𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bayesian data mining, with application to benchmarking and credit scoring

✍ Scribed by Paolo Giudici

Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
128 KB
Volume
17
Category
Article
ISSN
1524-1904

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian EM algorithm for scoring polymo
Bayesian EM algorithm for scoring polymorphic deletions from SNP data and application to a common CNV on 8q24
✍ Sebastian Zöllner; Gang Su; William C. L. Stewart; Yi Chen; Melvin G McInnis; Ma 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 191 KB

## Abstract Copy number variations (CNVs) in the human genome provide exciting candidates for functional polymorphisms. Hence, we now assess association between CNV carrier status and diseases status by evaluating the signal intensity of SNP genotyping assays. Here, we present a novel statistical m

Bayesian analysis of concurrent time ser
Bayesian analysis of concurrent time series with application to regional IBM revenue data
✍ Jeffrey Pai; Nalini Ravishanker; Alan E. Gelfand 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 939 KB

Business data frequently arise in the form of concurrent time series. We present a general framework for simultaneous modeling and fitting of such series using the class of Box-Jenkins models. This framework is an exchangeable hierarchical Bayesian model incorporating dependence among the series. Ou

Dating and forecasting turning points by
Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data
✍ Sylvia Kaufmann 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 360 KB

## Abstract The information contained in a large panel dataset is used to date historical turning points and to forecast future ones. We estimate groups of series with similar time series dynamics and link the groups with a dynamic structure. The dynamic structure identifies a group of leading and

Bayesian inference for the mover–stayer
Bayesian inference for the mover–stayer model in continuous time with an application to labour market transition data
✍ Denis Fougère; Thierry Kamionka 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB

## Abstract This paper presents Bayesian inference procedures for the continuous time mover–stayer model applied to labour market transition data collected in discrete time. These methods allow us to derive the probability of embeddability of the discrete‐time modelling with the continuous‐time one