Concept

Bayesian probability

Related publications (388)

This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis

Are some banks prone to perform poorly during crises? If yes, why? In this paper, we show that a bank's stock return performance during the 1998 crisis predicts its stock return performance and probability of failure during the recent financial crisis. Thi ...

Wiley-Blackwell2012

Degrees of freedom of sparsely connected wireless networks

Michael Christoph Gastpar, Naveen Goela

We investigate how the network connectivity can affect the degrees of freedom (DoF) of wireless networks. We consider a network of n source-destination (SD) pairs and assume that any two nodes are connected with a positive probability p, independent of oth ...

IEEE2012

Bayesian inference from composite likelihoods, with an application to spatial extremes

Anthony Christopher Davison

Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although some frequentist properties of the maximum composite likelihood estimator are akin to those of the maximu ...

Academia Sinica, Institute of Statistical Science2012

Fast Variational Bayesian Inference for Non-Conjugate Matrix Factorization Models

Matthias Seeger

Probabilistic matrix factorization methods aim to extract meaningful correlation structure from an incomplete data matrix by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to such l ...

2012

Blackouts risk evaluation by Monte Carlo Simulation regarding cascading outages and system frequency deviation

Mokhtar Bozorg, Omid Alizadeh Mousavi

In this paper, a blackout risk assessment method is proposed considering the effects of cascading outages, the active power and frequency response of the system. Here, the Monte Carlo Simulation (MCS) is used to analyze the risk of blackouts by generating ...

Elsevier2012

A Quasi-Likelihood Approach to Zero-Inflated Spatial Count Data

Anthea Monod

The increased accessibility of data that are geographically referenced and correlated increases the demand for techniques of spatial data analysis. The subset of such data comprised of discrete counts exhibit particular difficulties and the challenges furt ...

EPFL2012

Daylighting Metrics: Is there a relation between Useful Daylight Illuminance and Daylight Glare Probabilty?

Marilyne Andersen, Nicolas Roy

The establishment of climate-based daylight modeling within research and practice has led to a fundamental reassessment of both the basis and purpose of daylight metrics. Whilst there is no consensus yet on the precise nature of the metric(s) that should r ...

2012

Integrated Transportation and Urban Infrastructure Systems: Planning and Design

Bilal Farooq

Planning and design of urban infrastructure systems in general and transportation systems in particular, require a multidisciplinary effort that is heavily embedded in a system-of-systems perspective. The envisioned research direction is a bottom-up approa ...

2012

The Analog Formulation of Sparsity Implies Infinite Divisibility and Rules Out Bernoulli-Gaussian Priors

Michaël Unser, Arash Amini, Ulugbek Kamilov

Motivated by the analog nature of real-world signals, we investigate continuous-time random processes. For this purpose, we consider the stochastic processes that can be whitened by linear transformations and we show that the distribution of their samples ...

Ieee2012

The Analog Formulation of Sparsity Implies Infinite Divisibility and Rules Out Bernoulli-Gaussian Priors

Michaël Unser, Azin Amini, Ulugbek Kamilov

IEEE2012

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