2 citations · 2 across the 1 of their papers we have counts for
2 papers
econ.EM2020
Machine Learning Advances for Time Series Forecasting
Ricardo P. Masini, Marcelo C. Medeiros, Eduardo F. Mendes
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alter…
stat.CO2015★ 2 cited
Markov Interacting Importance Samplers
Eduardo F. Mendes, Marcel Scharth, Robert Kohn
We introduce a new Markov chain Monte Carlo (MCMC) sampler called the Markov Interacting Importance Sampler (MIIS). The MIIS sampler uses conditional importance sampling (IS) appro…