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stat.ME2025
On non-stationarity of the Poisson gamma state space models
Kaoru Irie, Tevfik Aktekin
The Poisson-gamma state space (PGSS) models have been utilized in the analysis of non-negative integer-valued time series to sequentially obtain closed form filtering and predictiv…
stat.ME2025
Outlier-Robust Bayesian Multivariate Analysis with Correlation-Intact Sandwich Mixture
Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa
Handling outliers is a fundamental challenge in multivariate data analysis because outliers may distort the structures of correlation or conditional independence. Although robust B…