Showing 1 - 10 of 16
The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for optimal bandwidth selection. This approach arises from the idea that only those covariates that are found to be relevant for the regression function should be considered by the...
Persistent link: https://www.econbiz.de/10011056430
Persistent link: https://www.econbiz.de/10011034934
Persistent link: https://www.econbiz.de/10009625494
Persistent link: https://www.econbiz.de/10010020058
This paper describes Mateda-2.0, a MATLAB package for estimation of distribution algorithms (EDAs). This package can be used to solve single and multi-objective discrete and continuous optimization problems using EDAs based on undirected and directed probabilistic graphical models. The...
Persistent link: https://www.econbiz.de/10009018300
Persistent link: https://www.econbiz.de/10003850588
Persistent link: https://www.econbiz.de/10008098654
Persistent link: https://www.econbiz.de/10008798171
Persistent link: https://www.econbiz.de/10003669767
We provide a generic Monte Carlo method to find the alternative of maximum expected utility in a decision analysis. We define an artificial distribution on the product space of alternatives and states, and show that the optimal alternative is the mode of the implied marginal distribution on the...
Persistent link: https://www.econbiz.de/10009213968