Stephen G. Walker

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Person:426683

Available identifiers

zbMath Open walker.stephen-gMaRDI QIDQ426683

List of research outcomes





PublicationDate of PublicationType
Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model2025-01-20Paper
Martingale posterior distributions2024-10-29Paper
Authors' reply to the discussion of `Martingale posterior distributions'2024-10-29Paper
Martingale posterior distributions for cumulative hazard functions2024-09-19Paper
Bayesian consistency with the supremum metric2024-08-26Paper
Play Call Strategies and Modeling for Target Outcomes in Football2024-08-12Paper
Reversed particle filtering for hidden Markov models2024-07-10Paper
A multidimensional objective prior distribution from a scoring rule2024-05-21Paper
Optimal square-root pooling from expert opinions2024-05-17Paper
https://portal.mardi4nfdi.de/entity/Q61956672024-03-14Paper
Full uncertainty analysis for Bayesian nonparametric mixture models2023-11-28Paper
On the estimation of partially observed continuous-time Markov chains2023-09-05Paper
Comparing weak and strong convergence of density functions2023-07-12Paper
On infinitely divisible multivariate gamma distributions2023-07-11Paper
A latent slice sampling algorithm2023-07-07Paper
Mixture models with decreasing weights2023-07-07Paper
\(W_2\) barycenters for radially related distributions2023-06-20Paper
Augmented simulation methods for discrete stochastic optimization with recourse2023-01-23Paper
Why are p-Values Controversial?2022-09-20Paper
Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities2022-09-15Paper
Bayesian estimation of electricity price risk with a multi-factor mixture of densities2022-07-22Paper
On a property of a non–local moment prior2022-05-30Paper
Modeling with a large class of unimodal multivariate distributions2022-02-23Paper
Bayesian estimation of the Cox model under different hazard rate shape assumptions via slice sampling2022-02-23Paper
An objective Bayes factor with improper priors2022-02-18Paper
On a class of objective priors from scoring rules (with discussion)2021-12-06Paper
Copula particle filters2021-11-09Paper
On a transform for modeling skewness2021-10-11Paper
Posterior asymptotics in Wasserstein metrics on the real line2021-10-11Paper
On Integral Theorems and their Statistical Properties2021-07-22Paper
On an Asymptotic Distribution for the MLE2021-06-11Paper
Parseval's identity and optimal transport maps2021-03-18Paper
Wasserstein upper bounds of the total variation for smooth densities2020-10-12Paper
A new approach to classification2020-09-29Paper
An Efficient Method to Determine the Degree of Overlap of Two Multivariate Distributions2020-07-07Paper
Bayesian nonparametric estimation of a copula2020-03-27Paper
An EM-based iterative method for solving large sparse linear systems2019-12-16Paper
General Bayesian updating and the loss-likelihood bootstrap2019-11-28Paper
On an algorithm for solving Fredholm integrals of the first kind2019-10-18Paper
Data-driven priors and their posterior concentration rates2019-10-04Paper
On general Bayesian inference using loss functions2019-09-05Paper
Distributional results relating to the posterior of a Dirichlet process prior2019-09-05Paper
On a construction of Markov models in continuous time2019-07-12Paper
OUP accepted manuscript2019-06-24Paper
Bayesian Priors from Loss Matching2019-06-20Paper
Rejoinder2019-06-20Paper
A General Framework for Updating Belief Distributions2019-06-12Paper
Modal posterior clustering motivated by Hopfield's network2019-05-24Paper
Bayesian consistency for a nonparametric stationary Markov model2019-04-30Paper
Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors2019-02-14Paper
A note on the deficit of the logarithmic Sobolev inequality2019-01-30Paper
On Bayes factors for the linear model2018-12-10Paper
On Recursive Bayesian Predictive Distributions2018-12-04Paper
Dependent mixtures of geometric weights priors2018-08-17Paper
Random density functions with common atoms and pairwise dependence2018-08-15Paper
A Bayesian motivated Laplace inversion for multivariate probability distributions2018-08-14Paper
An optimal data ordering scheme for Dirichlet process mixture models2018-08-07Paper
Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution2018-06-21Paper
On the mathematics of the Jeffreys–Lindley paradox2018-03-07Paper
Addendum to “On a general Maclaurin’s inequality”2018-03-05Paper
Bayesian nonparametric density estimation under length bias2018-02-12Paper
A novel approach to Bayesian consistency2017-12-08Paper
On a general Maclaurin’s inequality2017-11-21Paper
An iterative algorithm for solving sparse linear equations2017-11-15Paper
An Objective Approach to Prior Mass Functions for Discrete Parameter Spaces2017-10-13Paper
Inequalities from general quasi-linear means2017-10-06Paper
A Bayesian Nonparametric Regression Model With Normalized Weights: A Study of Hippocampal Atrophy in Alzheimer’s Disease2017-08-04Paper
Empirical Bayes posterior concentration in sparse high-dimensional linear models2017-08-01Paper
Empirical Bayes posterior concentration in sparse high-dimensional linear models2017-05-11Paper
A Laplace transform inversion method for probability distribution functions2017-03-28Paper
Bayesian mode regression using mixtures of triangular densities2017-03-10Paper
A self-improvement to the Cauchy-Schwarz inequality2017-01-16Paper
Posterior asymptotics in the supremum \(L_{1}\) norm for conditional density estimation2017-01-11Paper
Bayesian nonparametric and parametric inference2016-11-28Paper
On the asymptotic power of a goodness-of-fit test based on a cumulative Kullback-Leibler discrepancy2016-11-18Paper
Nonparametric function estimation subject to monotonicity, convexity and other shape constraints2016-08-10Paper
A probability for classification based on the Dirichlet process mixture model2016-05-25Paper
Sup–Hellinger consistency for local density regression2016-05-25Paper
Bayesian information in an experiment and the Fisher information distance2016-04-22Paper
A Bayesian Nonparametric Causal Model for Regression Discontinuity Designs2016-04-15Paper
Bayesian estimation of the discrepancy with misspecified parametric models2016-02-02Paper
A Nonparametric Model for Stationary Time Series2016-01-25Paper
Dependent mixtures of Dirichlet processes2016-01-12Paper
An Objective Bayesian Criterion to Determine Model Prior Probabilities2016-01-08Paper
Objective prior for the number of degrees of freedom of a \(t\) distribution2015-12-21Paper
A probabilistic proof of the Hardy inequality2015-11-23Paper
A note on the e-a histogram2015-11-23Paper
Univariate Bayesian nonparametric mixture modeling with unimodal kernels2015-11-19Paper
On adaptive Metropolis-Hastings methods2015-10-16Paper
Birth-and-death Polya urns and stationary random partitions2015-09-25Paper
Bayesian consistency for Markov models2015-06-30Paper
On a Lower Bound for the Jensen Inequality2015-02-19Paper
Bayesian nonparametric inference for a multivariate copula function2014-12-05Paper
Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector2014-11-12Paper
A predictive study of Dirichlet process mixture models for curve fitting2014-10-09Paper
Group decision making2014-09-09Paper
Sampling unnormalized probabilities: an alternative to the Metropolis-Hastings algorithm2014-08-13Paper
A note on geometric bounds for eigenvalues2014-07-21Paper
Computing Marginal Likelihoods via Posterior Sampling2014-05-19Paper
A Bayesian analysis of the Bingham distribution2014-05-02Paper
Species sampling models: consistency for the number of species2014-04-22Paper
A note on ``Bayesian nonparametric estimators derived from conditional Gibbs structures2014-04-04Paper
A new class of Bayesian semi-parametric models with applications to option pricing2014-02-20Paper
Bayesian inference with misspecified models2014-01-27Paper
Reply to the discussion: ``Bayesian inference with misspecified models2014-01-27Paper
On the Bingham distribution with large dimension2014-01-13Paper
Adaptive-modal Bayesian nonparametric regression2013-05-28Paper
On a Gibbs sampler based random process in Bayesian nonparametrics2013-05-27Paper
Alpha-diversity processes and normalized inverse-Gaussian diffusions2013-04-24Paper
https://portal.mardi4nfdi.de/entity/Q49087862013-03-07Paper
Bayesian consistency for regression models under a supremum distance2012-12-28Paper
Converting information into probability measures with the Kullback-Leibler divergence2012-12-27Paper
Slice sampling mixture models2012-12-06Paper
On a generalized Chu-Vandermonde identity2012-11-05Paper
Full Bayesian wavelet inference with a nonparametric prior2012-10-30Paper
A note on convergence rates for posterior distributions via large deviations techniques2012-09-23Paper
On Bayesian learning via loss functions2012-09-21Paper
On a class of random probability measures with general predictive structure2012-09-01Paper
A class of measure-valued Markov chains and Bayesian nonparametrics2012-08-09Paper
Bayesian nonparametric mixed random utility models2012-07-16Paper
A high accuracy stochastic estimation of a nonlinear deterministic model2012-07-09Paper
An EPPF from independent sequences of geometric random variables2012-06-11Paper
Bayesian consistency for stationary models2012-05-14Paper
A Bayesian nonparametric causal model2012-03-05Paper
A note on Bayesian convergence rates under local prior support conditions2012-01-15Paper
Bounds for the second largest eigenvalue of a transition matrix2011-09-01Paper
Posterior Sampling When the Normalizing Constant is Unknown2011-07-13Paper
Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling2011-06-24Paper
A definition of conditional probability distribution with non-stochastic information2011-02-17Paper
A decision-theoretical view of default priors2011-01-17Paper
On Bayesian learning from Bernoulli observations2010-08-19Paper
https://portal.mardi4nfdi.de/entity/Q35809292010-08-14Paper
A New Bayesian Nonparametric Mixture Model2010-08-05Paper
A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation2010-05-28Paper
On the distribution of sums of independent exponential random variables via Wilks' integral representation2010-05-26Paper
Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process2010-04-30Paper
A Bayesian Approach to Non-Parametric Monotone Function Estimation2010-04-08Paper
A Bayesian nonparametric study of a dynamic nonlinear model2010-04-01Paper
Rejoinder on the normalized maximum likelihood and Bayesian decision theory: reply to Grünwald and Navarro (2009)2009-12-07Paper
On the construction of stationary AR(1) models via random distributions2009-09-18Paper
A Bayesian nonparametric estimator of a multivariate survival function2009-08-05Paper
https://portal.mardi4nfdi.de/entity/Q53236362009-07-23Paper
A Bayesian nonparametric approach to test equating2009-07-13Paper
A Bayesian semi-parametric bivariate failure time model2009-06-02Paper
A nonparametric dependent process for Bayesian regression2009-04-14Paper
Quantile pyramids for Bayesian nonparametrics2009-02-25Paper
A Bayesian nonparametric estimator based on left censored data2009-02-03Paper
Data tracking and the understanding of Bayesian consistency2008-12-10Paper
https://portal.mardi4nfdi.de/entity/Q35434712008-12-02Paper
A generalized constructive definition for the Dirichlet process2008-11-14Paper
Posterior analysis for some classes of nonparametric models2008-09-05Paper
Bayesian nonparametric estimators derived from conditional Gibbs structures2008-08-20Paper
On lower bounds for the largest eigenvalue of a symmetric matrix2008-06-17Paper
Bivariate prior distributions via branching exchangeable sequences2008-03-28Paper
Modelling correlated count data with covariates2008-03-28Paper
ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS2008-03-19Paper
https://portal.mardi4nfdi.de/entity/Q54391822008-02-08Paper
A NOTE ON BAYES FACTORS2008-01-24Paper
Gibbs and autoregressive Markov processes2008-01-21Paper
A fleming-Viot process and Bayesian nonparametrics2008-01-18Paper
https://portal.mardi4nfdi.de/entity/Q54340312008-01-09Paper
Bayesian parametric inference in a nonparametric framework2007-10-10Paper
A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes2007-09-10Paper
On the stationary version of the generalized hyperbolic ARCH model2007-09-10Paper
On rates of convergence for posterior distributions in infinite-dimensional models2007-09-03Paper
On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation2007-08-20Paper
On Priors With a Kullback–Leibler Property2007-08-20Paper
Constructing Stationary Time Series Models Using Auxiliary Variables With Applications2007-08-20Paper
Stationary mixture transition distribution (MTD) models via predictive distributions2007-07-23Paper
Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials2007-07-16Paper
Sampling the Dirichlet Mixture Model with Slices2007-06-28Paper
Bivariate Kurtotic Distributions of Garment Fibre Data2007-05-07Paper
On the normalized maximum likelihood and Bayesian decision theory2007-02-19Paper
A Note on Whittle's Likelihood2007-02-15Paper
Statistical Decision Problems and Bayesian Nonparametric Methods2007-02-12Paper
Computations via Auxiliary Random Functions for Survival Models2006-12-08Paper
On a Posterior Predictive Density Sample Size Criterion2006-12-08Paper
Stationary Autoregressive Models via a Bayesian Nonparametric Approach2006-09-19Paper
Extended constructions of stationary autoregressive processes2006-06-30Paper
Reinforced random processes in continuous time.2005-11-29Paper
Normalized random measures driven by increasing additive processes2005-09-12Paper
Partially exchangeable processes indexed by the vertices of a \(k\)-tree constructed via reinforce\-ment2005-08-05Paper
Improving bounds for nonmaximal eigenvalues of positive matrices2005-05-04Paper
A Bayesian Semiparametric Accelerated Failure Time Model2005-04-13Paper
A Nonparametric Approach to a Survival Study with Surrogate Endpoints2005-04-11Paper
https://portal.mardi4nfdi.de/entity/Q46603832005-03-21Paper
https://portal.mardi4nfdi.de/entity/Q46548742005-03-10Paper
Modern Bayesian asymptotics2005-03-07Paper
New approaches to Bayesian consistency2005-02-28Paper
Extending Doob's consistency theorem to nonparametric densities2005-02-21Paper
A density function connected with a non-negative self-decomposable random variable2004-11-11Paper
Urn schemes and reinforced random walks.2004-09-07Paper
Markov Beta and Gamma Processes for Modelling Hazard Rates2004-03-16Paper
On sufficient conditions for Bayesian consistency2004-03-16Paper
Constructing First Order Stationary Autoregressive Models via Latent Processes2004-03-16Paper
The extended exponential power distribution and Bayesian robustness.2004-02-14Paper
A bivariate Dirichlet process.2004-02-14Paper
On Recent Cheeger-Type Bounds for Nonmaximal Eigenvalues Applied to Positive Matrices2004-01-19Paper
A Bayesian Non‐parametric Comparison of Two Treatments2003-08-07Paper
A Bayesian semiparametric transformation model incorporating frailties2003-04-09Paper
A note on kernel density estimators with optimal bandwidths2003-01-13Paper
A multivariate Gompertz-type distribution2002-07-28Paper
Neutral to the right processes from a predictive perspective: a review and new developments2002-07-28Paper
Generalized ridge regression and a generalization of theCPstatistic2002-07-28Paper
On Bayesian consistency2002-06-30Paper
Bayesian Nonparametric Inference for Random Distributions and Related Functions2002-04-25Paper
A characterization of a neutral to the right prior via an extension of Johnson's sufficientness postulate2002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q45109942002-04-07Paper
A note on the innovation distribution of a gamma distributed autoregressive process2001-09-23Paper
Population models with a nonparametric random coefficient distribution2001-09-11Paper
Characterizations, stochastic equations, and the Gibbs sampler2001-01-29Paper
A Bayesian predictive approach to model selection.2001-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42172492000-11-13Paper
The uniform power distribution2000-07-03Paper
Miscellanea. A multivariate family of distributions on (0,  )p2000-04-10Paper
Beta-stacy processes and a generalization of the Pólya-Urn scheme2000-01-11Paper
Miscellanea. Representations of Levy processes without Gaussian components2000-01-01Paper
A Full Bayesian Non‐parametric Analysis Involving a Neutral to the Right Process1999-11-23Paper
A full bayesian analysis of circular data using the von mises distribution1999-10-04Paper
Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables1999-04-13Paper
Extending the Family of Bayesian Bootstraps and Exchangeable Urn Schemes1999-03-08Paper
A characterisation of Hjort's discrete time beta process1998-10-06Paper
Combining information from several experiments with nonparametric priors1998-06-02Paper
https://portal.mardi4nfdi.de/entity/Q43639361998-05-14Paper
A note on the scale parameter of the dirichlet process1998-03-25Paper
A Bayesian Non‐parametric Approach to Survival Analysis Using Polya Trees1997-12-02Paper
A characterisation of Pólya tree distributions1997-11-21Paper
A Bayesian nonparametric approach to determining a maximum tolerated dose1997-11-03Paper
An EM Algorithm for Nonlinear Random Effects Models1997-08-11Paper

Research outcomes over time

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