Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Sonia Petrone"'
Publikováno v:
Mathematics, Vol 9, Iss 22, p 2845 (2021)
Measure-valued Pólya urn processes (MVPP) are Markov chains with an additive structure that serve as an extension of the generalized k-color Pólya urn model towards a continuum of possible colors. We prove that, for any MVPP (μn)n≥0 on a Polish
Externí odkaz:
https://doaj.org/article/19707d7563f54698a1f36a918777ae47
Autor:
Giovanni Petris, Sonia Petrone
Publikováno v:
Journal of Statistical Software, Vol 41, Iss 04 (2011)
We give an overview of some of the software tools available in R, either as built- in functions or contributed packages, for the analysis of state space models. Several illustrative examples are included, covering constant and time-varying models for
Externí odkaz:
https://doaj.org/article/3b020d121d31421087d8065bb2c30f4f
Autor:
Sandra Fortini, Sonia Petrone
Publikováno v:
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 381
Prediction has a central role in the foundations of Bayesian statistics and is now the main focus in many areas of machine learning, in contrast to the more classical focus on inference. We discuss that, in the basic setting of random sampling—that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::239989dece0e04c2d9f4e9a9e43f646b
https://doi.org/10.1098/rsta.2022.0142
https://doi.org/10.1098/rsta.2022.0142
Publikováno v:
Bernoulli. 29
We define and prove limit results for a class of dominant P\'olya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of possible colors. Under fairly mild assumptions on the expected reinfor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67caf30d66d488acb7dc05be8e65fee3
https://doi.org/10.3150/21-bej1452
https://doi.org/10.3150/21-bej1452
Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian state-space models — where filtering, predictive and smoothing distrib
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86fdf7b5a4e4e27fee08e128149e261b
http://hdl.handle.net/11565/4041965
http://hdl.handle.net/11565/4041965
Autor:
Sonia Petrone, Sandra Fortini
Summary Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly suboptimal, solutions. The extent to which these algorithms approximate Bayesian so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae8cc155c6d77a69257fb71290266c9d
http://hdl.handle.net/11565/4026855
http://hdl.handle.net/11565/4026855
Publikováno v:
Mathematics
Volume 9
Issue 22
Mathematics, Vol 9, Iss 2845, p 2845 (2021)
Volume 9
Issue 22
Mathematics, Vol 9, Iss 2845, p 2845 (2021)
Measure-valued Pólya urn processes (MVPP) are Markov chains with an additive structure that serve as an extension of the generalized k-color Pólya urn model towards a continuum of possible colors. We prove that, for any MVPP (μn)n≥0 on a Polish
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::546a584bcb76a033ff77e70b2b100796
https://doi.org/10.3390/math9222845
https://doi.org/10.3390/math9222845
Publikováno v:
Biometrika. 101(2):285-302
Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach, plugging empi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4583747bf2af41804c77008f866749aa
http://hdl.handle.net/10.1093/biomet/ast067
http://hdl.handle.net/10.1093/biomet/ast067
Publikováno v:
Scandinavian Journal of Statistics. 41:580-605
This paper examines the use of Dirichlet process (DP) mixtures for curve fitting. An important modelling aspect in this setting is the choice between constant or covariate-dependent weights. By examining the problem of curve fitting from a predictive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::575f3c4565f93bcd036eca5692b2bcac
https://doi.org/10.1111/sjos.12047
https://doi.org/10.1111/sjos.12047
A notion of conditionally identically distributed (c.i.d.) sequences has been studied as a form of stochastic dependence weaker than exchangeability, but equivalent to it in the presence of stationarity. We extend such notion to families of sequences
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d126afd50a30c8d70d383a98e94eee08