| Publication | Date of Publication | Type |
|---|
| Bayesian Models Applied to Cyber Security Anomaly Detection Problems | 2023-12-14 | Paper |
| A General Modeling Framework for Open Wildlife Populations Based on the Polya Tree Prior | 2023-10-30 | Paper |
| Survival Regression Models With Dependent Bayesian Nonparametric Priors | 2023-03-09 | Paper |
| Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection | 2022-10-07 | Paper |
| Adaptive Computational Methods for Bayesian Variable Selection | 2022-05-27 | Paper |
| An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models | 2021-06-03 | Paper |
| In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p | 2021-04-08 | Paper |
| ParticleMDI: particle Monte Carlo methods for the cluster analysis of multiple datasets with applications to cancer subtype identification | 2020-09-29 | Paper |
| A Polya Tree Based Model for Unmarked Individuals in an Open Wildlife Population | 2020-07-03 | Paper |
| A hierarchical dependent Dirichlet process prior for modelling bird migration patterns in the UK | 2020-05-13 | Paper |
| Two part envelopes for rejection sampling of some completely random measures | 2019-09-05 | Paper |
| Compound Random Measures and their Use in Bayesian Non-Parametrics | 2019-06-07 | Paper |
| Comparing Distributions by using Dependent Normalized Random-Measure Mixtures | 2019-05-09 | Paper |
| Modelling and computation using NCoRM mixtures for density regression | 2018-12-06 | Paper |
| Discussion of ``Nonparametric Bayesian inference in applications: Bayesian nonparametric methods in econometrics | 2018-08-21 | Paper |
| Bayesian nonparametric vector autoregressive models | 2018-03-22 | Paper |
| Hierarchical shrinkage priors for regression models | 2018-02-23 | Paper |
| A Bayesian semiparametric model for volatility with a leverage effect | 2017-06-30 | Paper |
| On the Study of Two Models for Integer-Valued High-Frequency Data | 2017-06-13 | Paper |
| Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors | 2017-03-23 | Paper |
| Stick-breaking autoregressive processes | 2016-08-12 | Paper |
| Covariance measurement in the presence of non-synchronous trading and market microstructure noise | 2016-08-10 | Paper |
| An adaptive truncation method for inference in Bayesian nonparametric models | 2016-07-29 | Paper |
| Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility | 2016-05-02 | Paper |
| BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION | 2016-04-27 | Paper |
| Two-sample Bayesian nonparametric hypothesis testing | 2016-04-22 | Paper |
| Default priors for density estimation with mixture models | 2016-02-11 | Paper |
| Inference with normal-gamma prior distributions in regression problems | 2016-02-11 | Paper |
| Bayesian nonparametric modelling of the return distribution with stochastic volatility | 2016-02-08 | Paper |
| Some priors for sparse regression modelling | 2016-02-02 | Paper |
| Modeling overdispersion with the normalized tempered stable distribution | 2016-01-12 | Paper |
| Semiparametric Bayesian inference for stochastic frontier models | 2015-12-29 | Paper |
| Cross-validation prior choice in Bayesian probit regression with many covariates | 2015-10-16 | Paper |
| On Bayesian nonparametric modelling of two correlated distributions | 2015-10-16 | Paper |
| On adaptive Metropolis-Hastings methods | 2015-10-16 | Paper |
| Time-varying sparsity in dynamic regression models | 2014-08-07 | Paper |
| Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes | 2014-04-14 | Paper |
| Slice sampling mixture models | 2012-12-06 | Paper |
| Structuring shrinkage: some correlated priors for regression | 2012-06-18 | Paper |
| The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference | 2011-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057790 | 2010-11-17 | Paper |
| Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? | 2008-11-19 | Paper |
| Order-Based Dependent Dirichlet Processes | 2007-08-20 | Paper |
