no code implementations • 25 Aug 2022 • Yuexi Wang, Veronika Ročková
In the absence of explicit or tractable likelihoods, Bayesians often resort to approximate Bayesian computation (ABC) for inference.
no code implementations • 22 Nov 2021 • Yuexi Wang, Tetsuya Kaji, Veronika Ročková
We demonstrate the usefulness of our approach on simulated examples as well as real data in the context of stock volatility estimation.
no code implementations • 26 Feb 2020 • Yuexi Wang, Veronika Ročková
Deep learning methods continue to have a decided impact on machine learning, both in theory and in practice.
no code implementations • 22 Mar 2019 • Yuexi Wang, Nicholas G. Polson, Vadim O. Sokolov
Our methodology is compared to traditional stochastic gradient descent with back-propagation.
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.