3 search results - page 1 / 1 » A consistent nonparametric Bayesian procedure for estimating... |
CSDA
2007
13 years 10 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
13 years 5 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
13 years 5 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...