activity
20132023
most citedIndividual adaptation: an adaptive MCMC scheme for variable selection problems

9 citations · 24 across the 11 of their papers we have counts for

collaborators

12 papers

stat.AP2023

Media Bias and Polarization through the Lens of a Markov Switching Latent Space Network Model

Roberto Casarin, Antonio Peruzzi, Mark F. J. Steel

News outlets are now more than ever incentivized to provide their audience with slanted news, while the intrinsic homophilic nature of online social media may exacerbate polarized…

stat.ML2019

Probabilistic sequential matrix factorization

Ömer Deniz Akyildiz, Gerrit J. J. van den Burg, Theodoros Damoulas +1

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In…

stat.AP2017★ 2 cited

Model Averaging and its Use in Economics

Mark F. J. Steel

The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common…

stat.CO2017★ 1 cited

In Search of Lost (Mixing) Time: Adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p

Jim Griffin, Krys Latuszynski, Mark Steel

The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data…

stat.CO2016★ 5 cited

Methods and Tools for Bayesian Variable Selection and Model Averaging in Univariate Linear Regression

Anabel Forte, Gonzalo Garcia-Donato, Mark Steel

In this paper we briefly review the main methodological aspects concerned with the application of the Bayesian approach to model choice and model averaging in the context of variab…

stat.ME2016

Flexible linear mixed models with improper priors for longitudinal and survival data

F. J. Rubio, M. F. J. Steel

We propose a Bayesian approach using improper priors for hierarchical linear mixed models with flexible random effects and residual error distributions. The error distribution is m…

stat.ME2016

On choosing mixture components via non-local priors

Jairo Fúquene, Mark Steel, David Rossell

Choosing the number of mixture components remains an elusive challenge. Model selection criteria can be either overly liberal or conservative and return poorly-separated components…

stat.CO2014★ 9 cited

Individual adaptation: an adaptive MCMC scheme for variable selection problems

Jim Griffin, Krzysztof Latuszynski, Mark Steel

The increasing size of data sets has lead to variable selection in regression becoming increasingly important. Bayesian approaches are attractive since they allow uncertainty about…

stat.AP2014

Bayesian Survival Modelling of University Outcomes

Catalina A. Vallejos, Mark F. J. Steel

The aim of this paper is to model the length of registration at university and its associated academic outcome for undergraduate students at the Pontificia Universidad Católica de…

stat.ME2014★ 2 cited

Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions

F. J. Rubio, M. F. J. Steel

We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric cont…

stat.ME2013★ 3 cited

On posterior propriety for the Student- linear regression model under Jeffreys priors

Catalina A. Vallejos, Mark F. J. Steel

Regression models with fat-tailed error terms are an increasingly popular choice to obtain more robust inference to the presence of outlying observations. This article focuses on B…

stat.CO2013★ 2 cited

Adaptive MC^3 and Gibbs algorithms for Bayesian Model Averaging in Linear Regression Models

Demetris Lamnisos, Jim E. Griffin, Mark F. J. Steel

The MC (Madigan and York, 1995) and Gibbs (George and McCulloch, 1997) samplers are the most widely implemented algorithms for Bayesian Model Averaging (BMA) in linear regressi…