45 citations
10 papers
Revisiting the Properties of Money
Isaiah Hull, Or Sattath
The properties of money commonly referenced in the economics literature were originally identified by Jevons (1876) and Menger (1892) in the late 1800s and were intended to describ…
Named Entity Evolution Recognition on the Blogosphere
Helge Holzmann, Nina Tahmasebi, Thomas Risse
Advancements in technology and culture lead to changes in our language. These changes create a gap between the language known by users and the language stored in digital archives.…
The block-Poisson estimator for optimally tuned exact subsampling MCMC
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +2
Speeding up Markov Chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo-marginal MCMC method is p…
Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +1
The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) pr…
Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures
Minh-Ngoc Tran, Paolo Giordani, Xiuyan Mun +2
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require…
Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling
Michael Pitt, Ralph Silva, Paolo Giordani +1
Our article deals with Bayesian inference for a general state space model with the simulated likelihood computed by the particle filter. We show empirically that the partially or f…