84 citations · 86 across the 4 of their papers we have counts for
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stat.ME2020
Comparison of Bayesian Nonparametric Density Estimation Methods
Adel Bedoui, Ori Rosen
In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model.…
stat.ME2019★ 1 cited
Adaptive Bayesian Spectral Analysis of High-dimensional Nonstationary Time Series
Zeda Li, Ori Rosen, Fabio Ferrarelli +1
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-doma…
stat.ME2019
AdaptSPEC-X: Covariate Dependent Spectral Modeling of Multiple Nonstationary Time Series
Michael Bertolacci, Ori Rosen, Edward Cripps +1
We present a method for the joint analysis of a panel of possibly nonstationary time series. The approach is Bayesian and uses a covariate-dependent infinite mixture model to incor…