For a Bayesian, real-time forecasting with the posterior predictive
dist...
Two-sample p-values test for statistical significance. Yet p-values cann...
This paper introduces the particle swarm algorithm, a recursive and
emba...
Particle filters are a class of algorithms that are used for "tracking" ...
The missing data issue often complicates the task of estimating generali...
The use of factor stochastic volatility models requires choosing the num...