An Application of Gibbs Sampling [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2015 Low and stable inflation with sustainable growth is the first objective of any monetary authority. To achieve this prime goal, reliable forecast of macroeconomic variables play an important role.
Hassan Heidari, Parisa Jouhari Salmasi
doaj +1 more source
Gibbs state preparation for commuting Hamiltonian: Mapping to classical Gibbs sampling [PDF]
QuantumGibbs state preparation, or Gibbs sampling, is a key computational technique extensively used in physics, statistics, and other scientific fields. Recent efforts for designing fast mixing Gibbs samplers for quantum Hamiltonians have largely focused on ...
Yeongwoo Hwang, Jiaqing Jiang
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Efficient posterior simulation in cointegration models with priors on the cointegration space [PDF]
, 2005 A message coming out of the recent Bayesian literature on cointegration is that it is important to elicit a prior on the space spanned by the cointegrating vectors (as opposed to a particular identied choice for these vectors). In this note, we discuss a
Leon-Gonzalez, Roberto +2 more
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Single-channel blind separation of co-frequency modulated signals based on Gibbs sampler
Tongxin xuebao, 2015 A Gibbs-sampler-based separation algorithm was proposed for single-channel co-frequency digital-modulated signals，which were received in non-cooperative ways.The probability density samples of unknown symbol sequences can be obtained by statistic method ...
Yong YANG +3 more
doaj +2 more sources
Gibbs sampling will fail in outlier problems with strong masking [PDF]
, 1995 This paper discusses the convergence of the Gibbs sampling algorithm when it is applied to the problem of outlier detection in regression models. Given any vector of initial conditions, theoretically, the algorithm converges to the true posterior ...
Justel, Ana +3 more
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