Tags » Bayesian

BAYESIAN BOUNDS FOR PARAMETER ESTIMATION AND NONLINEAR FILTERING/TRACKING TXT

Download and Read Bayesian Bounds For Parameter Estimation And Nonlinear Filtering Tracking Bayesian Bounds For Parameter Estimation And Nonlinear Filtering Tracking Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking, by Van Trees and Bell, provides a comprehensive treatment of the evolution of Bayesian bounds, from the initial work to the current state-of-the-art. 210 more words

Bounds

BITCOIN TRADING USING BAYESIAN REGRESSION

In this second part of the Algorithmic Options trading series we’ll look more closely into option returns. Especially into combining different option types for Trading Bitcoin What is Bitcoin. 415 more words

Bitcoin

Bayesian vs. Frequentist

Frequentist Approach-

strong repeated sampling principle; confidence intervals

Bayesian Approach-

in the form of a probability distribution for ; credible intervals

Summary-

Bayesian inference is in the form of a probability distribution for θ rather than a simple point estimate. 135 more words

Research

Retrospective power revisited

This is some unpublished work that I started a few years ago and never finished.

Power is the chance that you will, in a future study that you are designing, get a significant hypothesis test result if the true value of the test statistic in question is equal to some minimally important value. 1,489 more words

Statistics

Happy St. Patricks Day - Part II

The second and final in the series describing the experiences of new researchers to Ireland comes from Laure Ngouanfo.

I am Laure Ngouanfo, a research assistant in the Department of Mathematics and Statistics, at the University of Limerick, working on a project with Chair of Statistics on… 362 more words

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Posterior Predictive Distribution & Method of Composition

The posterior predictive distribution (PPD) of unobserved (or future) data are of major importance in Bayesian model checking or imputation methods that rely on a Bayesian framework. 277 more words

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