1 citations · 1 across the 10 of their papers we have counts for
Showing stat.MEShow all
3 papers · 1 filter
stat.ME2026
Is There an AI Bubble? Robust Date-Stamping for Periods of Exuberance
Abir Sarkar, Martin T. Wells
The recent surge in valuations among AI related firms has renewed concerns that markets may be entering a new phase of speculative exuberance, especially in the technology and semi…
stat.ME2025
Enhancing the Tensor Normal via Geometrically Parameterized Cholesky Factors
Quinn Simonis, Martin T. Wells
In this article, we explore Bayesian extensions of the tensor normal model through a geometric expansion of the multi-way covariance's Cholesky factor inspired by the Fréchet mean…
stat.ME2015★ 1 cited
A Scalable Empirical Bayes Approach to Variable Selection
Haim Y. Bar, James G. Booth, Martin T. Wells
We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses…