2 papers
stat.ME2024
Bayesian Covariate-Dependent Graph Learning with a Dual Group Spike-and-Slab Prior
Zijian Zeng, Meng Li, Marina Vannucci
Covariate-dependent graph learning has gained increasing interest in the graphical modeling literature for the analysis of heterogeneous data. This task, however, poses challenges…
stat.AP2020
Bayesian Median Autoregression for Robust Time Series Forecasting
Zijian Zeng, Meng Li
We develop a Bayesian median autoregressive (BayesMAR) model for time series forecasting. The proposed method utilizes time-varying quantile regression at the median, favorably inh…