288 citations · 772 across the 29 of their papers we have counts for
4 papers · 1 filter
Cooperative Parallel Particle Filters for online model selection and applications to Urban Mobility
Luca Martino, Jesse Read, Victor Elvira +1
We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modal…
Objective Bayesian Analysis for the Lomax Distribution
Paulo Ferreira, Jhon Gonzales, Vera Tomazella +3
In this paper we propose to make Bayesian inferences for the parameters of the Lomax distribution using non-informative priors, namely the Jeffreys prior and the reference prior. W…
Classification methods applied to credit scoring: A systematic review and overall comparison
Francisco Louzada, Anderson Ara, Guilherme B. Fernandes
The need for controlling and effectively managing credit risk has led financial institutions to excel in improving techniques designed for this purpose, resulting in the developmen…
Effective Sample Size for Importance Sampling based on discrepancy measures
L. Martino, V. Elvira, F. Louzada
The Effective Sample Size (ESS) is an important measure of efficiency of Monte Carlo methods such as Markov Chain Monte Carlo (MCMC) and Importance Sampling (IS) techniques. In the…