Oskar Gustafsson
;
Mattias Villani
;
Pär Stockhammar

bayesian optimization of hyperparameters from noisy marginal likelihood estimates (replication data)

Replication material for "Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates" by Oskar Gustafsson, Mattias Villani and Pär Stockhammar, published in Journal of Applied Econometrics.

Data and Resources

Suggested Citation

Gustafsson, Oskar; Villani, Mattias; Stockhammar, Pär (2023): Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023019.2046013666