Image de couverture de livre

Discrete Autoregressive Switching Processes with Cumulative Shrinkage Priors for Graphical Modeling of Time Series Data

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Hadj-Amar, Beniamino, Bornstein, Aaron M., Guindani, Michele, Vannucci, Marina
Format:	Preprint
Publié:	2024
Sujets:	Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Bayesian Multi-Group Functional Factor Models with Parameter-Expanded Cumulative Shrinkage Priors
par: Dai, Xuanye, et autres
Publié: (2026)

Bayesian Covariate-Dependent Circadian Modeling of Rest-Activity Rhythms
par: Hadj-Amar, Beniamino, et autres
Publié: (2025)

Clustering Computer Mouse Tracking Data with Informed Hierarchical Shrinkage Partition Priors
par: Song, Ziyi, et autres
Publié: (2024)

Bayesian Sparse Vector Autoregressive Switching Models with Application to Human Gesture Phase Segmentation
par: Hadj-Amar, Beniamino, et autres
Publié: (2023)

Bayesian Bivariate Conway-Maxwell-Poisson Regression Model for Correlated Count Data in Sports
par: Florez, Mauro, et autres
Publié: (2024)

A Bayesian Approach for Inference on Mixed Graphical Models
par: Florez, Mauro, et autres
Publié: (2025)

Bayesian Variable Selection with the Quasi-Posterior
par: Hadj-Amar, Beniamino, et autres
Publié: (2026)

Local Level Dynamic Random Partition Models for Changepoint Detection
par: Giampino, Alice, et autres
Publié: (2024)

Bayesian Controlled FDR Variable Selection via Parameter-Expanded Latent Knockoffs
par: Focardi-Olmi, Lorenzo, et autres
Publié: (2024)

Bayesian Time-Varying Tensor Vector Autoregressive Models for Dynamic Effective Connectivity
par: Zhang, Wei, et autres
Publié: (2021)

Bayesian Functional Graphical Models with Change-Point Detection
par: Liu, Chunshan, et autres
Publié: (2024)

The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models
par: Knaus, Peter, et autres
Publié: (2023)

Bayesian Covariate-Dependent Graph Learning with a Dual Group Spike-and-Slab Prior
par: Zeng, Zijian, et autres
Publié: (2024)

Adaptive Bayesian Joint Latent Space Modeling via Cumulative Shrinkage
par: Lv, Bin, et autres
Publié: (2025)

Repulsive Mixture Model with Projection Determinantal Point Process
par: Song, Ziyi, et autres
Publié: (2025)

Bayesian temporal biclustering with applications to multi-subject neuroscience studies
par: Ricci, Federica Zoe, et autres
Publié: (2024)

Modeling Dynamic Correlation Matrices with Shrinkage Priors
par: Coulson, Daniel Andrew, et autres
Publié: (2026)

Local Interaction Autoregressive Model for High Dimension Time Series Data
par: Li, Jingyang, et autres
Publié: (2025)

Relaxation of Projected Prior with Continuous Gap Shrinkage
par: Duan, Leo L, et autres
Publié: (2026)

Going With the Flow: Normalizing Flows for Gaussian Process Regression under Hierarchical Shrinkage Priors
par: Knaus, Peter
Publié: (2025)

Bayesian Scalar-on-Tensor Quantile Regression for Longitudinal Data on Alzheimer's Disease
par: Lyu, Rongke, et autres
Publié: (2026)

An Autoregressive Model for Time Series of Random Objects
par: Bulté, Matthieu, et autres
Publié: (2024)

Matrix Autoregressive Model with Vector Time Series Covariates for Spatio-Temporal Data
par: Sun, Hu, et autres
Publié: (2023)

Flexibly Modeling Shocks to Demographic and Health Indicators with Bayesian Shrinkage Priors
par: Susmann, Herbert, et autres
Publié: (2024)

Bayesian Varying-Effects Vector Autoregressive Models for Inference of Brain Connectivity Networks and Covariate Effects in Pediatric Traumatic Brain Injury
par: Ren, Yangfan, et autres
Publié: (2024)

A Spatial Autoregressive Graphical Model with Applications in Intercropping
par: Hermes, Sjoerd, et autres
Publié: (2023)

Semiparametric Latent ANOVA Model for Event-Related Potentials
par: Yu, Cheng-Han, et autres
Publié: (2023)

Bayesian Inference for Stationary Points in Gaussian Process Regression Models for Event-Related Potentials Analysis
par: Yu, Cheng-Han, et autres
Publié: (2020)

GRASP: Grouped Regression with Adaptive Shrinkage Priors
par: Tew, Shu Yu, et autres
Publié: (2025)

High-dimensional Autoregressive Modeling for Time Series with Hierarchical Structures
par: Li, Lan, et autres
Publié: (2025)

Latent Network Estimation and Variable Selection for Compositional Data via Variational EM
par: Osborne, Nathan, et autres
Publié: (2020)

Estimation of Poisson Autoregressive Model for Multiple Time Series
par: Redondo, Paolo Victor T., et autres
Publié: (2021)

Bayesian Variable Selection on Small Sample Trial Data via Adaptive Posterior-Informed Shrinkage Prior
par: Kong, Lingxuan, et autres
Publié: (2025)

Bayesian nonparametric modeling of multivariate count data with an unknown number of traits
par: Ghilotti, Lorenzo, et autres
Publié: (2025)

Locally Adaptive Bayesian Isotonic Regression using Half Shrinkage Priors
par: Okano, Ryo, et autres
Publié: (2022)

The Group R2D2 Shrinkage Prior for Sparse Linear Models with Grouped Covariates
par: Yanchenko, Eric, et autres
Publié: (2024)

Graphical Principal Component Analysis of Multivariate Functional Time Series
par: Tan, Jianbin, et autres
Publié: (2024)

Semi-parametric local variable selection under misspecification
par: Rossell, David, et autres
Publié: (2023)

Decoding Neuronal Ensembles from Spatially-Referenced Calcium Traces: A Bayesian Semiparametric Approach
par: D'Angelo, Laura, et autres
Publié: (2025)

Dependency-Aware Shrinkage Priors for High Dimensional Regression
par: Aguilar, Javier Enrique, et autres
Publié: (2025)