scholarly journals Trivial intersection of σ-fields and Gibbs sampling

2008 ◽  
Vol 36 (6) ◽  
pp. 2215-2234 ◽  
Author(s):  
Patrizia Berti ◽  
Luca Pratelli ◽  
Pietro Rigo
Keyword(s):  
Gibbs Sampling ◽  
Trivial Intersection

Gibbs Sampling for Marginal Posterior Expectations

1991 ◽  
Author(s):  
Alan E. Gelfand ◽  
Adrian F. Smith
Keyword(s):  
Gibbs Sampling

Model of the influence of Internet finance on monetary policy based on gibbs sampling and vector autoregression

2020 ◽  
pp. 1-11
Author(s):  
Hui Wang ◽  
Huang Shiwang
Keyword(s):  
Monetary Policy ◽  
Gibbs Sampling ◽  
Posterior Distribution ◽  
Estimation Method ◽  
Financial Supervision ◽  
Var Model ◽  
Model Parameters ◽  
State Variables ◽  
Frequency Data ◽  
Internet Finance

The various parts of the traditional financial supervision and management system can no longer meet the current needs, and further improvement is urgently needed. In this paper, the low-frequency data is regarded as the missing of the high-frequency data, and the mixed frequency VAR model is adopted. In order to overcome the problems caused by too many parameters of the VAR model, this paper adopts the Bayesian estimation method based on the Minnesota prior to obtain the posterior distribution of each parameter of the VAR model. Moreover, this paper uses methods based on Kalman filtering and Kalman smoothing to obtain the posterior distribution of latent state variables. Then, according to the posterior distribution of the VAR model parameters and the posterior distribution of the latent state variables, this paper uses the Gibbs sampling method to obtain the mixed Bayes vector autoregressive model and the estimation of the state variables. Finally, this article studies the influence of Internet finance on monetary policy with examples. The research results show that the method proposed in this article has a certain effect.

scholarly journals Gibbs Sampling Aided Throughput Improvement for Next-Generation Wi-Fi

2018 ◽  
Author(s):  
Abolfazl Mehbodniya ◽  
Julian Webber ◽  
Kazuto Yano ◽  
Tomoaki Kumagai ◽  
Mark F. Flanagan
Keyword(s):  
Gibbs Sampling ◽  
Next Generation ◽  
Throughput Improvement

scholarly journals Detection of Mastitis in Dairy Cattle by Use of Mixture Models for Repeated Somatic Cell Scores: A Bayesian Approach via Gibbs Sampling

2003 ◽  
Vol 86 (11) ◽  
pp. 3694-3703 ◽  
Author(s):  
J. Ødegård ◽  
J. Jensen ◽  
P. Madsen ◽  
D. Gianola ◽  
G. Klemetsdal ◽  
...  
Keyword(s):  
Dairy Cattle ◽  
Somatic Cell ◽  
Mixture Models ◽  
Gibbs Sampling ◽  
Bayesian Approach

Viterbi decoding for latent words language models using gibbs sampling

2013 ◽  
Author(s):  
Ryo Masumura ◽  
Hirokazu Masataki ◽  
Takanobu Oba ◽  
Osamu Yoshioka ◽  
Satoshi Takahashi
Keyword(s):  
Gibbs Sampling ◽  
Language Models ◽  
Viterbi Decoding

scholarly journals A Regional Topic Model Using Hybrid Stochastic Variational Gibbs Sampling for Real-Time Video Mining

Algorithms ◽  
2018 ◽  
Vol 11 (7) ◽  
pp. 97
Author(s):  
Lin Tang ◽  
Lin Liu ◽  
Jianhou Gan
Keyword(s):  
Real Time ◽  
Gibbs Sampling ◽  
Topic Model ◽  
Video Mining
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