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SurrDAMH 1.0
surrDAMH library implemented in Python 3 serves for the numerical realization of the Bayesian inversion. It is based on the delayed acceptance Metropolis-Hastings algorithm and accelerated using surrogate models an...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2022 •
- R •
- Link
Rok uplatnění
R - Software
Výsledek na webu
The Small DSGE Model of the Czech Republic
Main topics of the document: DSGE; CIA; Bayesian estimation; metropolis-Hastings algorithm...
BB - Aplikovaná statistika, operační výzkum
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
CIA model and its application to CR
Basic themes of document: CIA; Dynare; Bayesian estimation; metropolis-Hastings algorithm...
AH - Ekonomie
- 2012 •
- D
Rok uplatnění
D - Stať ve sborníku
Efficient Implementation of the Bayesian Inversion by MCMC with Acceleration of Posterior Sampling Using Surrogate Models
approximation of the full forward model. The sampling procedure is based on the delayed acceptance Metropolis-Hastings (DAMH) algorithm. Therefore, for each proposed sample, the acceptance decision contai...
Applied mathematics
- 2021 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Distributed Aggregate Function Estimation by Biphasically Configured Metropolis-Hasting Weight Model
the Biphasically configured Metropolis-Hasting weight model and is based on a modification of the Metropolis-Hasting weight model by rephrasing the initial configuration into two parts. The first one is the defaul...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Nonlinear filtering of Cox point processes
Conditional distribution for the filtering problem is obtained by means of the Metropolis-Hastings algorithm MCMC.
BA - Obecná matematika
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Mixture failure rate: A study based on cross-entropy and MCMC method
. The most popular MCMC method, called the Metropolis-Hastings algorithm, is used...
Statistics and probability
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Bayesian Estimation of Closed and Open Czech Economy Model
technique, concretely by the Metropolis-Hastings algorithm in Matlab. The estimation...
AH - Ekonomie
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Reducing the cost of fitting mixture models via stochastic sampling
propose to apply a combination of the expectation maximization and the Metropolis-Hastings algorithm to evaluate only a small number of, stochastically sampled......
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2022 •
- O •
- Link
Rok uplatnění
O - Ostatní výsledky
Výsledek na webu
The use of radial basis function surrogate models for sampling process acceleration in Bayesian inversio
on the Metropolis-Hastings algorithm. Furthermore, updates of the surrogate model during...
Applied mathematics
- 2020 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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