Tag: price
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Stochastic Gradient Variational Inference with Price’s Gradient Estimator from Bures-Wasserstein to Parameter Space
Stochastic Gradient Variational Inference with Price’s Gradient Estimator from Bures-Wasserstein to Parameter Space arXiv:2602.18718v1 Announce Type: new Abstract: For approximating a target distribution given only its unnormalized log-density, stochastic gradient-based variational inference (VI) algorithms are a popular approach. For example, Wasserstein VI (WVI) and black-box VI (BBVI) perform gradient descent in measure space (Bures-Wasserstein space)…
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Regime-Aware Conditional Neural Processes with Multi-Criteria Decision Support for Operational Electricity Price Forecasting
Regime-Aware Conditional Neural Processes with Multi-Criteria Decision Support for Operational Electricity Price Forecasting arXiv:2508.00040v1 Announce Type: cross Abstract: This work integrates Bayesian regime detection with conditional neural processes for 24-hour electricity price prediction in the German market. Our methodology integrates regime detection using a disentangled sticky hierarchical Dirichlet process hidden Markov model (DS-HDP-HMM) applied to…