Abstract: In Bayesian optimization, a black-box function is maximized via the use of a surrogate model. We apply distributed Thompson sampling, using a Gaussian process as a surrogate model, to ...
Abstract: In the financial market, economic players raise funds from various financial markets, such as the money market and capital market, according to their purposes and manage those funds. The ...
In this project, we compare MCMC methods with diffusion based methods, in particular we use pre-conditioned Crank-Nicholson (pCN) with Metropolis Hastings with TV Prior. In this work, we extend ...
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