2 papers
stat.ME2024
A Unified Bayesian Framework for Mortality Model Selection
Alex Diana, Jackie Wong Siaw Tze, Aniketh Pittea
In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model sele…
stat.AP2024
Hidden Markov models with an unknown number of states and a repulsive prior on the state parameters
Ioannis Rotous, Alex Diana, Alessio Farcomeni +2
Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observat…