14 citations · 35 across the 35 of their papers we have counts for
5 papers · 1 filter
Bayesian Inference for Multidimensional Welfare Comparisons
David Gunawan, William Griffiths, Duangkamon Chotikapanich
Using both single-index measures and stochastic dominance concepts, we show how Bayesian inference can be used to make multivariate welfare comparisons. A four-dimensional distribu…
Variational Bayes Inference for Spatial Error Models with Missing Data
Anjana Wijayawardhana, David Gunawan, Thomas Suesse
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widel…
Recursive variational Gaussian approximation with the Whittle likelihood for linear non-Gaussian state space models
Bao Anh Vu, David Gunawan, Andrew Zammit-Mangion
Parameter inference for linear and non-Gaussian state space models is challenging because the likelihood function contains an intractable integral over the latent state variables.…
A Marginal Maximum Likelihood Approach for Hierarchical Simultaneous Autoregressive Models with Missing Data
Anjana Wijayawardhana, Thomas Suesse, David Gunawan
Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is…
Optimal prediction of positive-valued spatial processes: asymmetric power-divergence loss
Alan R. Pearse, Noel Cressie, David Gunawan
This article studies the use of asymmetric loss functions for the optimal prediction of positive-valued spatial processes. We focus on the family of power-divergence loss functions…