Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Oskar Gustafsson, Mattias Villani, Pär Stockhammar
| Year of publication: |
2023
|
|---|---|
| Authors: | Gustafsson, Oskar ; Villani, Mattias ; Stockhammar, Pär |
| Subject: | acquisition strategy | Bayesian optimization | MCMC | steady-state BVAR | stochastic volatility | US macro | Bayes-Statistik | Bayesian inference | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2961 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288027