activity
20152026
most citedEnforcing stationarity through the prior in vector autoregressions

15 citations · 22 across the 9 of their papers we have counts for

collaborators

9 papers

q-bio.QM2026

Habitual lifestyle timing explains circadian timing, but daily lifestyle changes do not, in free-living humans across 2000 days

Billy C. Smith, Zeel Pansara, Rosanne H. Timmerman +11

Background: Both between- and within-subject variations in circadian timing matter for health. If lifestyle changes could be used to regulate circadian timing, they would offer acc…

stat.ME2026

Bayesian inference of sparsity in stable vector autoregressive processes

Sarah E. Heaps, Ian H. Jermyn, Yujiang Wang +1

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern…

stat.ME2023

Bayesian inference on the order of stationary vector autoregressions

Rachel L. Binks, Sarah E. Heaps, Mariella Panagiotopoulou +2

Vector autoregressions (VARs) are a widely used tool for modelling multivariate time-series. It is common to assume a VAR is stationary; this can be enforced by imposing the statio…

stat.ME2022★ 3 cited

Structured prior distributions for the covariance matrix in latent factor models

Sarah Elizabeth Heaps, Ian Hyla Jermyn

Factor models are widely used for dimension reduction in the analysis of multivariate data. This is achieved through decomposition of a p x p covariance matrix into the sum of two…

stat.AP2021

A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant

Naomi E. Hannaford, Sarah E. Heaps, Tom M. W. Nye +4

Proper function of a wastewater treatment plant (WWTP) relies on maintaining a delicate balance between a multitude of competing microorganisms. Gaining a detailed understanding of…

stat.ME2021★ 1 cited

Bayesian spatio-temporal model for high-resolution short-term forecasting of precipitation fields

Stephen Richard Johnson, Sarah Elizabeth Heaps, Kevin James Wilson +1

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference sc…

q-bio.PE2020

Incorporating compositional heterogeneity into Lie Markov models for phylogenetic inference

Naomi E. Hannaford, Sarah E. Heaps, Tom M. W. Nye +2

Phylogenetics uses alignments of molecular sequence data to learn about evolutionary trees. Substitutions in sequences are modelled through a continuous-time Markov process, charac…

stat.ME2020★ 15 cited

Enforcing stationarity through the prior in vector autoregressions

Sarah E. Heaps

Stationarity is a very common assumption in time series analysis. A vector autoregressive process is stationary if and only if the roots of its characteristic equation lie outside…

q-bio.PE2015★ 3 cited

The effect of non-reversibility on inferring rooted phylogenies

S. Cherlin, T. M. W. Nye, S. E. Heaps +3

Most phylogenetic models assume that the evolutionary process is stationary and reversible. As a result, the root of the tree cannot be inferred as part of the analysis because the…