2 citations · 2 across the 4 of their papers we have counts for
8 papers
Novel Bayesian algorithms for ARFIMA long-memory processes: a comparison between MCMC and ABC approaches
James Cohen Gabor, Clara Grazian
This paper presents a comparative study of two Bayesian approaches - Markov Chain Monte Carlo (MCMC) and Approximate Bayesian Computation (ABC) - for estimating the parameters of a…
Approximate Bayesian Computation with Statistical Distances for Model Selection
Clara Grazian
Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-…
State Space Modelling for detecting and characterising Gravitational Waves afterglows
Daniele d'Antonio, Martin Ellis Bell, James John Brown +1
We propose the usage of an innovative method for selecting transients and variables. These sources are detected at different wavelengths across the electromagnetic spectrum spannin…
Bayesian Consistency for Long Memory Processes: A Semiparametric Perspective
Clara Grazian
In this work, we will investigate a Bayesian approach to estimating the parameters of long memory models. Long memory, characterized by the phenomenon of hyperbolic autocorrelation…
Approximate Bayesian Conditional Copulas
Clara Grazian, Luciana Dalla Valle, Brunero Liseo
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional abso…
Modelling Preference Data with the Wallenius Distribution
Clara Grazian, Fabrizio Leisen, Brunero Liseo
The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a model for ranki…
Approximate Bayesian inference in semiparametric copula models
Clara Grazian, Brunero Liseo
We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and…
Approximate Integrated Likelihood via ABC methods
Clara Grazian, Brunero Liseo
We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for w…