Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market

We review Bayesian inference for dynamic latent variable models using the data augmentation principle. We detail the difficulties of stimulating dynamic latent variables in a Gibbs sampler. We propose an alternative specification of the dynamic disequilibrium model which leads to a simple simulation procedure and renders Bayesian inference fully operational. Identification issues are discussed. We conduct a specification search using the posterior deviance criterion of Spiegelhalter, Best, Carlin, and van der Linde (2002) for a disequilibrium model of the Polish credit market.Latent variables, Disequilibrium models, Bayesian inference, Gibbs sampler, Credit rationing

Combining link and content-based information in a Bayesian inference model for entity search

An architectural model of a Bayesian inference network to support entity search in semantic knowledge bases is presented. The model supports the explicit combination of primitive data type and object-level semantics under a single computational framework. A flexible query model is supported capable to reason with the availability of simple semantics in querie

Inferring the intensity of Poisson processes at the limit of the detector sensitivity (with a case study on gravitational wave burst search)

We consider the issue of reporting the result of search experiment in the most unbiased and efficient way, i.e. in a way which allows an easy interpretation and combination of results and which do not depend on whether the experimenters believe or not to having found the searched-for effect. Since this work uses the language of Bayesian theory, to which most physicists are not used, we find that it could be useful to practitioners to have in a single paper a simple presentation of Bayesian inference, together with an example of application of it in search of rare processes.Comment: 36 pages, 11 figures, Latex files using cernart.cls (included). This paper and related work are also available at http://www-zeus.roma1.infn.it/~agostini/prob+stat.htm