Bayesian Multi-Group Functional Factor Models with Parameter-Expanded Cumulative Shrinkage Priors

Documenti analoghi

• Bayesian Controlled FDR Variable Selection via Parameter-Expanded Latent Knockoffs
  di: Focardi-Olmi, Lorenzo, et al.
  Pubblicazione: (2024)
• Discrete Autoregressive Switching Processes with Cumulative Shrinkage Priors for Graphical Modeling of Time Series Data
  di: Hadj-Amar, Beniamino, et al.
  Pubblicazione: (2024)
• A Bayesian Approach for Inference on Mixed Graphical Models
  di: Florez, Mauro, et al.
  Pubblicazione: (2025)
• Bayesian Bivariate Conway-Maxwell-Poisson Regression Model for Correlated Count Data in Sports
  di: Florez, Mauro, et al.
  Pubblicazione: (2024)
• Clustering Computer Mouse Tracking Data with Informed Hierarchical Shrinkage Partition Priors
  di: Song, Ziyi, et al.
  Pubblicazione: (2024)