Minh‐Ngoc Tran
- The block-Poisson estimator for optimally tuned exact subsampling MCMC
2016/03/27 by Matias Quiroz, Quiroz, Matias, Minh‐Ngoc Tran +7 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference
- Deep Learning Enhanced Realized GARCH
2023/02/16 by Chen Liu, Liu, Chen, Chao Wang +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Machine Learning (cs.LG) #Market Dynamics and Volatility #Stock Market Forecasting Methods
- Fast Inference for Intractable Likelihood Problems using Variational\n Bayes
2017/05/18 by David Gunawan, Minh‐Ngoc Tran, Gunawan, David +3 · 1 citation
Mathematics · Decision Sciences · Computer Science · #Statistical Methods and Bayesian Inference #Advanced Statistical Process Monitoring #Bayesian Methods and Mixture Models
- Particle Mean Field Variational Bayes
2023/03/24 by Minh‐Ngoc Tran, Tran, Minh-Ngoc, Paco Tseng +3 · 1 citation
Mathematics · Computer Science · Decision Sciences · #Statistical Methods and Bayesian Inference #Bayesian Methods and Mixture Models #Probabilistic and Robust Engineering Design