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
A Mixed Frequency BVAR for the Australian Economy*
Economic Record, EarlyView.A mixed frequency vector autoregression (MFVAR) model is proposed for nowcasting, forecasting and backcasting Australian macroeconomic indicators at monthly and quarterly frequencies. A novel augmented Minnesota prior for MFVAR models is also introduced.
Kelly Trinh, Jamie L. Cross
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
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
Sequential Monte Carlo Samplers with Independent Markov Chain Monte Carlo Proposals [PDF]
, 2018 Leah F. South +2 more
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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
Grey-Box Energy Modelling of Energy-Efficient House Using Hybrid Optimization Technique of Genetic Algorithms (GA) and Quasi-Newton Algorithms with Markov Chain Monte Carlo Uncertainty Distribution [PDF]
Gulsun Demirezen +2 more
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Policy-guided Monte Carlo: Reinforcement-learning Markov chain dynamics [PDF]
, 2018 Troels Arnfred Bojesen
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Insect Science, EarlyView.Moderate retention forestry creates structurally sharp forest edges that act as ecological filters, shaping orientation‐specific activity of ground‐dwelling arthropods. Using drift‐fence pitfall traps, we show that activity aligned with ecotones is more frequent than activity across forest–clearcut boundaries, particularly among detritivores.
Dominik Stočes +3 more
wiley +1 more source