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stat.ME2023
Identifying regime switches through Bayesian wavelet estimation: evidence from flood detection in the Taquari River Valley
Flávia Castro Motta, Michel Helcias Montoril
Two-component mixture models have proved to be a powerful tool for modeling heterogeneity in several cluster analysis contexts. However, most methods based on these models assume a…
stat.ME2021
Wavelet-based estimation of power densities of size-biased data
Michel H. Montoril, Aluísio Pinheiro, Brani Vidakovic
We propose a new wavelet-based method for density estimation when the data are size-biased. More specifically, we consider a power of the density of interest, where this power exce…
stat.ME2021
Bayesian estimation of dynamic weights in Gaussian mixture models
Michel H. Montoril, Leandro T. Correia, Helio S. Migon
This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully…