network profile
| bio | website | |
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| visits | member for | 1 year, 1 month |
| seen | Apr 25 '12 at 4:53 | |
| stats | profile views | 1 |
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Apr 25 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? actually, a better question is, how is ${y}_{1}^{*}$ related to ${y}_{1}$? My guess is, the latter is an initial value. |
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Apr 24 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? wait! Then, what would be ${\Delta}^{+}$ be? Since between ${y}_{1}$ and ${y}_{2}$ have M=20 points (i.e. augmented data). They are $y_{1,0}^{*}$,...,$y_{1,M}^{*}$ |
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Apr 23 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? I guess they use M=20 so it is more accurate? |
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Apr 23 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? But, M=20 not 4, in the paper, page 6(page # is 276) bottom paragraph. btw, what is $\Delta$ with a cross sign on the top (that same paragraph), is that a plus sign? |
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Apr 23 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? thanks, that makes a lot of sense now. Just to confirm, in this case, since it's weekly data, so I am filling in 4 other days of the week. |
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Apr 23 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? What data augmentation is, is basically filling in missing values. Why are we filling in missing values/data augmenting? What's the point here? |
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Apr 23 |
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What is augmented data when simulating stochastic differential equations using Gibbs Sampler? Thanks for pointing that out, I should've digged into that paper. |
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Apr 23 |
awarded | Student |
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Apr 23 |
asked | What is augmented data when simulating stochastic differential equations using Gibbs Sampler? |
