31 research outputs found
Le patrimoine de toute l’île. François Rémillard et Brian Merrett, Belles demeures historiques de l’île de Montréal, Montréal, Les Éditions de l’Homme, 2016, 344 pages
Temporal disaggregation of overlapping noisy quarterly data: Estimation of monthly output from UK Value Added Tax data
R package BayesMultiMode: Bayesian Mode Inference
A Bayesian approach for mode inference which works in two steps. First, a mixture distribution is fitted on the data using a sparse finite mixture (SFM) Markov chain Monte Carlo (MCMC) algorithm following Malsiner-Walli, Frühwirth-Schnatter and Grün (2016) ). The number of mixture components does not have to be known; the size of the mixture is estimated endogenously through the SFM approach. Second, the modes of the estimated mixture at each MCMC draw are retrieved using algorithms specifically tailored for mode detection. These estimates are then used to construct posterior probabilities for the number of modes, their locations and uncertainties, providing a powerful tool for mode inference