In simulation modeling and analysis, there are two situations where there is uncertainty about the number of parameters needed to specify a model. The first is in input modeling w...
Abstract. Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in mathematical analysis and modeling. A multivariate Gaussian ...
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
We propose a fully Bayesian methodology for generalized kernel mixed models (GKMMs), which are extensions of generalized linear mixed models in the feature space induced by a repr...
This paper investigates a Bayesian model and a Markov chain Monte Carlo (MCMC) algorithm for gene factor analysis. Each sample in the dataset is decomposed as a linear combination...
Cecile Bazot, Nicolas Dobigeon, Jean-Yves Tournere...