activity
20182026
most citedBayesian Model Search for Nonstationary Periodic Time Series

22 citations · 23 across the 8 of their papers we have counts for

collaborators

8 papers

stat.ME2026

Frequency Selection in Bayesian Spectral Modeling of Time Series Data with Applications to Wearable Device Measurements

Beniamino Hadj-Amar, Vaishnav Krishnan, Marina Vannucci

This paper introduces a Bayesian spike-and-slab framework for spectral analysis of time series data. The proposed method combines frequency selection and dimensionality reduction w…

stat.ME2026

Bayesian Variable Selection with the Quasi-Posterior

Beniamino Hadj-Amar, Jack Jewson

The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayes…

stat.ME2025

Bayesian Covariate-Dependent Circadian Modeling of Rest-Activity Rhythms

Beniamino Hadj-Amar, Vaishnav Krishnan, Marina Vannucci

We propose a Bayesian covariate-dependent anti-logistic circadian model for analyzing activity data collected via wrist-worn wearable devices. The proposed approach integrates cova…

stat.ME2024

Discrete Autoregressive Switching Processes with Cumulative Shrinkage Priors for Graphical Modeling of Time Series Data

Beniamino Hadj-Amar, Aaron M. Bornstein, Michele Guindani +1

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observa…

stat.AP2023★ 1 cited

Bayesian Sparse Vector Autoregressive Switching Models with Application to Human Gesture Phase Segmentation

Beniamino Hadj-Amar, Jack Jewson, Marina Vannucci

We propose a sparse vector autoregressive (VAR) hidden semi-Markov model (HSMM) for modeling temporal and contemporaneous (e.g. spatial) dependencies in multivariate nonstationary…

stat.ME2020

Bayesian Approximations to Hidden Semi-Markov Models for Telemetric Monitoring of Physical Activity

Beniamino Hadj-Amar, Jack Jewson, Mark Fiecas

We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit…

stat.ME2020

Identifying the Recurrence of Sleep Apnea Using a Harmonic Hidden Markov Model

Beniamino Hadj-Amar, Bärbel Finkenstädt, Mark Fiecas +1

We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic reg…

stat.ME2018★ 22 cited

Bayesian Model Search for Nonstationary Periodic Time Series

Beniamino Hadj-Amar, Bärbel Finkenstädt, Mark Fiecas +2

We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behaviour. We approximate the time series using a piecewise oscillatory mod…