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08/31/2022
Bayesian order identification of ARMA models with projection predictive inference
Auto-regressive moving-average (ARMA) models are ubiquitous forecasting ...
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07/18/2021
Decoupling Shrinkage and Selection for the Bayesian Quantile Regression
This paper extends the idea of decoupling shrinkage and sparsity for con...
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11/02/2020
Developments on the Bayesian Structural Time Series Model: Trending Growth
This paper investigates the added benefit of internet search data in the...
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06/13/2020