Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. 58 more words

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications

This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. 58 more words

Bayesian decision theory is known to provide an effective framework for the practical solution of discrete and… 63 more words

Bayesian inference is a way to get sharper predictions from your data. It’s particularly useful when you don’t have as much data as you would like and want to juice every last bit of predictive strength from it. 157 more words

What is it about manipulation that we fear? Is it the loss of control, or the high uncertainty surrounding it, or something else?

In general we have a probability distribution over events that have happened, or those that we anticipate will happen. 151 more words

Looks like I’ll be diving into some Bayesian analyses using JAGS. This post is primarily intended as a collection of links to useful information, but also includes a few initial thoughts (I might update it occasionally with new links). 413 more words

What is the difference between storage cluster and multi-armed bandit (MAB)? This is not a trick question – to help answer it, think about this one: what’s common between 1,982 more words

The following are my thoughts on the paper “Beyond subjective and objective in statistics” by Gelman & Hennig (JRSS A, 2017), which was read at an… 530 more words