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pro vyhledávání: '"GRIFFIN, A E"'
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme that can be
Externí odkaz:
http://arxiv.org/abs/2408.07365
Autor:
Bernaciak, Dawid, Griffin, Jim E.
We propose a general-purpose approximation to the Ferguson-Klass algorithm for generating samples from L\'evy processes without Gaussian components. We show that the proposed method is more than 1000 times faster than the standard Ferguson-Klass algo
Externí odkaz:
http://arxiv.org/abs/2407.01483
Athletic performance follows a typical pattern of improvement and decline during a career. This pattern is also often observed within-seasons as athlete aims for their performance to peak at key events such as the Olympic Games or World Championships
Externí odkaz:
http://arxiv.org/abs/2405.17214
Autor:
Griffin, J. E.
Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables (which are usua
Externí odkaz:
http://arxiv.org/abs/2402.12323
Autor:
Luo, Yiyong, Griffin, Jim E.
Vector autoregressions (VARs) are popular in analyzing economic time series. However, VARs can be over-parameterized if the numbers of variables and lags are moderately large. Tensor VAR, a recent solution to over-parameterization, treats the coeffic
Externí odkaz:
http://arxiv.org/abs/2211.01727
Autor:
Beraha, Mario, Griffin, Jim E.
We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random measures w
Externí odkaz:
http://arxiv.org/abs/2205.15654
Autor:
Bernaciak, Dawid, Griffin, Jim E.
We introduce a Loss Discounting Framework for model and forecast combination which generalises and combines Bayesian model synthesis and generalized Bayes methodologies. We use a loss function to score the performance of different models and introduc
Externí odkaz:
http://arxiv.org/abs/2201.12045
Autor:
Griffin, Natalie E., Ferrell, Morgan, Feldman, Robert, Dasyam, Anil K., Slivka, Adam, Khalid, Asif, Singh, Harkirat, Gabbert, Charles, Das, Rohit, Mahmood, Sultan, Rabinovitz, Mordechai, Chennat, Jennifer, Romutis, Stephanie, Klem, Mary Lou, Yadav, Dhiraj, Phillips, Anna Evans
Publikováno v:
In Pancreatology September 2024 24(6):870-877
Publikováno v:
In Applied Animal Behaviour Science July 2024 276
Autor:
Bernaciak, Dawid, Griffin, Jim E.
Publikováno v:
In International Journal of Forecasting October-December 2024 40(4):1721-1733