Riemann manifold langevin and hamiltonian monte carlo methods

M Girolami, B Calderhead - … the Royal Statistical Society Series B …, 2011 - academic.oup.com
The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling
methods defined on the Riemann manifold to resolve the shortcomings of existing Monte …

Bayesian forecasting in economics and finance: A modern review

GM Martin, DT Frazier, W Maneesoonthorn… - International Journal of …, 2024 - Elsevier
The Bayesian statistical paradigm provides a principled and coherent approach to
probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting …

Nonparametric machine learning and efficient computation with Bayesian additive regression trees: The BART R package

R Sparapani, C Spanbauer, R McCulloch - Journal of Statistical …, 2021 - jstatsoft.org
In this article, we introduce the BART R package which is an acronym for Bayesian additive
regression trees. BART is a Bayesian nonparametric, machine learning, ensemble …

[BOG][B] Handbook of monte carlo methods

DP Kroese, T Taimre, ZI Botev - 2013 - books.google.com
A comprehensive overview of Monte Carlo simulation that explores the latest topics,
techniques, and real-world applications More and more of today's numerical problems found …

[BOG][B] Introduction to spatial econometrics

J LeSage, RK Pace - 2009 - taylorfrancis.com
Although interest in spatial regression models has surged in recent years, a comprehensive,
up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial …

Bayesian statistics and marketing

PE Rossi, GM Allenby - Marketing Science, 2003 - pubsonline.informs.org
Bayesian methods have become widespread in marketing literature. We review the essence
of the Bayesian approach and explain why it is particularly useful for marketing problems …

[HENVISNING][C] Bayesian Analysis for the Social Sciences

S Jackman - 2009 - books.google.com
Bayesian methods are increasingly being used in the social sciences, as the problems
encountered lend themselves so naturally to the subjective qualities of Bayesian …

[PDF][PDF] Bayesian econometrics

D Book, AR Hassan - 2021 - besmarter-team.org
In this course we perform an introduction to Bayesian methods, we show some basic
definitions and properties of the bayesian approach. We have taken the content from the …

Differentiated products demand systems from a combination of micro and macro data: The new car market

S Berry, J Levinsohn, A Pakes - Journal of political Economy, 2004 - journals.uchicago.edu
In this paper, we consider how rich sources of information on consumer choice can help to
identify demand parameters in a widely used class of differentiated products demand …

An MCMC approach to classical estimation

V Chernozhukov, H Hong - Journal of econometrics, 2003 - Elsevier
This paper studies computationally and theoretically attractive estimators called here
Laplace type estimators (LTEs), which include means and quantiles of quasi-posterior …