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Inferência bayesiana em modelos de volatilidade estocástica usando métodos de Monte Carlo Hamiltoniano
(Universidade Federal de São Carlos, 2018-08-10)
This paper presents a study using Bayesian approach in stochastic volatility models for modeling
financial time series, using Hamiltonian Monte Carlo methods (HMC). We propose the use
of other distributions for the errors ...
Análise bayesiana de dados funcionais com o uso de processo Gaussiano e metanálise: uma aplicação para a marcha humana
(Universidade Federal de São Carlos, 2019-05-02)
The term "functional data" arised to accommodate situations in which each observation can be naturally interpreted as a function. These situations have become increasingly common with the availability of measuring instruments ...
Modelo de mistura de regressão: uma abordagem bayesiana
(Universidade Federal de São Carlos, 2020-04-14)
In the current dissertation, we study the mixture regression models and present two Bayesian
methodologies for their estimation. The first one considers the number of components is known
and we propose the use of two ...
Modelos estocásticos de transmissão para análises genéticas de características epidemiológicas
(Universidade Federal de São Carlos, 2023-08-01)
Epidemics can significantly affect animal production and generate large economic impacts.
Furthermore, current practices for treating and controlling infectious diseases in farmed animals
do not always show the desired ...