| Publication | Date of Publication | Type |
|---|
Expressing and visualizing model uncertainty in Bayesian variable selection using Cartesian credible sets
Bayesian Analysis | 2026-02-12 | Paper |
Flexible Modeling of Dependence in Volatility Processes
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Modelling environmental DNA data; Bayesian variable selection accounting for false positive and false negative errors
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
A vector of point processes for modeling interactions between and within species using capture-recapture data
Environmetrics | 2024-10-28 | Paper |
A Bayesian Quantile Time Series Model for Asset Returns
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Normalised latent measure factor models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Discussion of: ``Multivariate dynamic modeling for Bayesian forecasting of business revenue by A. K. Yanchenko et al.
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
Bayesian Models Applied to Cyber Security Anomaly Detection Problems
International Statistical Review | 2023-12-14 | Paper |
A General Modeling Framework for Open Wildlife Populations Based on the Polya Tree Prior
Biometrics | 2023-10-30 | Paper |
Survival Regression Models With Dependent Bayesian Nonparametric Priors
Journal of the American Statistical Association | 2023-03-09 | Paper |
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
Statistics and Computing | 2022-10-07 | Paper |
Adaptive Computational Methods for Bayesian Variable Selection
Handbook of Bayesian Variable Selection | 2022-05-27 | Paper |
An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
Statistics and Computing | 2021-06-03 | Paper |
In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
Biometrika | 2021-04-08 | Paper |
ParticleMDI: particle Monte Carlo methods for the cluster analysis of multiple datasets with applications to cancer subtype identification
Advances in Data Analysis and Classification. ADAC | 2020-09-29 | Paper |
A polya tree based model for unmarked individuals in an open wildlife population
Springer Proceedings in Mathematics & Statistics | 2020-07-03 | Paper |
A hierarchical dependent Dirichlet process prior for modelling bird migration patterns in the UK
The Annals of Applied Statistics | 2020-05-13 | Paper |
Two part envelopes for rejection sampling of some completely random measures
Statistics & Probability Letters | 2019-09-05 | Paper |
Compound random measures and their use in Bayesian non-parametrics
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-07 | Paper |
Comparing Distributions by using Dependent Normalized Random-Measure Mixtures
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Modelling and computation using NCoRM mixtures for density regression
Bayesian Analysis | 2018-12-06 | Paper |
Modelling and computation using NCoRM mixtures for density regression
Bayesian Analysis | 2018-12-06 | Paper |
Discussion of ``Nonparametric Bayesian inference in applications: Bayesian nonparametric methods in econometrics
Statistical Methods and Applications | 2018-08-21 | Paper |
Bayesian nonparametric vector autoregressive models
Journal of Econometrics | 2018-03-22 | Paper |
Hierarchical shrinkage priors for regression models
Bayesian Analysis | 2018-02-23 | Paper |
A Bayesian semiparametric model for volatility with a leverage effect
Computational Statistics and Data Analysis | 2017-06-30 | Paper |
On the study of two models for integer-valued high-frequency data
Springer Proceedings in Mathematics & Statistics | 2017-06-13 | Paper |
Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
Statistics and Computing | 2017-03-23 | Paper |
Stick-breaking autoregressive processes
Journal of Econometrics | 2016-08-12 | Paper |
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
Journal of Econometrics | 2016-08-10 | Paper |
An adaptive truncation method for inference in Bayesian nonparametric models
Statistics and Computing | 2016-07-29 | Paper |
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
Journal of Econometrics | 2016-05-02 | Paper |
Bayesian hyper-Lassos with non-convex penalization
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
Two-sample Bayesian nonparametric hypothesis testing
Bayesian Analysis | 2016-04-22 | Paper |
Two-sample Bayesian nonparametric hypothesis testing
Bayesian Analysis | 2016-04-22 | Paper |
Inference with normal-gamma prior distributions in regression problems
Bayesian Analysis | 2016-02-11 | Paper |
Default priors for density estimation with mixture models
Bayesian Analysis | 2016-02-11 | Paper |
Bayesian nonparametric modelling of the return distribution with stochastic volatility
Bayesian Analysis | 2016-02-08 | Paper |
Some priors for sparse regression modelling
Bayesian Analysis | 2016-02-02 | Paper |
Modeling overdispersion with the normalized tempered stable distribution
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Semiparametric Bayesian inference for stochastic frontier models
Journal of Econometrics | 2015-12-29 | Paper |
Cross-validation prior choice in Bayesian probit regression with many covariates
Statistics and Computing | 2015-10-16 | Paper |
On Bayesian nonparametric modelling of two correlated distributions
Statistics and Computing | 2015-10-16 | Paper |
On adaptive Metropolis-Hastings methods
Statistics and Computing | 2015-10-16 | Paper |
Time-varying sparsity in dynamic regression models
Journal of Econometrics | 2014-08-07 | Paper |
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Slice sampling mixture models
Statistics and Computing | 2012-12-06 | Paper |
Structuring shrinkage: some correlated priors for regression
Biometrika | 2012-06-18 | Paper |
The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
Journal of Statistical Planning and Inference | 2011-08-01 | Paper |
| Bayesian nonparametric modelling with the Dirichlet process regression smoother | 2010-11-17 | Paper |
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?
Econometric Reviews | 2008-11-19 | Paper |
Order-Based Dependent Dirichlet Processes
Journal of the American Statistical Association | 2007-08-20 | Paper |
