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08/20/2023
Static and Dynamic BART for Rank-Order Data
Ranking lists are often provided at regular time intervals by one or mul...
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06/02/2023
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
Reduced-rank regression recognises the possibility of a rank-deficient m...
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11/29/2022
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
This article proposes a novel Bayesian multivariate quantile regression ...
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09/05/2022
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
Timely characterizations of risks in economic and financial systems play...
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05/20/2022
Loco-Manipulation Planning for Legged Robots: Offline and Online Strategies
The deployment of robots within realistic environments requires the capa...
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01/04/2022
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
This paper examines the dependence between electricity prices, demand, a...
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03/24/2021
Loss based prior for the degrees of freedom of the Wishart distribution
In this paper we propose a novel method to deal with Vector Autoregressi...
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11/09/2020
Sparse time-varying parameter VECMs with an application to modeling electricity prices
In this paper we propose a time-varying parameter (TVP) vector error cor...
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06/29/2020
Inference in Bayesian Additive Vector Autoregressive Tree Models
Vector autoregressive (VAR) models assume linearity between the endogeno...
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06/19/2020
Proper scoring rules for evaluating asymmetry in density forecasting
This paper proposes a novel asymmetric continuous probabilistic score (A...
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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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06/03/2019
Bayesian nonparametric graphical models for time-varying parameters VAR
Over the last decade, big data have poured into econometrics, demanding ...
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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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03/15/2018
Hierarchical Species Sampling Models
This paper introduces a general class of hierarchical nonparametric prio...
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02/14/2018