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08/30/2023
Sequential Bayesian Predictive Synthesis
Dynamic Bayesian predictive synthesis is a formal approach to coherently...
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03/01/2023
Posterior Robustness with Milder Conditions: Contamination Models Revisited
Robust Bayesian linear regression is a classical but essential statistic...
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02/20/2023
Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions
Sampling from matrix generalized inverse Gaussian (MGIG) distributions i...
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08/10/2022
Locally Adaptive Bayesian Isotonic Regression using Half Shrinkage Priors
Isotonic regression or monotone function estimation is a problem of esti...
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03/03/2022
On Data Augmentation for Models Involving Reciprocal Gamma Functions
In this paper, we introduce a new and efficient data augmentation approa...
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06/19/2021
Robust Hierarchical Modeling of Counts under Zero-inflation and Outliers
Count data with zero inflation and large outliers are ubiquitous in many...
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06/24/2020
On the relationship between beta-Bartlett and Uhlig extended processes
Stochastic volatility processes are used in multivariate time-series ana...
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05/06/2020
Log-Regularly Varying Scale Mixture of Normals for Robust Regression
Linear regression with the classical normality assumption for the error ...
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01/23/2020
Shrinkage with Robustness: Log-Adjusted Priors for Sparse Signals
We introduce a new class of distributions named log-adjusted shrinkage p...
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07/02/2019
On Global-local Shrinkage Priors for Count Data
Global-local shrinkage prior has been recognized as useful class of prio...
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05/29/2019
