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- Centre National de la Recherche ScientifiqueFR17 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR10 papers
- Imperial College LondonGB10 papers
- Universidad Autónoma de MadridES9 papers
- Columbia UniversityUS8 papers
- Rutherford Appleton LaboratoryGB8 papers
- University of CambridgeGB8 papers
- University of OxfordGB8 papers
- University of WarwickGB8 papers
- Institut de Physique ThéoriqueFR7 papers
- CEA Paris-SaclayFR6 papers
- Instituto de Astrofísica de CanariasES6 papers
7 papers · 1 filter
Improvement of random LHD for high dimensions
Andrey Pepelyshev
Designs of experiments for multivariate case are reviewed. Fast algorithm of construction of good Latin hypercube designs is developed.
A note on state space representations of locally stationary wavelet time series
K. Triantafyllopoulos, G. P. Nason
In this note we show that the locally stationary wavelet process can be decomposed into a sum of signals, each of which following a moving average process with time-varying paramet…
Missing observation analysis for matrix-variate time series data
K. Triantafyllopoulos
Bayesian inference is developed for matrix-variate dynamic linear models (MV-DLMs), in order to allow missing observation analysis, of any sub-vector or sub-matrix of the observati…
On the elicitation of continuous, symmetric, unimodal distributions
John Paul Gosling
In this brief note, we highlight some difficulties that can arise when fitting a continuous, symmetric, unimodal distribution to a set of expert's judgements. A simple analysis sho…
Multivariate control charts based on Bayesian state space models
K. Triantafyllopoulos
This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate loca…
Posterior mean and variance approximation for regression and time series problems
K. Triantafyllopoulos, P. J. Harrison
This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, whi…