A Kalman particle filter for online parameter estimation with applications to affine models
Sign Up to like & getrecommendations! Published in 2019 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-021-09239-3
Abstract: In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous-time state space model with discrete-time observations by an algorithm that combines the Kalman filter and a… read more here.
Keywords: filter; estimation; posterior distribution; particle filter ... See more keywords
Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems☆
Sign Up to like & getrecommendations! Published in 2017 at "Computer Methods in Applied Mechanics and Engineering"
DOI: 10.1016/j.cma.2017.08.016
Abstract: In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the… read more here.
Keywords: posterior distribution; adaptive sparse; sparse quadrature; quadrature ... See more keywords
An Iterative Nonlinear Filter Based on Posterior Distribution Approximation via Penalized Kullback–Leibler Divergence Minimization
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Signal Processing Letters"
DOI: 10.1109/lsp.2022.3169439
Abstract: This letter deals with Gaussian approximation of complicated posterior distribution involved in the Bayesian paradigm for nonlinear dynamic systems. A general formulation for Gaussian approximation is first provided by equivalently representing posterior distribution as a… read more here.
Keywords: penalized kullback; minimization; posterior distribution; approximation ... See more keywords
In‐clinic application of ingenol mebutate 0.015% gel for actinic keratosis in large areas of the face is feasible and attracts a high rate of patient satisfaction: Results of a questionnaire
Sign Up to like & getrecommendations! Published in 2018 at "Australasian Journal of Dermatology"
DOI: 10.1111/ajd.12683
Abstract: ment effect, and (ii) no meaningful treatment effect. This was achieved by integrating the priors and the likelihoods over reasonable upper and lower bounds. In contrast, as the author points out, it is possible to… read more here.
Keywords: posterior distribution; clinic application; effect; application ingenol ... See more keywords
Visuospatial dysfunction is associated with posterior distribution of white matter damage in non‐demented cerebral amyloid angiopathy
Sign Up to like & getrecommendations! Published in 2021 at "European Journal of Neurology"
DOI: 10.1111/ene.14993
Abstract: Cerebral amyloid angiopathy (CAA) is a well‐recognized contributor to cognitive decline in the elderly. The posterior cortical predilection of CAA pathology would cause visuospatial dysfunction, which is still underexplored. We aimed to investigate whether the… read more here.
Keywords: amyloid angiopathy; cerebral amyloid; posterior distribution; dysfunction ... See more keywords
Distributed Bayesian Inference in Massive Spatial Data
Sign Up to like & getrecommendations! Published in 2023 at "Statistical Science"
DOI: 10.1214/22-sts868
Abstract: Gaussian process (GP) regression is computationally expensive in spatial applications involving massive data. Various methods address this limitation, including a small number of Bayesian methods based on distributed computations (or the divide-and-conquer strategy). Focusing on… read more here.
Keywords: distributed bayesian; inference massive; posterior distribution; massive spatial ... See more keywords