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비대칭적 점프확산 모형의 효율적인 베이지안 추론
박태영 ( Tae Young Park )
이영은 ( Young Eun Lee )
2014년
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도
공유도
영향력
논문상세정보
저자
박태영 ( Tae Young Park )
이영은 ( Young Eun Lee )
주제어
Gibbs sampler
Markov Chain Monte Carlo
Pareto-Betajumpdiffusion
partialcollapse
Wiener Process
깁스샘플러
마르코프 연쇄 몬테카를로
부분붕괴
위너과정
파레토-베타점프확산
참고문헌( 28)
유사주제 논문( 34)
gibbs sampler 14건
markov chain monte carlo 13건
마르코프 연쇄 몬테카를로 3건
wiener process 2건
partialcollapse 1건
깁스샘플러 1건
인용/피인용
비대칭적 점프확산 모형의 효율적인 베이지안 추론
' 비대칭적 점프확산 모형의 효율적인 베이지안 추론' 의 주제별 논문영향력
논문영향력 요약
주제
gibbs sampler
markov chain monte carlo
pareto-betajumpdiffusion
partialcollapse
wiener process
깁스샘플러
마르코프 연쇄 몬테카를로
부분붕괴
위너과정
파레토-베타점프확산
동일주제 총논문수
논문피인용 총횟수
주제별 논문영향력의 평균
44
0
0.0%
자세히
주제별 논문영향력
논문영향력
주제
주제별 논문수
주제별 피인용횟수
주제별 논문영향력
주제어
gibbs sampler
15
0
0.0%
markov chain monte carlo
14
0
0.0%
pareto-betajumpdiffusion
1
0
0.0%
partialcollapse
2
0
0.0%
wiener process
3
0
0.0%
깁스샘플러
2
0
0.0%
마르코프 연쇄 몬테카를로
4
0
0.0%
부분붕괴
1
0
0.0%
위너과정
1
0
0.0%
파레토-베타점프확산
1
0
0.0%
계
44
0
0.0%
* 다른 주제어 보유 논문에서 피인용된 횟수
0
닫기
' 비대칭적 점프확산 모형의 효율적인 베이지안 추론'
의 참고문헌
Weak convergence and optimal scaling of random walk Metropolis algorithms
Roberts, G. O.
The Annals of Applied Probability 7 : 110 ~ 120
[1997]
To center or not to center, that is not the question: An ancillarity-sufficiency interweaving strategy(ASIS) for boosting MCMC efficiency
Yu, Y.
Journal of Computational and Graphical Statistics 20 : 531 ~ 570
[2011]
The collapsed Gibbs sampler in Bayesian computations with applications to gene regulation problem
Liu, J. S.
Journal of the American Statistical Association 89 : 958 ~ 966
[1994]
Thank God that regressing Y on X is not the same as regressing X on Y: Direct and indirect residual augmentations
Xu, X.
Journal of Computational and Graphical Statistics 22 : 598 ~ 622
[2013]
Statistical challenges in spectral analysis in high-energy astrophysics
Park, T.
ISBA Bulletin 16 : 13 ~ 17
[2009]
Spatial statistics and Bayesian computation
Besag, J.
Journal of the Royal Sta-tistical Society, Series B 55 : 25 ~ 37
[1993]
Seeking efficient data augmentation schemes via conditional and marginal augmentation
Meng, X. L.
Biometrika 86 : 301 ~ 320
[1999]
Searching for narrow emission lines in X-ray spectra: Computation and methods
Park, T.
The Astrophysical Journal 688 : 807 ~ 825
[2008]
Partially collapsed Gibbs sampling for linear mixed-effects models
Park, T.
Communi-cations in Statistics - Simulation and Computation
[2014]
Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics, Handbook of Markov Chain Monte Carlo
van Dyk, D. A.
Chapman & Hall/CRC Press : 383 ~ 400
[2011]
Partially collapsed Gibbs samplers: Theory and methods
van Dyk, D. A.
Journal of the American Statistical Association 193 : 790 ~ 796
[2008]
Partially collapsed Gibbs samplers: Illustrations and applications
Park, T.
Journal of Computational and Graphical Statistics 18 : 283 ~ 305
[2009]
Parameter expansion for data augmentation
Liu, J. S.
Journal of the American Statistical Association 94 : 1264 ~ 1274
[1999]
Option pricing when underlying stock returns are discontinuous
Merton, R. C.
Journal of Financial Economics 3 : 125 ~ 144
[1976]
Optimal scaling for various Metropolis-Hastings algorithms
Roberts, G. O.
Statistical Science 16 : 351 ~ 367
[2001]
Nesting EM algorithms for computational efficiency
van Dyk, D. A.
Statistical Sinica 10 : 203 ~ 225
[2000]
Maximum likelihood estimation of the double exponential jump diffusion process
Ramezani, C. A.
Annals of Finance 3 : 487 ~ 507
[2007]
Maximum likelihood estimation of asymmetric jump-diffusion process: Cpplication to security prices, Working Paper
Ramezani, C. A.
[1998]
Inference from iterative simulations using multiple sequences(with discussion)
Gelman, A.
Statistical Science 7 : 457 ~ 472
[1992]
Empirical investigation of continuous-time equity return models
Andersen, T. G.
Journal of Finance 57 : 1239 ~ 1284
[2002]
Efficient parameterization for normal linear mixed models
Gelfand, A. E.
Biometrika 82 : 479 ~ 488
[1995]
Covariance structure of the Gibbs sampler with applications to comparisons of estimators and augmentation schemes
Liu, J. S.
Biometrika 81 : 27 ~ 40
[1994]
Coupling and ergodicity of adaptive MCMC
Roberts, G. O.
Journal of Applied Probability 44 : 458 ~ 475
[2007]
Bayesian semi-parametric analysis of Poisson change-point regression models: Application to policy making in Cali, Colombia
Park, T.
Journal of Applied Statistics 39 : 2285 ~ 2298
[2012]
Bayesian nonparametric inference on quantile residual life function: Application to breast cancer data
Park, T.
STATISTICS IN MEDICINE 31 (18) : 1972 ~ 1985
[2012]
Bayesian Semi-Parametric Regression for Quantile Residual Lifetime
박태영
Communications for Statistical Applications and Methods 21 (4) : 285 ~ 296
[2014]
Bayesian Analysis of Individual Choice Behavior With Aggregate Data
Park, T.
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS 20 (1) : 158 ~ 173
[2011]
A jump diffusion model for option pricing
Kou, S. G.
Management Science 48 : 1086 ~ 1101
[2002]
' 비대칭적 점프확산 모형의 효율적인 베이지안 추론'
의 유사주제(
) 논문