基于汉密尔顿蒙特卡洛的短尾或长尾分布队列系统的贝叶斯推理

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-03-21 DOI:10.1080/03610918.2024.2330709

Eman Ahmed Alawamy, Liu Yuanyuan, Yiqiang Q. Zhao

引用次数: 0

摘要

本文讨论了一种贝叶斯推理方法，该方法基于无转向采样器（NUTS）来估计具有短尾或长尾分布的排队系统参数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bayesian inference of a queueing system with short- or long-tailed distributions based on Hamiltonian Monte Carlo

In this paper, we deal with a Bayesian inference method for estimating the parameters of the queueing system with short- or long-tailed distributions based on the No-U-Turn Sampler (NUTS), a recent...

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.