IEEE

A Review on Bayesian Methods for Uncertainty Quantification in Machine Learning Models Enhancing Predictive Accuracy and Model Interpretability

Abstract: This research study reviews the statistical fundamentals of machine learning with a focus on Bayesian methods to quantify the uncertainty in model predictions. Bayesian statistics provides a ...
Scientific Research Publishing

Random Coefficient Modelling of the Global Effect of Exchange and Monetary Policy Rates on Inflation (2) ()

This study examined the relationship between the Monetary Policy Rate (MPR) and inflation across five continents from 2014 to 2023 using both Frequentist and Bayesian Linear Mixed Models (LMM). It ...
IEEE

Variational Bayesian Inference for Linear State Space Models with Multivariate Laplace Distributions

Abstract: This paper presents a robust variational Bayesian (VB) method for identifying linear state space models (LSSM) with non-Gaussian observational noise. Appropriate prior information is ...