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A Bayesian Information Criterion for Portfolio Selection
Bayesian Information Criterion Minimal Variance Portfolio Portfolio Selection Risk Diversification Selection Consistency
2016/1/19
The mean-variance theory of Markowitz (1952) indicates that large invest-ment portfolios naturally provide better risk diversification than small ones.However, due to parameter estimation errors, one ...
Bayesian experimental design for the active nitridation of graphite by atomic nitrogen
Optimal experimental design Uncertainty quanti cation
2011/7/19
The problem of optimal data collection to efficiently learn the model parameters of a graphite nitridation experiment is studied in the context of Bayesian analysis using both synthetic and real exper...
A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity.