Results 121 to 130 of about 338,538 (315)

Proximal Markov chain Monte Carlo algorithms [PDF]

open access: yesStatistics and Computing, 2015
This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in modern high-dimensional statistics and data analysis.
openaire   +2 more sources

Labor Force Participation Dynamics in the Romanian Labor Market [PDF]

open access: yes
We use micro data from the Romanian Labor Force Survey to analyze the effect of the restructuring process on the Romanian labor market. We identify the reallocation mechanisms at work in the Romanian labor market, and we analyze the way personal ...
Alexandru Voicu
core  

Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures [PDF]

open access: yesarXiv, 2006
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling schemes. We develop a stability analysis by functional inequalities for a nonlinear flow of probability measures ...
arxiv  

Socio‐economic status and the effect of guideline‐directed medical therapy in the STRONG‐HF study

open access: yesESC Heart Failure, EarlyView.
Abstract Aims Acute heart failure (AHF) impacts millions globally, with outcomes varying based on socio‐economic status (SES). Methods SES measured by annual household income, years of education and medical insurance coverage. Each patient's income and education level relative to the median or mean, respectively, in the country was calculated, and ...
Albertino Damasceno   +29 more
wiley   +1 more source

The reliability assessment of the electromagnetic valve of high-speed electric multiple units braking system based on two-parameter exponential distribution

open access: yesAdvances in Mechanical Engineering, 2016
In order to solve the reliability assessment of braking system component of high-speed electric multiple units, this article, based on two-parameter exponential distribution, provides the maximum likelihood estimation and Bayes estimation under a type-I ...
Jianwei Yang   +4 more
doaj   +1 more source

Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo. [PDF]

open access: yesJ Comput Graph Stat, 2023
Heng Q, Zhou H, Chi EC.
europepmc   +1 more source

On Scalable Particle Markov Chain Monte Carlo

open access: yes, 2020
Particle Markov Chain Monte Carlo (PMCMC) is a general approach to carry out Bayesian inference in non-linear and non-Gaussian state space models. Our article shows how to scale up PMCMC in terms of the number of observations and parameters by expressing
Carter, Chris   +2 more
core  

Lifting -- A nonreversible Markov chain Monte Carlo Algorithm [PDF]

open access: yesarXiv, 2014
Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ reversible Markov chains. Reversible chains obey detailed balance and thus ensure that the system will eventually relax to
arxiv  

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