Search Results - subject:"hyper-parameters"

Hyper-parametric Generalized Autoregressive Scores (GASs) : an application to the price of United States cooking gas

Olanrewaju, Rasaki Olawale; Olanrewaju, Sodiq Adejare; … - In: Statistics in transition : an international journal of … 24 (2023) 4, pp. 93-107

model is to use its score and information functions as the compeller of time-variation via hyper-parameters of conditional …

Persistent link: https://www.econbiz.de/10015114993

Predicting maritime accident consequence scenarios for emergency response decisions using optimization-based decision tree approach

Li, Baode; Jing, Lu; Lu, Han; Li, Jing - In: Maritime policy & management 50 (2023) 1, pp. 19-41

Persistent link: https://www.econbiz.de/10013532145

Forecasting Non-Stationary Volatility with Hyper-Parameters

Bengio, Yoshua; Dugas, Charles - Centre Interuniversitaire de Recherche en Analyse des … - 2002

develop a measure of generalization for such data and we consider a recently proposed approach to optimizing hyper-parameters …, based on the computation of the gradient of a model selection criterion with respect to hyper-parameters. Hyper-parameters …

Persistent link: https://www.econbiz.de/10005417575

Joint Bayesian Analysis of Factor Scores and Structural Parameters in the Factor Analysis Model

Lee, Sik-Yum; Shi, Jian-Qing - In: Annals of the Institute of Statistical Mathematics 52 (2000) 4, pp. 722-736

Persistent link: https://www.econbiz.de/10005760212

A Monte Carlo method for an objective Bayesian procedure

Ogata, Yosihiko - In: Annals of the Institute of Statistical Mathematics 42 (1990) 3, pp. 403-433

Persistent link: https://www.econbiz.de/10005169151