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stat.CO2021
Scalable Econometrics on Big Data -- The Logistic Regression on Spark
Aurélien Ouattara, Matthieu Bulté, Wan-Ju Lin +6
Extra-large datasets are becoming increasingly accessible, and computing tools designed to handle huge amount of data efficiently are democratizing rapidly. However, conventional s…
stat.CO2018
A practical example for the non-linear Bayesian filtering of model parameters
Matthieu Bulté, Jonas Latz, Elisabeth Ullmann
In this tutorial we consider the non-linear Bayesian filtering of static parameters in a time-dependent model. We outline the theoretical background and discuss appropriate solvers…