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04/02/2023
Reply to Discussions of "Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue"
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02/07/2023
Multivariate Bayesian dynamic modeling for causal prediction
Bayesian dynamic modeling and forecasting is developed in the setting of...
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07/20/2022
On Entropic Tilting and Predictive Conditioning
Entropic tilting (ET) is a Bayesian decision-analytic method for constra...
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06/08/2022
Bayesian Predictive Decision Synthesis
Decision-guided perspectives on model uncertainty expand traditional sta...
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12/10/2021
Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue
Forecasting enterprise-wide revenue is critical to many companies and pr...
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01/09/2021
Hierarchical Dynamic Modeling for Individualized Bayesian Forecasting
We present a case study and methodological developments in large-scale h...
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07/21/2020
Bayesian Decision Analysis and Constrained Forecasting
A Bayesian decision analysis perspective on problems of constrained fore...
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07/09/2020
Bayesian Computation in Dynamic Latent Factor Models
Bayesian computation for filtering and forecasting analysis is developed...
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11/21/2019
Bayesian forecasting of multivariate time series: Scalability, structure uncertainty and decisions
I overview recent research advances in Bayesian state-space modeling of ...
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06/15/2019
Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models
We discuss Bayesian model uncertainty analysis and forecasting in sequen...
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08/14/2018
Probabilistic forecasting of heterogeneous consumer transaction-sales time series
We present new Bayesian methodology for consumer sales forecasting. With...
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05/14/2018
Bayesian forecasting of many count-valued time series
This paper develops forecasting methodology and application of new class...
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05/12/2018
Bayesian Dynamic Modeling and Monitoring of Network Flows
In the context of a motivating study of dynamic network flow data on a l...
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03/06/2018
Bayesian Predictive Synthesis: Forecast Calibration and Combination
The combination of forecast densities, whether they result from a set of...
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01/22/2018
Predictor Variable Prioritization in Nonlinear Models: A Genetic Association Case Study
The central aim in this paper is to address variable selection questions...
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11/05/2017