7 citations · 14 across the 8 of their papers we have counts for
10 papers
Mean-Tilted Intervals: Regression and Dynamic Models
Antonio De Leon, Raquel Prado, Bruno Sansó
Mean-tilted intervals (MTIs) provide a fixed-content family of interval targets indexed by retained-mean balance. This paper develops generalized-Bayes computation for using those…
Bayesian Quantile Deep Echo State Networks for Nonlinear Time Series
Antonio De Leon, Raquel Prado, Bruno Sansó
Conditional quantiles are central to asymmetric decision losses, tail-risk assessment, and interval forecasts, but Bayesian quantile regression for nonlinear time series can be dif…
Mean-Tilted Intervals: Short Tolerance Intervals
Antonio De Leon, Raquel Prado, Bruno Sansó
Intervals with the same probability content can have different endpoint placements and widths. This matters for tolerance inference, where a reported interval must also satisfy a r…
Bayesian Quantile-Based Correction and Synthesis of Hydrologic Products
Antonio De Leon, Raquel Prado, Bruno Sansó
River-flow forecasting requires predictive distributions that remain informative in both routine and extreme conditions. We develop a Bayesian quantile-based correction-and-synthes…
exdqlm: An R Package for Estimation and Analysis of Flexible Dynamic Quantile Linear Models
Antonio De Leon, Raquel Barata, Raquel Prado +1
We present the R package exdqlm for Bayesian quantile regression, with primary emphasis on dynamic state-space quantile models for time series. The package is built around extended…
Bayesian Nonparametric Multivariate Mixture of Autoregressive Processes: With Application to Brain Signals
Guillermo Granados-Garcia, Raquel Prado, Hernando Ombao
One of the goals of neuroscience is to study interactions between different brain regions during rest and while performing specific cognitive tasks. The Multivariate Bayesian Autor…