44 citations · 84 across the 18 of their papers we have counts for
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math.ST2020
On the relationship between beta-Bartlett and Uhlig extended processes
Víctor Peña, Kaoru Irie
Stochastic volatility processes are used in multivariate time-series analysis to track time-varying patterns in covariance matrices. Uhlig extended and beta-Bartlett processes are…
stat.ME2020
Log-Regularly Varying Scale Mixture of Normals for Robust Regression
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
Linear regression with the classical normality assumption for the error distribution may lead to an undesirable posterior inference of regression coefficients due to the potential…
stat.ME2020
Shrinkage with Robustness: Log-Adjusted Priors for Sparse Signals
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
We introduce a new class of distributions named log-adjusted shrinkage priors for the analysis of sparse signals, which extends the three parameter beta priors by multiplying an ad…