Search Results for author: David Gunawan

Found 6 papers, 1 papers with code

Comparisons of Australian Mental Health Distributions

no code implementations15 Jun 2021 David Gunawan, William Griffiths, Duangkamon Chotikapanich

Bayesian nonparametric estimates of Australian mental health distributions are obtained to assess how the mental health status of the population has changed over time and to compare the mental health status of female/male and indigenous/non-indigenous population subgroups.

Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions

no code implementations11 May 2020 David Gunawan, William E. Griffiths, Duangkamon Chotikapanich

Using HILDA data for the years 2001, 2006, 2010, 2014 and 2017, we compute posterior probabilities for dominance for all pairwise comparisons of income distributions in these years.

A Statistical Recurrent Stochastic Volatility Model for Stock Markets

no code implementations7 Jun 2019 Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan, R. Kohn

The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale industrial applications of Deep Learning.

Time Series Analysis

Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives

1 code implementation19 Jun 2018 Vincent Chin, David Gunawan, Denzil G. Fiebig, Robert Kohn, Scott A. Sisson

This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving the overall efficiency of the data augmentation approach.

Computation Applications Methodology

Subsampling Sequential Monte Carlo for Static Bayesian Models

no code implementations8 May 2018 David Gunawan, Khue-Dung Dang, Matias Quiroz, Robert Kohn, Minh-Ngoc Tran

SMC sequentially updates a cloud of particles through a sequence of distributions, beginning with a distribution that is easy to sample from such as the prior and ending with the posterior distribution.

Bayesian Inference

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