Results 21 to 30 of about 29,218,928 (220)
Optimal thinning of MCMC output [PDF]
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2020 The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub‐optimal in terms of the empirical approximations that are produced.
M. Riabiz +6 more
semanticscholar +1 more source
Heliyon, 2023 In this extant paper, a multivariate time series model using the seemingly unrelated times series equation (SUTSE) framework is proposed to forecast the peak and short-term electricity demand using time series data from February 2, 2014, to August 2 ...
Frank Kofi Owusu +6 more
doaj +1 more source
, 2012 We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare ().
D. Foreman-Mackey +3 more
semanticscholar +1 more source
Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [PDF]
Mathematics and Modeling in FinanceThis paper estimates systematic risk in Iran’s foreign exchange market using a stochastic volatility model, analyzing five distinct episodes shaped by varying economic and political conditions. By tracing the evolution of volatility dynamics across these
Amir Mohsen Moradi +2 more
doaj +1 more source
Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models [PDF]
, 2006 We study the preconditioning of Markov chain Monte Carlo (MCMC) methods using coarse-scale models with applications to subsurface characterization. The purpose of preconditioning is to reduce the fine-scale computational cost and increase the acceptance ...
Efendiev, Y., Hou, T., Luo, W.
core +3 more sources
Estimating the Volume of the Solution Space of SMT(LIA) Constraints by a Flat Histogram Method
Algorithms, 2018 The satisfiability modulo theories (SMT) problem is to decide the satisfiability of a logical formula with respect to a given background theory. This work studies the counting version of SMT with respect to linear integer arithmetic (LIA), termed SMT(LIA)
Wei Gao +3 more
doaj +1 more source
MCMC and GLMs for estimating regression parameters: Evidence from non-life Egyptian insurance sector [PDF]
Journal of Humanities and Applied Social Sciences, 2019 Purpose – The purpose of this study is to estimate the linear regression parameters using two alternative techniques. First technique is to apply the generalized linear model (GLM) and the second technique is the Markov Chain Monte Carlo (MCMC) method ...
Mahmoud ELsayed, Amr Soliman
doaj +1 more source
EM algorithm for Bayesian estimation of genomic breeding values
BMC Genetics, 2010 Background In genomic selection, a model for prediction of genome-wide breeding value (GBV) is constructed by estimating a large number of SNP effects that are included in a model.
Iwata Hiroyoshi, Hayashi Takeshi
doaj +1 more source
An Investigation into Exoplanet Transits and Uncertainties [PDF]
, 2017 A simple transit model is described along with tests of this model against published results for 4 exoplanet systems (Kepler-1, 2, 8, and 77). Data from the Kepler mission are used.
Banks, Timothy +3 more
core +2 more sources
A fast algorithm for BayesB type of prediction of genome-wide estimates of genetic value
Genetics Selection Evolution, 2009 Genomic selection uses genome-wide dense SNP marker genotyping for the prediction of genetic values, and consists of two steps: (1) estimation of SNP effects, and (2) prediction of genetic value based on SNP genotypes and estimates of their effects.
Shepherd Ross +3 more
doaj +1 more source