Results 61 to 70 of about 4,352 (182)
A Metropolis-Adjusted Langevin Algorithm for Sampling Jeffreys Prior
2025 IEEE 64th Conference on Decision and Control (CDC)Inference and estimation are fundamental in statistics, system identification, and machine learning. When prior knowledge about the system is available, Bayesian analysis provides a natural framework for encoding it through a prior distribution. In practice, such knowledge is often too vague to specify a full prior distribution, motivating the use of ...
Yibo Shi +2 more
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Properties and Implementation of Jeffreys’s Prior in Binomial Regression Models [PDF]
Journal of the American Statistical Association, 2008 We study several theoretical properties of Jeffreys's prior for binomial regression models. We show that Jeffreys's prior is symmetric and unimodal for a class of binomial regression models. We characterize the tail behavior of Jeffreys's prior by comparing it with the multivariate t and normal distributions under the commonly used logistic, probit ...
Chen, Ming-Hui +2 more
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Experimental Physiology, EarlyView.Abstract Dynamic resistance exercise (RE) produces sinusoidal fluctuations in blood pressure that are mirrored by middle cerebral artery blood velocity (MCAv). However, whether lower‐ or upper‐body RE elicits a differential cerebrovascular response has not yet been examined.
Stephanie Korad +2 more
wiley +1 more source
Evaluation of a Partial Ban on Rx‐Rebates in Germany
Health Economics, Volume 35, Issue 8, Page 1247-1274, August 2026.ABSTRACT We investigate patients' price sensitivity for prescription (Rx) drugs with regards to patronizing online or brick‐and‐mortar pharmacies. In doing so, we exploit a policy change in Germany that prohibited online pharmacies from granting rebates to one part of the population, the members of the statutory health insurance scheme.
Maximilian M. Gail +3 more
wiley +1 more source
A Bayesian model for binary Markov chains
International Journal of Mathematics and Mathematical Sciences, 2004 This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated.
Souad Assoudou, Belkheir Essebbar
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Locally correct confidence intervals for discrete sampling distributions
Statistica Neerlandica, Volume 80, Issue 3, August 2026.ABSTRACT When a sampling distribution is discrete, the coverage of a confidence interval follows a sequence of peaks and troughs when plotted against the value of the parameter of interest. Then methods of forming a confidence interval must either be conservative, with a coverage that is almost always above the nominal confidence level, or give a ...
Paul H. Garthwaite +2 more
wiley +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, Volume 45, Issue 4, Page 1797-1828, July 2026.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
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A Bayesian Approach to Kriging Metamodeling for Computer Experiments
Journal of Advanced Mechanical Design, Systems, and Manufacturing, 2012 In this paper, an efficient and effective Gaussian Kriging metamodeling approach is proposed in the framework of Bayesian maximum a posterior. Different prior densities and particularly, a Jeffreys' noninformative density based hierarchical prior is
Haisong DENG, Wenze SHAO, Yizhong MA
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Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution
Brazilian Journal of Probability and Statistics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fonseca, Thaís C. O. +2 more
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Limnology and Oceanography: Methods, Volume 24, Issue 7, July 2026.Abstract Understanding a population's distribution depends on observing the presence and movement of individuals throughout their range. For highly mobile marine species, these observations typically rely on high effort monitoring programs. Tracking enough individuals to understand trends in movement behavior is not always logistically feasible, and ...
Abigail M. Kreuser +3 more
wiley +1 more source