A survey of stochastic simulation and optimization methods in signal processing
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 …
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
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 …
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 …
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 …
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 …
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
Multinomial probit models are routinely-implemented representations for learning how the
class probabilities of categorical response data change with p observed predictors. Although …
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 …
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 …
10, Number 3, pp. 553–603 Bayesian Tail Risk Interdependence Using Quantile Regression …
Partially collapsed Gibbs sampling for latent Dirichlet allocation
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 …
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 …
renewable energy sources as packaging to engage in the energy and reserve planning on …