7 citations · 16 across the 5 of their papers we have counts for
5 papers
Reply to Discussions of "Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue"
Anna K. Yanchenko, Graham Tierney, Joseph Lawson +3
We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various…
Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue
Anna K. Yanchenko, Graham Tierney, Joseph Lawson +3
Forecasting enterprise-wide revenue is critical to many companies and presents several challenges and opportunities for significant business impact. This case study is based on mod…
Hierarchical Dynamic Modeling for Individualized Bayesian Forecasting
Anna K. Yanchenko, Di Daniel Deng, Jinglan Li +2
We present a case study and methodological developments in large-scale hierarchical dynamic modeling for personalized prediction in commerce. The context is supermarket sales, wher…
Bayesian Computation in Dynamic Latent Factor Models
Isaac Lavine, Andrew Cron, Mike West
Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multi…
Models of random sparse eigenmatrices matrices and Bayesian analysis of multivariate structure
Andrew J. Cron, Mike West
We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rota…