3 papers
stat.ME2023
Easily Computed Marginal Likelihoods from Posterior Simulation Using the THAMES Estimator
Martin Metodiev, Marie Perrot-Dockès, Sarah Ouadah +2
We propose an easily computed estimator of marginal likelihoods from posterior simulation output, via reciprocal importance sampling, combining earlier proposals of DiCiccio et al…
stat.ME2022
Variable selection in sparse multivariate GLARMA models: Application to germination control by environment
M. Gomtsyan, C. Lévy-Leduc, S. Ouadah +3
We propose a novel and efficient iterative two-stage variable selection approach for multivariate sparse GLARMA models, which can be used for modelling multivariate discrete-valued…
stat.ME2022
Variable selection in sparse GLARMA models
Marina Gomtsyan, Céline Lévy-Leduc, Sarah Ouadah +2
In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our ap…