2 citations · 3 across the 5 of their papers we have counts for
5 papers
Approximate Methods for Bayesian Computation
Radu V. Craiu, Evgeny Levi
Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enor…
Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas
Evgeny Levi, Radu V Craiu
The paper considers the problem of establishing data support for the simplifying assumption (SA) in a bivariate conditional copula model. It is known that SA greatly simplifies the…
Finding our Way in the Dark: Approximate MCMC for Approximate Bayesian Methods
Evgeny Levi, Radu V. Craiu
With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have li…
Adaptive Component-wise Multiple-Try Metropolis Sampling
Jinyoung Yang, Evgeny Levi, Radu V. Craiu +1
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using a…
Gaussian Process Single Index Models for Conditional Copulas
Evgeny Levi, Radu V. Craiu
Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. Flexible Bayesian inference for the…