"Exact" and Approximate Methods for Bayesian Inference: Stochastic Volatility Case Study.

Yuliya Shapovalova

Published in: Entropy (2021)

Keyphrases

bayesian inference
case study
exact and approximate
probabilistic model
upper bound
database
database systems
prior knowledge
optimization problems
graphical models
distance function
cross validation
prior information
hyperparameters
statistical inference