Saved in:
| Main Authors: | Binks, Rachel L., Heaps, Sarah E., Panagiotopoulou, Mariella, Wang, Yujiang, Wilkinson, Darren J. |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2307.05708 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Structured prior distributions for the covariance matrix in latent factor models
by: Heaps, Sarah Elizabeth, et al.
Published: (2022)
by: Heaps, Sarah Elizabeth, et al.
Published: (2022)
First-order integer-valued autoregressive processes with Generalized Katz innovations
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023)
by: Castillo-Mateo, Jorge, et al.
Published: (2023)
Order selection in GARMA models for count time series: a Bayesian perspective
by: Lastra, Katerine Zuniga, et al.
Published: (2024)
by: Lastra, Katerine Zuniga, et al.
Published: (2024)
Euclidean mirrors and first-order changepoints in network time series
by: Chen, Tianyi, et al.
Published: (2024)
by: Chen, Tianyi, et al.
Published: (2024)
Prediction intervals for quantile autoregression
by: Novo, Silvia, et al.
Published: (2025)
by: Novo, Silvia, et al.
Published: (2025)
Stochastic Volatility under Informative Missingness
by: Zhang, Gehui, et al.
Published: (2025)
by: Zhang, Gehui, et al.
Published: (2025)
Bayesian Optimization of Noisy Log-Likelihoods Evaluated by Particle Filters -- One Parameter Case --
by: Kitagawa, Genshiro
Published: (2026)
by: Kitagawa, Genshiro
Published: (2026)
Empirical study of periodic autoregressive models with additive noise -- estimation and testing
by: Żuławiński, Wojciech, et al.
Published: (2023)
by: Żuławiński, Wojciech, et al.
Published: (2023)
Hierarchical inference of evidence using posterior samples
by: Rinaldi, Stefano, et al.
Published: (2024)
by: Rinaldi, Stefano, et al.
Published: (2024)
Parametric generalized spectrum for heavy-tailed time series
by: Goto, Yuichi, et al.
Published: (2026)
by: Goto, Yuichi, et al.
Published: (2026)
Compositional dynamic modelling for causal prediction in multivariate time series
by: Li, Kevin, et al.
Published: (2024)
by: Li, Kevin, et al.
Published: (2024)
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)
by: Woitschig, Patrick, et al.
Published: (2026)
Simultaneous Graphical Dynamic Modeling
by: West, Mike, et al.
Published: (2024)
by: West, Mike, et al.
Published: (2024)
Decision synthesis in monetary policy
by: Chernis, Tony, et al.
Published: (2024)
by: Chernis, Tony, et al.
Published: (2024)
Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)
Inference for non-stationary time series quantile regression with inequality constraints
by: Sun, Yuan, et al.
Published: (2024)
by: Sun, Yuan, et al.
Published: (2024)
Bayesian inference with sources of uncertainty: from confidence modelling to sparse estimation
by: Rosa, Rafael Mouallem, et al.
Published: (2026)
by: Rosa, Rafael Mouallem, et al.
Published: (2026)
Response to: "A note on conditional densities, Bayes' rule, and recent criticisms of Bayesian inference" by Yan et al., 2026
by: Mosegaard, Klaus, et al.
Published: (2026)
by: Mosegaard, Klaus, et al.
Published: (2026)
Pair-based estimators of infection and removal rates for stochastic epidemic models
by: Temple, Seth D., et al.
Published: (2026)
by: Temple, Seth D., et al.
Published: (2026)
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)
by: Pumi, Guilherme, et al.
Published: (2023)
A test for counting sequences of integer-valued autoregressive models
by: Goto, Yuichi, et al.
Published: (2023)
by: Goto, Yuichi, et al.
Published: (2023)
A comparison between initialization strategies for the infinite hidden Markov model
by: Cortese, Federico P., et al.
Published: (2025)
by: Cortese, Federico P., et al.
Published: (2025)
On non-stationarity of the Poisson gamma state space models
by: Irie, Kaoru, et al.
Published: (2025)
by: Irie, Kaoru, et al.
Published: (2025)
From Noisy News Sentiment Scores to Interpretable Temporal Dynamics: A Bayesian State-Space Model
by: Casals, Ian Carbó
Published: (2026)
by: Casals, Ian Carbó
Published: (2026)
Pivotal inference for linear predictions in stationary processes
by: Dette, Holger, et al.
Published: (2025)
by: Dette, Holger, et al.
Published: (2025)
Statistical Inference for Local Granger Causality
by: Liu, Yan, et al.
Published: (2021)
by: Liu, Yan, et al.
Published: (2021)
Functional Periodic ARMA Processes
by: Kühnert, Sebastian, et al.
Published: (2025)
by: Kühnert, Sebastian, et al.
Published: (2025)
Bayesian nonparametric models for zero-inflated count-compositional data using ensembles of regression trees
by: Menezes, André F. B., et al.
Published: (2026)
by: Menezes, André F. B., et al.
Published: (2026)
A class of sequential multi-hypothesis tests
by: Novikov, Andrey
Published: (2024)
by: Novikov, Andrey
Published: (2024)
Residual spectrum: Brain functional connectivity detection beyond coherence
by: Goto, Yuichi, et al.
Published: (2023)
by: Goto, Yuichi, et al.
Published: (2023)
The nonexplosive solution of explosive autoregressions
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
Bayesian Forecast Combination with Predictive Priors via Particle Filtering
by: Luo, Xiaorui, et al.
Published: (2025)
by: Luo, Xiaorui, et al.
Published: (2025)
On scalable ARMA models
by: Lin, Yuchang, et al.
Published: (2024)
by: Lin, Yuchang, et al.
Published: (2024)
Moderation effects and elasticities in compositional regression with a total. Application to Bayesian spatiotemporal modelling of all-cause mortality from environmental stressors
by: Coenders, Germà, et al.
Published: (2025)
by: Coenders, Germà, et al.
Published: (2025)
A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)
by: Pumi, Guilherme, et al.
Published: (2026)
A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)
by: Pumi, Guilherme, et al.
Published: (2025)
Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)
by: Pumi, Guilherme, et al.
Published: (2022)
Robust Bayesian methods using amortized simulation-based inference
by: Yuyan, Wang, et al.
Published: (2025)
by: Yuyan, Wang, et al.
Published: (2025)
Median Based Unit Weibull Distribution (MBUW): Do the Higher Order Probability Weighted Moments (PWM) Add More Information over the Lower Order PWM in Parameter Estimation
by: Attia, Iman Mohammed
Published: (2024)
by: Attia, Iman Mohammed
Published: (2024)
Similar Items
-
Structured prior distributions for the covariance matrix in latent factor models
by: Heaps, Sarah Elizabeth, et al.
Published: (2022) -
First-order integer-valued autoregressive processes with Generalized Katz innovations
by: Lopez, Ovielt Baltodano, et al.
Published: (2022) -
Bayesian joint quantile autoregression
by: Castillo-Mateo, Jorge, et al.
Published: (2023) -
Order selection in GARMA models for count time series: a Bayesian perspective
by: Lastra, Katerine Zuniga, et al.
Published: (2024) -
Euclidean mirrors and first-order changepoints in network time series
by: Chen, Tianyi, et al.
Published: (2024)