3 papers
econ.EM2023
The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models
Peter Knaus, Sylvia Frühwirth-Schnatter
Many existing shrinkage approaches for time-varying parameter (TVP) models assume constant innovation variances across time points, inducing sparsity by shrinking these variances t…
stat.ME2021
Factor-augmented Bayesian treatment effects models for panel outcomes
Helga Wagner, Sylvia Frühwirth-Schnatter, Liana Jacobi
We propose a new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods. The model allows to seperate assoc…
stat.ME2018
Mixtures of Experts Models
Isobel Claire Gormley, Sylvia Frühwirth-Schnatter
Mixtures of experts models provide a framework in which covariates may be included in mixture models. This is achieved by modelling the parameters of the mixture model as functions…