3 search results - page 1 / 1 » A consistent nonparametric Bayesian procedure for estimating... |
CSDA
2007
13 years 4 months ago
2007
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
JMLR
2011
12 years 11 months ago
2011
This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first ...
NECO
2011
12 years 11 months ago
2011
Selection of an optimal estimator typically relies on either supervised training samples (pairs of measurements and their associated true values), or a prior probability model for...