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 ...
Journal of Agricultural, Biological, and Environmental Statistics, Vol. 22, No. 4 (December 2017), pp. 585-601 (17 pages) We present a Bayesian nonparametric modeling approach to inference and risk ...
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 ...
Kernel density estimation (KDE) and nonparametric methods form a cornerstone of contemporary statistical analysis. Unlike parametric approaches that assume a specific functional form for the ...
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 ...
In the Big Data era, many scientific and engineering domains are producing massive data streams, with petabyte and exabyte scales becoming increasingly common. Besides the explosive growth in volume, ...