Unlike PCA (maximum variance) or ICA (maximum independence), ForeCA finds components that are maximally forecastable. This makes it ideal for time series analysis where prediction is often the primary ...

This repository contains the source material, code, and data for the book, Computational Methods for Economists using Python, by Richard W. Evans (2023). This book is freely available online as an ...

Abstract: Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain ...