Several new estimators of the marginal likelihood for complex non-Gaussian models are developed. These estimators make use of the output of auxiliary mixture sampling for count data and for binary and multinomial data. One of these estimators is based on combiningChib’s estimatorwith data augmentation as in auxiliarymixture sampling,while the other estimators are importance sampling and bridge ...

This paper describes a Bayesian nonparametric approach to volatility estimation. Volatility is assumed to follow a superposition of an infinite number of Ornstein–Uhlenbeck processes driven by a compound Poisson process with a parametric or nonparametric jump size distribution. This model allows a wide range of possible dependencies and marginal distributions for volatility. The properties of t...

Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, two parameter generalisation Poisson distribution. COM-Poisson regression modelling allows flexibility to model dispersed count data as part generalised linear (GLM) response, where exo...

background & aim: in the survival data with long-term survivors the event has not occurred for all the patients despite long-term follow-up, so the survival time for a certain percent is censored at the  end  of the  study.  mixture  cure  model  was  introduced  by boag,  1949  for  reaching  a  more efficient analysis of this set of data. because of some disadvantages of this model non-mixtur...

This article proposes the estimation of marginal cost of individual firms using semiparametric and nonparametric methods. These methods have a number of appealing features when applied to cost functions. The empirical analysis uses data from a unique sample of the California electricity industry for which we observe the actual marginal cost and estimate the marginal cost from these data. We com...

the use of stokes boundary values problems for the determination of the geoid requires that gravity anomalies (as boundary values) are known on geoid (as boundary). while, the gravity observations are measured on the earth's surface, to obtain boundary data, the surface gravity anomalies does are downward from the terrain onto geoid. for downward continuation (dwc) of surface gravity anoma...

We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson statistics.

Although a number of different models have been suggested for the process that brings workers and firms together in the labour market, none of these performs well in empirical studies of the aggregate matching function. Empirically, the most successful functional form is Cobb-Douglas, for which there are no microfoundations in the existing literature. I present a new model for the matching proc...