Bayesian inference for Heston-STAR models.
Osnat StramerXiaoyu ShenMatthew A. BognarPublished in: Stat. Comput. (2017)
Keyphrases
- bayesian inference
- probabilistic model
- variational inference
- statistical inference
- hierarchical bayesian
- bayesian model
- prior information
- hidden variables
- gibbs sampler
- probabilistic modeling
- markov chain monte carlo
- graphical models
- bayesian models
- prior knowledge
- statistical models
- variational bayes
- random fields
- hyperparameters
- machine learning
- regression model
- prior distribution
- exponential family
- model selection
- search algorithm