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Structural Performance Evaluation of Actual Bridges by means of Modal Parameter-based FE Model Updating

Structural Performance Evaluation of Actual Bridges by means of Modal Parameter-based FE Model Updating
Digital博士論文障害者向け資料あり
Zhou, Xin2022-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject Heading...vibration test Markov chain Monte Carlo Damage detection Actual bridg...

Exploring stellar magnetic activities with Bayesian inference

Exploring stellar magnetic activities with Bayesian inference
Digital博士論文障害者向け資料あり
Ikuta, Kai2021-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingStellar magnetic activity Starspot M-type star Bayesian inference Markov chain Monte Carlo

Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications

Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications
Digital博士論文障害者向け資料あり
Araki, TakamitsuNara Institute of Science and Technology2013-09-25
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingMarkov chain Monte Carlo methods Auxili......ction Adaptive Markov chain Monte Carlo methods

High-frequency realized stochastic volatility model

High-frequency realized stochastic volatility model
Digital文書・図像類
Watanabe, Toshiaki, Nakajima, JouchiHitotsubashi Institute for Advanced Study, Hitotsubashi University2023-01
Available onlineOther Libraries in Japan
  • Summary, etc....ian method via Markov chain Monte Carlo is developed for the analysis...
  • Subject Heading...frequency data Markov chain Monte Carlo Realized volatility Stochasti...

個人の異質性を入れた順序選択モデルのベイズ推定 [全文の要約]

個人の異質性を入れた順序選択モデルのベイズ推定 [全文の要約]
Digital博士論文
史, 磊Hokkaido University2020-03-25
Available onlineOther Libraries in Japan
  • Subject HeadingBayesian analysis Markov chain Monte Carlo (MCMC) Individual heterogenei...

Hamiltonian Monte Carloを用いた地盤力学問題における逆解析

Hamiltonian Monte Carloを用いた地盤力学問題における逆解析
Digital博士論文
コック, マイケル コンラッドKyoto University2020-03-23
Available onlineOther Libraries in Japan
  • Subject HeadingInverse problems Parameter estimation Markov Chain Monte Carlo Hamiltonian Monte Carlo Geome...

マルコフ連鎖モンテカルロ法の配位空間の幾何と焼き戻しレフシェッツ・シンブル法における世界体積の方法

マルコフ連鎖モンテカルロ法の配位空間の幾何と焼き戻しレフシェッツ・シンブル法における世界体積の方法
Digital博士論文
松本, 信行Kyoto University2021-03-23
Available onlineOther Libraries in Japan
  • Subject HeadingMarkov chain Monte Carlo distance between configuratio...
  • Alternative Title...ation space in Markov chain Monte Carlo methods and the worldvolume a...
  • Alternative Title...ation space in Markov chain Monte Carlo methods and the worldvolume a...

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Digital文書・図像類
LEON-GONZALEZ, RobertoGRIPS Policy Research Center2018-03-15GRIPS Discussion PapersDP17-16
Other Libraries in Japan
  • Subject HeadingMarkov Chain Monte Carlo Gibbs Sampling Flexible Param...

空間計量経済モデルのベイズ分析 [全文の要約]

空間計量経済モデルのベイズ分析 [全文の要約]
Digital博士論文
高, 平Hokkaido University2020-03-25
Available onlineOther Libraries in Japan
  • Subject HeadingBayesian inference dynamic Markov chain Monte Carlo (MCMC) multivariante response...

Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility

Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility
Digital文書・図像類
Takahashi, Makoto, Watanabe, Toshiaki, Omori, YasuhiroHitotsubashi Institute for Advanced Study, Hitotsubashi University2021-01
Available onlineOther Libraries in Japan
  • Summary, etc....estimation via Markov chain Monte Carlo (MCMC) to them. Byconducting ...
  • Subject Heading...ve (HAR) model Markov chain Monte Carlo (MCMC) Realized volatility St...

Multivariate Stochastic Volatility with Co-Heteroscedasticity

Multivariate Stochastic Volatility with Co-Heteroscedasticity
Digital文書・図像類
CHAN, Joshua, DOUCET, Arnaud, Leon-Gonzalez, Roberto, STRACHAN, Rodney W.GRIPS Policy Research Center2020-09-04GRIPS Discussion Papers20-09
Other Libraries in Japan
  • Subject HeadingMarkov Chain Monte Carlo Gibbs Sampling Flexible Param...

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Digital文書・図像類
LEON-GONZALEZ, RobertoGRIPS Policy Research Center2015-10-02GRIPS Discussion PapersDP15-17
Other Libraries in Japan
  • Subject HeadingMarkov Chain Monte Carlo Gibbs Sampling Flexible Param...

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Digital文書・図像類
LEON-GONZALEZ, RobertoGRIPS Policy Research Center2014-09-02GRIPS Discussion PapersDP14-12
Other Libraries in Japan
  • Subject HeadingMarkov Chain Monte Carlo Gibbs Sampling Flexible Param...

Multivariate Stochastic Volatility with Co-Heteroscedasticity

Multivariate Stochastic Volatility with Co-Heteroscedasticity
Digital文書・図像類
CHAN, Joshua, DOUCET, Arnaud, LEON-GONZALEZ, Roberto, STRACHAN, Rodney W.GRIPS Policy Research Center2018-10-11GRIPS Discussion PapersDP18-12
Other Libraries in Japan
  • Subject HeadingMarkov Chain Monte Carlo Gibbs Sampling Flexible Param...

Bayesian Model Averaging in the Instrumental Variable Regression Model

Bayesian Model Averaging in the Instrumental Variable Regression Model
Digital文書・図像類
KOOP, Gary, LEON-GONZALEZ, Roberto, STRACHAN, RodneyGRIPS Policy Research Center2011-01-24GRIPS Discussion PapersDP10-32
Other Libraries in Japan
  • Summary, etc....eversible jump Markov chain Monte Carlo algorithm that allows us to d...
  • Subject HeadingBayesian endogeneity simultaneous equations reversible jump Markov chain Monte Carlo

Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management

Employing Bayesian Forecasting of Value-at-Risk to Determine an Appropriate Model for Risk Management
Digital文書・図像類
CHEN, Cathy W.S., WENG, Monica M.C., 渡部, 渡部Hitotsubashi Institute for Advanced Study, Hitotsubashi University2015-12-08
Available onlineOther Libraries in Japan
  • Summary, etc....mploy Bayesian Markov chain Monte Carlo sampling methods to update th...
  • Subject Heading...on Backtesting Markov chain Monte Carlo methods Value-at-Risk Volatil...

Dynamic Equicorrelation Stochastic Volatility

Dynamic Equicorrelation Stochastic Volatility
Paper文書・図像類
Kurose, Yuta, Omori, Yasuhiro日本経済国際共同センター2013-11Discussion paper series. CIRJE-FCIRJE-F-907
Other Libraries in Japan
  • Subject Heading...quicorrelation Markov chain Monte Carlo multi-move sampler multivaria...

Matrix Exponential Stochastic Volatility with Cross Leverage

Matrix Exponential Stochastic Volatility with Cross Leverage
Paper文書・図像類
Ishihara, Tsunehiro, Omori, Yasuhiro, Asai, Manabu日本経済国際共同センター2013-09Discussion paper series. CIRJE-FCIRJE-F-904
Other Libraries in Japan
  • Subject Heading...ix exponential Markov chain Monte Carlo Multi-move sampler Multivaria...

Bayesian variable selection for the seemingly unrelated regression model with a large number of predictors

Bayesian variable selection for the seemingly unrelated regression model with a large number of predictors
Digital文書・図像類
安道, 知寛慶應義塾経営管理学会2010-08慶應義塾経営管理学会リサーチペーパー・シリーズ103
Other Libraries in Japan
  • Subject HeadingBayesian estimation,Seerningly Cnrela.ted Regression,Direct Monte Carlo,Markov Chain Monte Carlo
  • Note (General)...s solved using Markov Chain Monte Carlo (MCMC) techniques. Herein we ...

Duopoly in the Japanese Airline Market : Bayesian Estimation for the Entry Game

Duopoly in the Japanese Airline Market : Bayesian Estimation for the Entry Game
Paper文書・図像類
Sugawara, Shinya, Omori, Yasuhiro日本経済国際共同センター2011-04Discussion paper series. CIRJE-FCIRJE-F-797
Other Libraries in Japan
  • Subject Heading...sis Entry game Markov chain Monte Carlo Multiple equilibria Mixed str...
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