What the heck does the forbidding phrase "reduced form Bayesian VAR" mean? Let's break this down. The VAR in question isn't VaR (Value at Risk). It's Vector Autoregression. This is a stochastic ...

Bayesian variable selection has gained much empirical success recently in a variety of applications when the number K of explanatory variables $(x_{1},\ldots ,x_{K})$ is possibly much larger than the ...

Bayesian methods in Structural Equation Modeling (SEM) represent a paradigm shift in statistical analysis, integrating prior beliefs with empirical data to derive robust parameter estimates. This ...

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal ...