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Updating variational Bayes : fast sequential posterior inference

Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2020

Persistent link: https://www.econbiz.de/10012608357

To Bridge, to Warp or to Wrap? A Comperative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood

Ardia, David - 2015

use of importance sampling or the independence chain Metropolis-Hastings algorithm for posterior analysis. A comparative … appropriately yet quickly tuned candidate, straightforward importance sampling provides the most efficient estimator of the marginal …

Persistent link: https://www.econbiz.de/10012749869

General Bayesian time-varying parameter VARs for modeling government bond yields

Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022

Persistent link: https://www.econbiz.de/10012498662

Bayesian comparison of bivariate copula-GARCH and MGARCH models

Mokrzycka, Justyna - In: Central European journal of economic modelling and … 11 (2019) 1, pp. 47-71

Persistent link: https://www.econbiz.de/10012294555

Bayesian mortality forecasting with overdispersion

Wong, Jackie S. T.; Forster, Jonathan J.; Smith, Peter W. F. - In: Insurance / Mathematics & economics 83 (2018), pp. 206-221

Persistent link: https://www.econbiz.de/10011944142

Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models

Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - In: Journal of applied econometrics 32 (2017) 5, pp. 1003-1026

Persistent link: https://www.econbiz.de/10011862307

Fast, approximate MCMC for Bayesian analysis of large data sets : a design based approach

Kaeding, Matthias - 2016

. The subsample is taken via the cube method, a balanced sampling design, which is defined by the property that the sample … dass dieser nicht gespeichert werden muss. Die Stichprobe wird via cube sampling, einem balanciertem Stichprobendesign …

Persistent link: https://www.econbiz.de/10011566817

Bayesian modelling, Monte Carlo sampling and capital allocation of insurance risks

Peters, Gareth; Targino, Rodrigo S.; Wüthrich, Mario V. - In: Risks : open access journal 5 (2017) 4, pp. 1-51

The main objective of this work is to develop a detailed step-by-step guide to the development and application of a new class of efficient Monte Carlo methods to solve practically important problems faced by insurers under the new solvency regulations. In particular, a novel Monte Carlo method...

Persistent link: https://www.econbiz.de/10011783091

When random assigment is not enough : accounting

Feinberg, Fred M.; Salisbury, Linda Court; Ying, Yuanping - In: Marketing science : the marketing journal of the … 35 (2016) 6, pp. 976-994

Persistent link: https://www.econbiz.de/10011617492

Updating Variational Bayes : fast sequential posterior inference

Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2019

Persistent link: https://www.econbiz.de/10012592824