Bayesian Estimation of Simultaneous Regression Quantiles Using Hamiltonian Monte Carlo.
Hassan HachemCandy AbboudPublished in: Algorithms (2024)
Keyphrases
- monte carlo
- bayesian estimation
- regression model
- markov chain
- conditional density estimation
- importance sampling
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- sliding window
- particle filter
- variance reduction
- model selection
- posterior distribution
- hidden variables
- support vector
- quasi monte carlo
- adaptive sampling
- incomplete data
- higher order