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stat.ME2023
A Bayesian Non-Stationary Heteroskedastic Time Series Model for Multivariate Critical Care Data
Zayd Omar, David A. Stephens, Alexandra M. Schmidt +1
We propose a multivariate GARCH model for non-stationary health time series by modifying the variance of the observations of the standard state space model. The proposed model prov…
stat.ME2019★ 7 cited
Bayesian Clustering for Continuous-Time Hidden Markov Models
Yu Luo, David A. Stephens, David L. Buckeridge
We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in th…