We consider the Bayes estimator δ0 for a Gaussian signal process observed in the presence of additive Gaussian noise under contamination of the signal or noise by QN-laws, introduced by Gualtierotti ...
We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a ...
[url=http://arstechnica.com/civis/viewtopic.php?p=24649285#p24649285:3j46jg05 said: l8gravely[/url]":3j46jg05]The article was nice, but boy would I have appreciated ...
This article was published in Scientific American’s former blog network and reflects the views of the author, not necessarily those of Scientific American I’m not sure when I first heard of Bayes’ ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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