نتایج جستجو برای: گام mcmc

تعداد نتایج: 21212  

2002
Y. K. Tse Xibin Zhang Jun Yu

In this paper we propose a Bayesian method for estimating hyperbolic diffusion models. The approach is based on the Markov Chain Monte Carlo (MCMC) method after discretization via the Milstein scheme. Our simulation study shows that the hyperbolic diffusion exhibits many of the stylized facts about asset returns documented in the financial econometrics literature, such as a slowly declining aut...

Journal: :SIAM Journal on Mathematics of Data Science 2019

Journal: :Journal of Computational and Graphical Statistics 2013

Journal: :Journal of the American Statistical Association 2018

Journal: :Journal of the American Statistical Association 2017

Journal: :Electronic Communications in Probability 2007

Journal: :SIAM/ASA Journal on Uncertainty Quantification 2018

Journal: :Journal of Computational and Applied Mathematics 2014

Journal: :International Journal of Scientific World 2014

Journal: :Annals of Mathematics and Artificial Intelligence 2023

Abstract Decision trees (DT) are highly famous in machine learning and usually acquire state-of-the-art performance. Despite that, well-known variants like CART, ID3, random forest, boosted miss a probabilistic version that encodes prior assumptions about tree structures shares statistical strength between node parameters. Existing work on Bayesian DT depends Markov Chain Monte Carlo (MCMC), wh...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید