منابع مشابه
Stochastic Bouncy Particle Sampler
We introduce a stochastic version of the nonreversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear, to efficiently sample Bayesian posteriors in big datasets. We prove that in the BPS no bias is introduced by noisy evaluations of the log-likelihood gradient. On the other hand, we argue that efficiency considerations favor a smal...
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A popular (well at least popular with me) TV show concerns two 'mad' scientists who love nothing more than to explode urban myths. For instance they have investigated the possibility of death by urinating on a live railway line! We could do with something similar in finance. We have a bad habit of accepting theories as fact within finance, of accepting statements as if they were truths. Even wh...
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ژورنال
عنوان ژورنال: Offset
سال: 1969
ISSN: 2204-3659,1445-9418
DOI: 10.15209/offset.v0i14.655