Zobrazeno 1 - 10 of 69 pro vyhledávání: '"Julio Stern"'
2
Auditable Blockchain Randomization Tool
Autor: Olivia Saa, Antonella Daniela Pontoriero, Julio Stern
Publikováno v: The 39th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering.
Randomization is an integral part of well-designed statistical trials, and is also a required procedure in legal systems, see Marcondes et al. (2019) This paper presents an easy to implement randomization protocol that assures, in a formal mathematic
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::06468deb1a817549fe2a014623a21083
https://doi.org/10.3390/proceedings2019033017
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3
Elektronická kniha
Bayesian Inference and Maximum Entropy Methods in Science and Engineering : MaxEnt 37, Jarinu, Brazil, July 09–14, 2017
Autor: Adriano Polpo, Julio Stern, Francisco Louzada, Rafael Izbicki, Hellinton Takada
These proceedings from the 37th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2017), held in São Carlos, Brazil, aim to expand the available research on Bayesian methods and promote their
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5
Simulated Annealing with a Temperature Dependent Penalty Function
Autor: Julio Stern
Publikováno v: Scopus-Elsevier
We formulate the problem of permuting a matrix to block angular form as the combinatorial minimization of an objective function. We motivate the use of simulated annealing (SA) as an optimization tool. We then introduce a heuristic temperature depend
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f31950970d8af11f2c42d38684e7d9c7
https://doi.org/10.1287/ijoc.4.3.311
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6
FBST for Cointegration Problems
Autor: Diniz, M., Pereira, C. A. B., Stern, J. M., Lauretto, Mds, Pereira, Cadb, Julio Stern
Publikováno v: ResearcherID
In order to estimate causal relations, the time series econometrics has to be aware of spurious correlation, a problem first mentioned by Yule [21]. To solve the problem, one can work with differenced series or use multivariate models like VAR or VEC
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb3eebbd1571e9e4746afe548069404e
https://doi.org/10.1063/1.3038994
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7
FBST for Unit Root Problems
Autor: Diniz, M., Pereira, C. A. B., Julio Stern, Knuth, Kh, Caticha, A., Giffin, A., Rodriguez, Cc, Center, Jl
Publikováno v: ResearcherID
This paper presents the Full Bayesian Significance Test for unit roots in auto‐regressive time series, and compares it to other approaches on a benchmark of 14 econometric series.
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f146b4eb9f4ad1d5d1ea8bd5c08f8f2
https://doi.org/10.1063/1.2821271
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