Particle methods for stochastic differential equation mixed effects models
Particle Methods for Stochastic Differential Equation Mixed Effects Models Page 1 Bayesian
Analysis (2021) 16, Number 2, pp. 575–609 Particle Methods for Stochastic Differential …
Analysis (2021) 16, Number 2, pp. 575–609 Particle Methods for Stochastic Differential …
The block pseudo-marginal sampler
The pseudo-marginal (PM) approach is increasingly used for Bayesian inference in
statistical models, where the likelihood is intractable but can be estimated unbiasedly …
statistical models, where the likelihood is intractable but can be estimated unbiasedly …
Variational Bayes estimation of discrete-margined copula models with application to time series
R Loaiza-Maya, MS Smith - Journal of Computational and …, 2019 - Taylor & Francis
We propose a new variational Bayes (VB) estimator for high-dimensional copulas with
discrete, or a combination of discrete and continuous, margins. The method is based on a …
discrete, or a combination of discrete and continuous, margins. The method is based on a …
Implicit copulas from Bayesian regularized regression smoothers
Supplementary Material for “Implicit Copulas from Bayesian Regularized Regression
Smoothers”. This contains extensive additional material organized into five Parts A–F. It …
Smoothers”. This contains extensive additional material organized into five Parts A–F. It …
A mixture of regular vines for multiple dependencies
FA Alanazi - Journal of Probability and Statistics, 2021 - Wiley Online Library
To uncover complex hidden dependency structures among variables, researchers have
used a mixture of vine copula constructions. To date, these have been limited to a subclass …
used a mixture of vine copula constructions. To date, these have been limited to a subclass …
[PDF][PDF] Copula Models of Serial Dependence with Applications to Economic and Financial Time Series Forecasting
RA Loaiza-Maya - 2018 - minerva-access.unimelb.edu.au
Almost all existing copula models use copula functions to capture cross-sectional
dependence. Instead, this thesis explores using copula functions to capture serial …
dependence. Instead, this thesis explores using copula functions to capture serial …
Variational Bayes Estimation of Time Series Copulas for Multivariate Ordinal and Mixed Data
RA Loaiza Maya, MS Smith - Available at SSRN 3093123, 2017 - papers.ssrn.com
We propose a new variational Bayes method for estimating high-dimensional copulas with
discrete, or discrete and continuous, margins. The method is based on a variational …
discrete, or discrete and continuous, margins. The method is based on a variational …