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PAC-Bayesian Estimation and Prediction in Sparse Additive Models
Additive models sparsity regression estimation PAC-Bayesian bounds oracle inequality MCMC stochastic search.
2012/9/17
The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption (p nparadigm).A PAC-Bayesian strategy is investigated, delivering oracle inequaliti...
Bayesian and Non-Bayesian Estimation of the Inverse Weibull Model Based on Generalized Order Statistics
Inverse Weibull Distribution Generalized Order Statistics Record Values Progressive Type-II Censored Balanced Type Loss Function Bootstrap Estimation
2013/1/28
The concept of generalized order statistics has been introduced as a unified approach to a variety of models of ordered random variables with different interpretations. In this paper, we develop metho...
Bayesian estimation of GARCH model with an adaptive proposal density
Bayesian estimation GARCH model adaptive proposal density
2011/1/4
A Bayesian estimation of a GARCH model is performed for US Dollar/Japanese Yen exchange rate by the Metropolis-Hastings algorithm with a proposal density given by the adaptive construction scheme. In ...
Bayesian estimation of the basic reproduction number in stochastic epidemic models
Basic reproduction number Bayesian inference Epidemics Linear programming Stochastic epidemic models
2009/9/22
Our main focus is on the basic reproduction number, a quantity
of central importance in mathematical epidemic theory, whose value essentially
dictates whether or not a large epidemic outbreak can oc...
Bayesian Estimation of Soft-Core Potential Models for Spatial Point Patterns
Bayesian estimation L-statistics MCMC methods repulsive interaction Soft-Core models
2009/3/6
For a spatial pattern of points interacting with a repulsive potential in a given finite region of the plane, Bayesian estimation of parametric interaction potential functions between individuals (the...
Inferring Markov Chains：Bayesian Estimation，Model Comparison，Entropy Rate，and Out-of-class Modeling
Markov Chains Bayesian Estimation Model Comparison Entropy Rate Out-of-class Modeling
2010/4/27
Markov chains are a natural and well understood tool for describing one-dimensional patterns in
time or space. We show how to infer k-th order Markov chains, for arbitrary k, from finite data
by app...