Results 61 to 70 of about 66,786 (305)

Hybrid Monte Carlo on Hilbert spaces [PDF]

, 2011
The Hybrid Monte Carlo (HMC) algorithm provides a framework for sampling from complex, high-dimensional target distributions. In contrast with standard Markov chain Monte Carlo (MCMC) algorithms, it generates nonlocal, nonsymmetric moves in the state ...
Beskos, A, Sanz-Serna, JM, Beskos, A., Pinski, F. J., Sanz-Serna, J.M., F.J. Pinski, J.M. Sanz-Serna, A. Beskos, Pinski, FJ, A.M. Stuart, Stuart, A.M., Stuart, AM, Sanz-Serna, J. M., Beskos, Alexandros, Stuart, A. M., Pinski, F.J.   +15 more
core   +1 more source

Decayed MCMC Filtering

CoRR, 2012
Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior distribution is generally intractable for large discrete systems and for nonlinear continuous systems, so a good ...
Bhaskara Marthi, Hanna Pasula, Stuart Russell 0001, Yuval Peres   +3 more
openaire   +3 more sources

Augmentation schemes for particle MCMC [PDF]

Statistics and Computing, 2015
Particle MCMC involves using a particle filter within an MCMC algorithm. For inference of a model which involves an unobserved stochastic process, the standard implementation uses the particle filter to propose new values for the stochastic process, and MCMC moves to propose new values for the parameters.
Paul Fearnhead, Loukia Meligkotsidou
openaire   +4 more sources

ENHANCING VOLATILITY MODELING WITH LOG-LINEAR REALIZED GARCH-CJ: EVIDENCE FROM THE TOKYO STOCK PRICE INDEX

Barekeng
This study compares the Log-linear Realized GARCH (LRG) and its extension with Continuous and Jump components (LRG-CJ) in modeling the volatility of financial assets, using daily data from the Tokyo Stock Price Index (TOPIX) over 2004–2011.
Didit Budi Nugroho, Zefania Sasongko Putri, Bambang Susanto   +2 more
doaj   +1 more source

Environmental stratification and genotype recommendation toward the soybean ideotype: a Bayesian approach

Crop Breeding and Applied Biotechnology, 2021
The genotype × environment (G×E) interaction plays an essential role in phenotypic expression and can lead to difficulties in genotypes recommendation.
Leonardo Lopes Bhering, Jeniffer Santana Pinto Coelho Evangelista, Marco Antônio Peixoto, Igor Ferreira Coelho, Rodrigo Silva Alves, Fabyano Fonseca e Silva, Marcos Deon Vilela de Resende, Felipe Lopes da Silva   +7 more
doaj  

Optimization assisted MCMC

CoRR, 2017
Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of improving classical MCMC samplers by employing a global optimization method.
Ricky Fok, Aijun An, Xiaogang Wang 0007
openaire   +2 more sources

Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques [PDF]

, 2011
The Nummellin’s split chain construction allows to decompose a Markov chain Monte Carlo (MCMC) trajectory into i.i.d. "excursions". Regenerative MCMC algorithms based on this technique use a random number of samples.
Miasojedow, Błażej, Łatuszyński, Krzysztof, Niemiro, Wojciech   +2 more
core  

Large‐Scale Genomics Reveals Three‐Source Ancestry and Layered Adaptation to High Altitude in Tibetan Chickens

Advanced Science, EarlyView.
Whole‐genome analysis of 1,054 chickens reveals three ancestral sources (NWC, SYA, and SHF) with distinct temporal entry patterns into the Tibetan Plateau. Route‐specific selection scans, calibrated against a demographic null, suggest complementary functional enrichments—vascular homeostasis (NWC), calcium signaling and cardiac adaptation (SYA), and ...
Zongyi Zhao, Ruixue Nie, Hailu Fan, Tenzin Ngodroup, Li Zhu, Hongbin Pan, Bo Zhang, Hao Zhang   +7 more
wiley   +1 more source

Bayesian estimation of parameters in a SI mathematical model for the transmision dynamics of an infectious disease in Peru

Selecciones Matemáticas, 2023
The objective of the research is to estimate the transmission rate of an infection (β) in the SI epidemical model, using Bayesian statistical methods from observed data in Peru.
Emma Cambillo-Moyano, Ysela Agüero-Palacios, Alicia Riojas-Cañari, Pedro Pesantes-Grados, Roxana López-Cruz   +4 more
doaj   +1 more source

georgetaylor3152/mcmc-dvv: First release of mcmc-dvv

, 2019
This is the first release of the mcmc-dvv Python module for calculating dv time ...
George Taylor
core   +1 more source