Výsledky vyhledávání - "Schöngens, Marcel"

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A Structured Survey of Quantum Computing for the Financial Industry

Autor: Albareti, Franco D., Ankenbrand, Thomas, Bieri, Denis, Hänggi, Esther, Lötscher, Damian, Stettler, Stefan, Schöngens, Marcel

Quantum computers can solve specific problems that are not feasible on "classical" hardware. Harvesting the speed-up provided by quantum computers therefore has the potential to change any industry which uses computation, including finance. First qua

Externí odkaz: http://arxiv.org/abs/2204.10026

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Distance-learning For Approximate Bayesian Computation To Model a Volcanic Eruption

Autor: Pacchiardi, Lorenzo, Kunzli, Pierre, Schoengens, Marcel, Chopard, Bastien, Dutta, Ritabrata

Publikováno v: Sankhya B (2020)

Approximate Bayesian computation (ABC) provides us with a way to infer parameters of models, for which the likelihood function is not available, from an observation. Using ABC, which depends on many simulations from the considered model, we develop a

Externí odkaz: http://arxiv.org/abs/1909.13118

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ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation

Autor: Dutta, Ritabrata, Schoengens, Marcel, Pacchiardi, Lorenzo, Ummadisingu, Avinash, Widmer, Nicole, Künzli, Pierre, Onnela, Jukka-Pekka, Mira, Antonietta

Publikováno v: Journal of Statistical Software, 100(7), 1-38, 2021

ABCpy is a highly modular scientific library for Approximate Bayesian Computation (ABC) written in Python. The main contribution of this paper is to document a software engineering effort that enables domain scientists to easily apply ABC to their re

Externí odkaz: http://arxiv.org/abs/1711.04694

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