no code implementations • 17 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.
no code implementations • 22 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.
no code implementations • 3 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.
no code implementations • 29 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.
2 code implementations • 3 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
no code implementations • 1 Sep 2017 • Guanhao Feng, Nicholas Polson, Yuexi Wang, Jianeng Xu
Alpha-norm, in contrast to lasso and ridge regularization, jumps to a sparse solution.