Tags » Bayesian

Training school and workshop on calibration and validation of dynamic vegetation models in France

Two events I’m involved in that may be interesting for people that work on connecting process-based vegetation models to data. Both are organized through CA 1304 PROFOUND… 91 more words


Dynamic Linear Models package, dlmodeler

I’m checking out the dlmodeler package in R for a work project. It is accompanied by textbooks,
G. Petris, S. Petrone, P. Campagnoli, Dynamic Linear Models with R… 364 more words


Making Decisions about Decision Theory

Bayesian Decision Theory has long been an important part of Bayesian reasoning. Rather than stopping at inference, which is a descriptive result, it provides a basis for action, which is a prescriptive result. 375 more words

Stochastic Volatility


Simple models for e.g. financial option pricing assume that the volatility of an index or a stock is constant, see here for example. However, simple observation of time series show that this is not the case; if it were then the log returns would be white noise… 1,983 more words


The philosophy behind Statistics

Sometimes I stop doing math and start doing philosophy. Some other times it’s really hard to distinguish between the two.
True fact is that today I am relaxing on two fundamental concepts that gave rise to a very aggressive debate in the world of statistics. 588 more words


Case Solution for Avalanche Corporation: Integrating Bayesian Analysis into the Production Decision-making Process

Complete Case details are given below :

Case Name :      Avalanche Corporation: Integrating Bayesian Analysis into the Production Decision-making Process

Authors :           Owen Hall, Kenneth Ko… 166 more words