16 search results - page 1 / 4 » On Monte Carlo methods for Bayesian multivariate regression ... |
10
Voted
MA
2010
Springer
13 years 3 months ago
2010
Springer
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
WSC
2000
13 years 5 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
This paper addresses the problem of estimating the statistical distribution of multiple-tissue non-stationary ultrasound images of skin. The distribution of multiple-tissue images...
JMLR
2010
12 years 11 months ago
2010
We propose a fully Bayesian approach for generalized kernel models (GKMs), which are extensions of generalized linear models in the feature space induced by a reproducing kernel. ...
JMLR
2010
12 years 11 months ago
2010
We are concerned with a multivariate response regression problem where the interest is in considering correlations both across response variates and across response samples. In th...