This paper discusses Bayesian inference for stochastic volatility models based on continuous superpositions of Ornstein-Uhlenbeck processes. These processes represent an alternative to the previously considered discrete superpositions.
Griffin, Jim, Steel, Mark F.J.
core
Bi‐level capacity planning for park IES considering energy supply reliability
Energy Conversion and Economics, EarlyView.Abstract Carbon emissions and energy consumption of urban buildings represent a notable fraction of global energy utilization. In pursuit of the “carbon peaking and carbon neutrality” goals, urban park building integrated energy system (IES) energy saving technology is regarded as a key technology to achieve sustainable urban development.
Chenxi Wu +5 more
wiley +1 more source
High Voltage, EarlyView.ABSTRACT As one of the important links in energy transition and global energy interconnection, electric vehicles (EVs) are becoming increasingly major research topics in the field of energy. Partial discharge (PD) identification under repetitive impulsive voltages plays a pivotal role in evaluating the health of electric vehicle (EV) motor insulation ...
Li Wang +7 more
wiley +1 more source
Gradient boosting: A computationally efficient alternative to Markov chain Monte Carlo sampling for fitting large Bayesian spatio-temporal binomial regression models. [PDF]
Infect Dis ModelHuang R +5 more
europepmc +1 more source
A Comparison of Penalized Maximum Likelihood Estimation and Markov Chain Monte Carlo Techniques for Estimating Confirmatory Factor Analysis Models With Small Sample Sizes. [PDF]
Front Psychol, 2021 Lüdtke O, Ulitzsch E, Robitzsch A.
europepmc +1 more source
Digging into dirt: Rewilding with threatened mammals shapes soil‐emerging insect assemblages
Journal of Animal Ecology, EarlyView.By comparing insect communities across treatments at two time points, we show that reintroduced digging mammals shape soil‐emerging insect assemblages. This provides empirical evidence that restoring ecosystem engineers may drive broader community‐level change in semi‐arid ecosystems. Abstract Digging mammals function as ecosystem engineers by altering
Lucy G. Johanson +3 more
wiley +1 more source
Predicting Colloidal Interaction Parameters from Small-Angle X-ray Scattering Curves Using Artificial Neural Networks and Markov Chain Monte Carlo Sampling. [PDF]
JACS AuWong K +5 more
europepmc +1 more source
Stratification as a general variance reduction method for Markov chain Monte Carlo. [PDF]
SIAM/ASA J Uncertain Quantif, 2020 Dinner AR +3 more
europepmc +1 more source
The importance of considering regimes in long‐term asset allocation to real estate
Real Estate Economics, EarlyView.Abstract We investigate the long‐term, regime‐dependent asset allocation of an investor's wealth in a mixed‐asset portfolio that includes publicly traded real estate. We show that augmenting standard VAR models with Markov‐switching features not only improves predictive power for asset returns but also introduces economically meaningful horizon effects
Massimo Guidolin +2 more
wiley +1 more source
Real Estate Economics, EarlyView.Abstract We estimate the price impact of very nearby concurrently listed properties in the Sydney housing market and assess their competition effects. We apply a hedonic model with spatiotemporal effects regularized via a graph Laplacian prior at the month‐by‐SA2 regional level to seven SA4 subregions of metropolitan Sydney. The model structure enables
Willem P. Sijp, Mengheng Li
wiley +1 more source