Search Results - subject:"Variational"

Variational rationality : self regulation success as a succesion of worthwhile moves that make sufficient progress

Soubeyran, Antoine - 2023

Persistent link: https://www.econbiz.de/10014252681

Extending the Lee-Carter model with variational autoencoder : a fusion of neural network and bayesian approach

Miyata, Akihiro; Matsuyama, Naoki - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 789-812

Persistent link: https://www.econbiz.de/10013426661

Variational inference for Bayesian panel VAR models

Ter Steege, Lucas - 2024

We study the application of approximate mean field variational inference algorithms to Bayesian panel VAR models in … using variational inference algorithms. Next to considerable speed improvements, our results show that the approximations …

Persistent link: https://www.econbiz.de/10015199536

Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces

Federico, Salvatore; Ferrari, Giorgio; Riedel, Frank; … - 2024

takes the form of a variational inequality with gradient constraint. Then, by allowing the decision maker to choose only the …

Persistent link: https://www.econbiz.de/10014563912

Variational inference for Bayesian panel VAR models

Ter Steege, Lucas - 2024

Persistent link: https://www.econbiz.de/10015178498

Elasticity of intertemporal substitution in the euro area

Marenčák, Michal; Giang Hong Nghiem - 2024

This paper estimates the elasticity of intertemporal substitution for the euro area. It leverages the unique design of the Consumer Expectations Survey in Europe to directly infer it from the Euler equation. Our final estimates range between 0.7 and 0.8 for the euro area as a whole, which are...

Persistent link: https://www.econbiz.de/10015152737

Risk, ambiguity, and misspecification : decision theory, robust control, and statistics

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of applied econometrics 39 (2024) 6, pp. 969-999

Persistent link: https://www.econbiz.de/10015156812

Revisiting risky money

Nesmith, Travis D. - 2024

Persistent link: https://www.econbiz.de/10015136042

Bernstein flows for flexible posteriors in variational Bayes

Dürr, Oliver; Hörtling, Stefan; Dold, Danil; Kovylov, … - In: AStA Advances in Statistical Analysis 108 (2024) 2, pp. 375-394

Black-box variational inference (BBVI) is a technique to approximate the posterior of Bayesian models by optimization …-of-the-art BBVI approaches often yield unsatisfactory posterior approximations. This paper presents Bernstein flow variational …

Persistent link: https://www.econbiz.de/10015361298

Variational inference: uncertainty quantification in additive models

Lichter, Jens; Wiemann, Paul F V; Kneib, Thomas - In: AStA Advances in Statistical Analysis 108 (2024) 2, pp. 279-331

access the posterior distribution. Recently, motivated by successes in machine learning, variational inference (VI) has … variational parameters to restore parameter dependencies and relies on a highly flexible implicit mixing distribution whose …

Persistent link: https://www.econbiz.de/10015361352