Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 181, No. 3 (2018), pp. 635-647 (13 pages) Statistical agencies are increasingly adopting synthetic data methods for ...
We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a ...
Bayesian nonparametric mixture models represent a powerful statistical framework that extends traditional mixture modelling by allowing the number of mixture components to be inferred from the data ...
The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
You are invited to attend the following M.A.Sc. (Quality Systems Engineering) thesis examination. Data clustering is a fundamental unsupervised learning approach that impacts several domains such as ...
Bayesian analysis offers a robust framework for deciphering the intricate dynamics of time series data. By treating unknown parameters as random variables, this approach incorporates prior information ...
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