4 papers · 1 filter
Loss-based prior for CART and BART models
F. Serafini, F. Leisen, C. Villa +1
We present a novel prior for tree topology within Bayesian Additive Regression Trees (BART) models. This approach quantifies the hypothetical loss in information and the loss due t…
Bayesian model selection of vine copulas: a loss-based perspective
Rosario Barone, Luciana Dalla Valle, Fabrizio Leisen +1
The growing popularity of vine copulas in multivariate statistical analysis is largely driven by their ability to capture complex dependence structures. However, this flexibility c…
The General Formulation of Loss-Based Priors for Parameter Spaces
Cristiano Villa
Loss-based priors assign probability mass to parameter values according to the inferential loss incurred when they are excluded from the parameter space, and provide a general solu…
Beta-CoRM: A Bayesian Approach for -gram Profiles Analysis
José A. PerusquÃa, Jim E. Griffin, Cristiano Villa
-gram profiles have been successfully and widely used to analyse long sequences of potentially differing lengths for clustering or classification. Mainly, machine learning algor…