2 citations · 2 across the 4 of their papers we have counts for
4 papers · 1 filter
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…