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12/19/2022
Generating knockoffs via conditional independence
Let X be a p-variate random vector and X a knockoff copy of X (in the se...
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08/14/2022
A predictive approach to Bayesian forecasting
Given a sequence X=(X_1,X_2,…) of random observations, a Bayesian foreca...
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04/22/2021
Bayesian predictive inference without a prior
Let (X_n:n≥ 1) be a sequence of random observations. Let σ_n(·)=P(X_n+1∈...
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04/15/2021
New perspectives on knockoffs construction
Let Λ be the collection of all probability distributions for (X,X), wher...
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07/22/2020
A Copula-based Fully Bayesian Nonparametric Evaluation of Cardiovascular Risk Markers in the Mexico City Diabetes Study
Many studies have been carried out to understand and explore cardiovascu...
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09/26/2019
Compound vectors of subordinators and their associated positive Lévy copulas
Lévy copulas are an important tool which can be used to build dependent ...
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09/06/2019
A Pólya-Gamma Sampler for a Generalized Logistic Regression
In this paper we introduce a novel Bayesian data augmentation approach f...
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12/18/2018
On a flexible construction of a negative binomial model
This work presents a construction of stationary Markov models with negat...
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12/13/2018
A Loss-Based Prior for Gaussian Graphical Models
Gaussian graphical models play an important role in various areas such a...
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02/14/2018
Flexible and objective time series analysis: a loss-based approach with two-piece location-scale distributions
Two-piece location-scale models are used for modeling data presenting de...
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02/02/2018
Bayes Calculations from Quantile Implied Likelihood
A Bayesian model can have a likelihood function that is analytically or ...
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01/25/2018
Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process
Consider a list of labeled objects that are organized in a heap. At each...
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02/17/2017
Objective Bayesian Analysis for Change Point Problems
In this paper we present an objective approach to change point analysis....
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01/27/2017
Modelling Preference Data with the Wallenius Distribution
The Wallenius distribution is a generalisation of the Hypergeometric dis...
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08/02/2016