Abstract: The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation ...

The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together ...

'vitalBayes' provides a coherent statistical framework for estimating birth size, maturity, and growth parameters in sharks and rays using Bayesian methods. The package implements hierarchical models ...

Extended educational sessions that offer attendees the opportunity to learn research methods and techniques from prominent psychological scientists.

Abstract: This paper addresses the problem of rotor speed, flux and parameters estimation of induction motor on the basis of a three-order electrical model. Thus, we propose to use a particle ...

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...

heston-particle-filter-calibration/ ├── README.md ├── requirements.txt │ ├── heston/ # Main package │ ├── __init__.py │ ├── model.py # HestonModel and HestonSSM classes │ ├── estimation.py # PMMH, ...

Bayesian networks, also known as Bayes nets, belief networks, or decision networks, are a powerful tool for understanding and reasoning about complex systems under uncertainty. They are essentially ...