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Using Bayesian Inference To Reverse Engineer Decades Of HPC

A collaboration including the University of Oxford, University of British Columbia, Intel, New York University, CERN, and the National Energy Research Scientific Computing Center is working to make it ...
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Bayesian inference for the mixed conditional heteroskedasticity model

We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...
JSTOR Daily

BAYESIAN NONPARAMETRIC INFERENCE ON THE STIEFEL MANIFOLD

The Stiefel manifold Vp,d is the space of all d × p orthonormal matrices, with the d−1 hypersphere and the space of all orthogonal matrices constituting special cases. In modeling data lying on the ...