Bayesian Lasso: Multilevel Monte Carlo simulation

Rahmania, Nadji; Ounaissi, Daoud

Type de document :

Pré-publication ou Document de travail

DOI :

10.13140/RG.2.1.2605.5207

Titre :

Bayesian Lasso: Multilevel Monte Carlo simulation

Auteur(s) :

Rahmania, Nadji []

Laboratoire Paul Painlevé - UMR 8524 [LPP]
Ounaissi, Daoud []

Discipline(s) HAL :

Mathématiques [math]

Résumé en anglais : [en]

The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er/M/1 queue. Bayesian inference is developed to estimate ...
Lire la suite >The stationary distribution is the key of any queueing system; its determination is sufficient to infer the corresponding characteristics. This paper deals with the Er/M/1 queue. Bayesian inference is developed to estimate the system parameters, specially the root of the relative equation which allows the determination of the stationary distribution. A numerical study is performed with MCMC methods to support the results,and a comparison with another existing method in the literature (moments method) is provided.Lire moins >

Langue :

Anglais

Collections :

Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

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