GPR works well with small datasets and generates a metric of confidence of a predicted result, but it's moderately complex and the results are not easily interpretable, says Dr. James McCaffrey of ...

A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...

Pantelis Samartsidis, Claudia R. Eickhoff, Simon B. Eickhoff, Tor D. Wager, Lisa Feldman Barrett, Shir Atzil, Timothy D. Johnson, Thomas E. Nichols Journal of the Royal Statistical Society. Series C ...

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...

A credible band is the set of all functions between a lower and an upper bound that are constructed so that the set has prescribed mass under the posterior distribution. In a Bayesian analysis such a ...