Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and …
Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and …
S Kankanala - arXiv preprint arXiv:2311.06831, 2023 - arxiv.org
Latent variable models are widely used to account for unobserved determinants of economic behavior. Traditional nonparametric methods to estimate latent heterogeneity do not scale …
J Brand, AN Smith - Available at SSRN 5100826, 2025 - papers.ssrn.com
This paper presents a quasi-Bayes approach to estimating nonparametric demand systems for differentiated products. We transform the GMM objective function developed by Compiani …
A substantial body of research focuses on the statistical analysis of economic models featuring either endogenous regressors or latent unobservable variables. These models …
The process of inference in a parametric statistical model involves assessing the uncertainty of the surrounding parameters based on an observed sample. Often, the lack of analytical …
The need to accurately determine risk-return trade-offs in financial markets is an important question that has occupied minds of various players in capital markets for over five decades …
The need to accurately determine risk-return trade-offs in financial markets is an important question that has occupied minds of various players in capital markets for over five decades …