Category: paper-review

Bayesian Update of Reliability Estimates

The definition of reliability is the probability that a system will perform its intended function for a specified period of time under stated condition. Note that we are…

My interests from Gelman20_StatImpDev

Based my interests, I have elaborated or summarized four areas from Gelman20. Bootstrapping and simulation-based inference We can enhance our sufficient statistics (Xbar) and sampling distribution (normal) by…

Broderick13_Streaming Variational Bayes

Applying the advantage of Bayesian paradigm(hierarchical modeling, coherent treatment of uncertainty) to big data setting is active in variational Bayes (VB). In VB, marginal likelihood’s variational lower bound…

Huggins20_Validated Variational Inference via Practical Posterior Error Bounds

Three criteria are reviewed. KL divergence -divergence Wasserstein distance bound the difference between expectation of any smooth function. With upper bounds on the function of interest and the…

Stock Market Index Trading Algorithm Using Discrete Hidden Markov Models and Technical Analysis

Forecasting Foreign Exchange Rates using Support Vector Regression

A dynamic analysis of stock markets using a hidden Markov model

Predicting Trend in the Next-Day Market by Hierarchical Hidden Markov Model

High-order Hidden Markov Model for trend prediction in financial time series

where