A survey of stochastic simulation and optimization methods in signal processing

M Pereyra, P Schniter, E Chouzenoux… - IEEE Journal of …, 2015 - ieeexplore.ieee.org
Modern signal processing (SP) methods rely very heavily on probability and statistics to
solve challenging SP problems. SP methods are now expected to deal with ever more …

Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results

N Anceschi, A Fasano, D Durante… - Journal of the American …, 2023 - Taylor & Francis
ABSTRACT A broad class of models that routinely appear in several fields can be expressed
as partially or fully discretized Gaussian linear regressions. Besides including classical …

Partially collapsed Gibbs samplers: Theory and methods

DA Van Dyk, T Park - Journal of the American Statistical …, 2008 - Taylor & Francis
Ever-increasing computational power, along with ever–more sophisticated statistical
computing techniques, is making it possible to fit ever–more complex statistical models …

Bayesian methods in cosmology

R Trotta - arXiv preprint arXiv:1701.01467, 2017 - arxiv.org
These notes aim at presenting an overview of Bayesian statistics, the underlying concepts
and application methodology that will be useful to astronomers seeking to analyse and …

BAHAMAS: new analysis of type Ia supernovae reveals inconsistencies with standard cosmology

H Shariff, X Jiao, R Trotta… - The Astrophysical …, 2016 - iopscience.iop.org
We present results obtained by applying our BAyesian HierArchical Modeling for the
Analysis of Supernova cosmology (BAHAMAS) software package to the 740 …

A class of conjugate priors for multinomial probit models which includes the multivariate normal one

A Fasano, D Durante - Journal of Machine Learning Research, 2022 - jmlr.org
Multinomial probit models are routinely-implemented representations for learning how the
class probabilities of categorical response data change with p observed predictors. Although …

Metropolis-Hastings within partially collapsed Gibbs samplers

DA Van Dyk, X Jiao - Journal of Computational and Graphical …, 2015 - Taylor & Francis
The partially collapsed Gibbs (PCG) sampler offers a new strategy for improving the
convergence of a Gibbs sampler. PCG achieves faster convergence by reducing the …

Bayesian tail risk interdependence using quantile regression

M Bernardi, G Gayraud, L Petrella - 2015 - projecteuclid.org
Bayesian Tail Risk Interdependence Using Quantile Regression Page 1 Bayesian Analysis (2015)
10, Number 3, pp. 553–603 Bayesian Tail Risk Interdependence Using Quantile Regression …

Partially collapsed Gibbs sampling for latent Dirichlet allocation

H Park, T Park, YS Lee - Expert Systems with Applications, 2019 - Elsevier
A latent Dirichlet allocation (LDA) model is a machine learning technique to identify latent
topics from text corpora within a Bayesian hierarchical framework. Current popular …

An adaptive importance sampling method for spinning reserve risk evaluation of generating systems incorporating virtual power plants

Y Wang - IEEE Transactions on Power Systems, 2018 - ieeexplore.ieee.org
The concept of virtual power plant (VPP) has been proposed to manage distributed
renewable energy sources as packaging to engage in the energy and reserve planning on …