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Consistent Model Selection of Discrete Bayesian Networks from Incomplete Data
Discrete Bayesian Networks Consistent Model Incomplete Data node-variables
2011/6/20
A maximum likelihood based model selection of discrete Bayesian
networks is considered. The model selection is performed through scoring
function S, which, for a given network G and n-sample Dn, is ...
A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals
Rational bubbles mean reversal positive feedbacks finite-time singularity superexponential growth Bayesian analysis log-periodic power law
2010/11/1
We present a self-consistent model for explosive financial bubbles, which combines a
mean-reverting volatility process and a stochastic conditional return which reflects nonlinear
positive feedbacks...
A Consistent Model Specification Test with Mixed Discrete and Continuous Data
Consistent test Parametric functional form Nonparametric estimation
2011/4/2
In this paper we propose a nonparametric kernel-based model specification test that can be used when the regression model contains both discrete and continuous regressors. We employ discrete variable ...