1 citations · 1 across the 5 of their papers we have counts for
5 papers
Bayesian Additive Regression Tree Copula Processes for Scalable Distributional Prediction
Jan Martin Wenkel, Michael Stanley Smith, Nadja Klein
We show how to construct the implied copula process of response values from a Bayesian additive regression tree (BART) model with prior on the leaf node variances. This copula proc…
Vector Copula Variational Inference and Dependent Block Posterior Approximations
Yu Fu, Michael Stanley Smith, Anastasios Panagiotelis
The key to VI is the selection of a tractable density to approximate the Bayesian posterior. For large and complex models a common choice is to assume independence between multivar…
Regression Copulas for Multivariate Responses
Nadja Klein, Michael Stanley Smith, David Nott +1
We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian…
Cutting Feedback in Misspecified Copula Models
Michael Stanley Smith, Weichang Yu, David J. Nott +1
In copula models the marginal distributions and copula function are specified separately. We treat these as two modules in a modular Bayesian inference framework, and propose condu…
Econometric Modeling of Regional Electricity Spot Prices in the Australian Market
Michael Stanley Smith, Thomas S. Shively
Wholesale electricity markets are increasingly integrated via high voltage interconnectors, and inter-regional trade in electricity is growing. To model this, we consider a spatial…