Results 171 to 180 of about 29,218,928 (220)
Some of the next articles are maybe not open access.
MCMC Methods for Continuous-Time Financial Econometrics
SSRN Electronic Journal, 2003Publisher Summary This chapter describes various Markov Chain Monte Carlo (MCMC) methods for exploring the posterior distributions generated by continuous-time asset pricing models. The MCMC methods are particularly well suited for continuous-time finance applications for several reasons.
Michael S. Johannes, Nick Polson
openaire +1 more source
MCMC methods for stochastic epidemic models
2003Abstract The previous article highlighted some of the challenges involved in performing statistical inference using stochastic models for infectious diseases. These challenges arise due to both the inherent features of infectious disease outbreak data, for instance a high level of dependency in such data and a lack of complete ...
openaire +1 more source
MCMC Methods for Periodic AR-Arch Models
IFAC Proceedings Volumes, 2001Abstract Many economic time series reveal periodic and seasonal patterns which can be modeled by periodic AR processes. Using a conjugate normal-gamma model we suggest to model seasonal data by a hierarchical prior distribution. We extend this approach to include periodic ARCH models which we call a PAR-GARCH model. A Metropolis-Hastings step is used
openaire +1 more source
A gradient based MCMC method for FWI and uncertainty analysis
SEG technical program expanded abstracts, 2019Zeyu Zhao, Mrinal K. Sen
semanticscholar +1 more source
A Joint Update Parallel MCMC-Method-Based Sparse Code Multiple Access Decoder
IEEE Transactions on Vehicular Technology, 2018Jienan Chen +3 more
semanticscholar +1 more source
Communication-Aware MCMC Method for Big Data Applications on FPGAs
IEEE Symposium on Field-Programmable Custom Computing Machines, 2017Shuanglong Liu, C. Bouganis
semanticscholar +1 more source
Simulation of wind power time series based on the MCMC method
International Conference on Electric Utility Deregulation and Restructuring and Power Technologies, 2015K. Zheng +3 more
semanticscholar +1 more source
An Approximate MCMC Method for Convex Hulls
2019Markov chain Monte Carlo (MCMC) is an extremely popular class of algorithms for computing summaries of posterior distributions. One problem for MCMC in the so-called Big Data regime is the growing computational cost of most MCMC algorithms. Most popular and basic MCMC algorithms, like Metropolis-Hastings algorithm (MH) and Gibbs algorithm, have to take
openaire +2 more sources
MCMC methods based modulation classification
IET International Conference on Wireless Mobile and Multimedia Networks Proceedings (ICWMMN 2006), 2006null Bao Dan, null Yang Shao-quan
openaire +1 more source