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Resultados globales: 10 registros encontrados en 0.02 segundos.
Artículos, Encontrados 7 registros
Documentos de investigación, Encontrados 3 registros
Artículos Encontrados 7 registros  
1.
15 p, 1.9 MB Bayesian analysis of population health data / Młynarczyk, Dorota (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Armero, Carmen (Universitat de València. Departament d'Estadística i Investigació Operativa) ; Gómez-Rubio, Virgilio (Universidad de Castilla-La Mancha. Departamento de Matemáticas) ; Puig, Pedro (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
The analysis of population-wide datasets can provide insight on the health status of large populations so that public health officials can make data-driven decisions. The analysis of such datasets often requires highly parameterized models with different types of fixed and random effects to account for risk factors, spatial and temporal variations, multilevel effects and other sources on uncertainty. [...]
2021 - 10.3390/math9050577
Mathematics, Vol. 9, Issue 5 (March 2021) , art. 577  
Registro completo - Creative Commons
2.
43 p, 808.2 KB ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models / Creel, Michael (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Kristensen, Dennis (University College London)
We develop novel methods for estimation and filtering of continuous-time models with stochastic volatility and jumps using so-called Approximate Bayesian Computation which build likelihoods based on limited information. [...]
2015 - 10.1016/j.jempfin.2015.01.002
Journal of empirical finance, Vol. 31 (2015) , p. 85-108  
Registro completo - Creative Commons
3.
26 p, 509.9 KB Neural nets for indirect inference / Creel, Michael (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
For simulable models, neural networks are used to approximate the limited information posterior mean, which conditions on a vector of statistics, rather than on the full sample. Because the model is simulable, training and testing samples may be generated with sizes large enough to train well a net that is large enough, in terms of number of hidden layers and neurons, to learn the limited information posterior mean with good accuracy. [...]
2017 - 10.1016/j.ecosta.2016.11.008
Econometrics and statistics, Vol. 2 (2017) , p. 36-49  
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4.
35 p, 806.9 KB Modelling population density over time : how spatial distance matters / Epifani, Ilenia (Politecnico di Milano) ; Nicolini, Rosella (Universitat Autònoma de Barcelona. Departament d'Economia Aplicada)
This study provides an empirical application of the Bayesian approach for modelling the evolution of population density distribution across time. It focuses on the case of Massachusetts by tracking changes in the importance of spatial distance from Boston concerning citizens' choices of residence according to data for 1880- 1890 and 1930-2010. [...]
2017 - 10.1080/00343404.2015.1110237
Regional studies, Vol. 51 Núm. 4 (2017) , p. 602-6015  
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5.
32 p, 772.7 KB On the density distribution across space : a probabilistic approach / Epifani, Ilenia (Politecnico di Milano) ; Nicolini, Rosella (Institut d'Anàlisi Econòmica)
Working within a Bayesian parametric framework, we develop a novel approach to studying the distribution of regional population density across space. By exploiting the Gamma distribution, we are able to introduce heterogeneity across space without incurring an a priori definition of territorial units. [...]
2013 - 10.1111/jors.12018
Journal of regional science, Vol. 53 (2013) , p. 481-510  
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6.
26 p, 325.3 KB Assessing influence in survival data with a cure / Ortega, Edwin M. M. ; Cancho, Vicente G. ; Lachos, Victor Hugo
Diagnostic methods have been an important tool in regression analysis to detect anomalies, such as departures from error assumptions and the presence of outliers and influential observations with the fitted models. [...]
2008
SORT : statistics and operations research transactions, Vol. 32, Núm. 2 (July-December 2008) , p. 115-140  
Registro completo - Creative Commons
7.
44 p, 465.9 KB Testing for the existence of clusters (p. 115-158) / Casella, George (University of Florida) ; Fuentes, Claudio (University of Florida)
Detecting and determining clusters present in a certain sample has been an important concern, among researchers from different fields, for a long time. In particular, assessing whether the clusters are statistically significant, is a question that has been asked by a number of experimenters. [...]
2009
SORT : statistics and operations research transactions, Vol. 33, Núm. 2 (July-December 2009) , p. 115-158  
Registro completo - Creative Commons

Documentos de investigación Encontrados 3 registros  
1.
15 p, 509.9 KB Neural nets for indirect inference / Creel, Michael (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
This paper shows how neural networks may be used to approximate the limited information posterior mean of a simulable model. Because the model is simulable, training and testing samples may be generated with sizes large enough to train well a net that is large enough, in terms of number of hidden layers and neurons, to learn the limited information posterior mean with good accuracy. [...]
Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica 2016 (Working papers ; 960.16)  
Registro completo - Creative Commons
2.
32 p, 466.6 KB Indirect likelihood inference (revised) / Creel, Michael (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica) ; Kristensen, Dennis ; Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica ; Institut d'Anàlisi Econòmica
Standard indirect Inference (II) estimators take a given finite-dimensional statistic, Z_{n} , and then estimate the parameters by matching the sample statistic with the model-implied population moment. [...]
Universitat Autònoma de Barcelona. Unitat de Fonaments de l'Anàlisi Econòmica 2013 (Working papers ; 931.13)  
Registro completo - Creative Commons
3.
40 p, 291.1 KB Modelling dependence in a ratemaking procedure with multivariate Poisson regression models / Bermúdez, Lluís (Universitat de Barcelona. Departament de Matemàtica Financera i Actuarial) ; Karlis, Dimitris (Athens University of Economics and Business) ; Xarxa de Referència en Economia Aplicada (XREAP)
When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2010 (XREAP ; 2010-4)  
Registro completo - Creative Commons

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