Search Results for author: Jianeng Xu

Found 6 papers, 1 papers with code

Quantum Bayesian Computation

no code implementations17 Aug 2022 Nick Polson, Vadim Sokolov, Jianeng Xu

Quantum Bayesian Computation (QBC) is an emerging field that levers the computational gains available from quantum computers to provide an exponential speed-up in Bayesian computation.

feature selection Gaussian Processes +1

Merging Two Cultures: Deep and Statistical Learning

no code implementations22 Oct 2021 Anindya Bhadra, Jyotishka Datta, Nick Polson, Vadim Sokolov, Jianeng Xu

We show that prediction, interpolation and uncertainty quantification can be achieved using probabilistic methods at the output layer of the model.

Dimensionality Reduction Feature Engineering +2

Bayesian Inference for Gamma Models

no code implementations3 Jun 2021 Jingyu He, Nicholas Polson, Jianeng Xu

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions.

Bayesian Inference Data Augmentation +1

Data Augementation with Polya Inverse Gamma

no code implementations29 May 2019 Jingyu He, Nicholas G. Polson, Jianeng Xu

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions.

Bayesian Inference Data Augmentation +1

Deep Learning in Characteristics-Sorted Factor Models

2 code implementations3 May 2018 Guanhao Feng, Nicholas G. Polson, Jianeng Xu

This paper presents an augmented deep factor model that generates latent factors for cross-sectional asset pricing.

Methodology

Sparse Regularization in Marketing and Economics

no code implementations1 Sep 2017 Guanhao Feng, Nicholas Polson, Yuexi Wang, Jianeng Xu

Alpha-norm, in contrast to lasso and ridge regularization, jumps to a sparse solution.

Marketing

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