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stat.ME2023
Wasserstein complexity penalization priors: a new class of penalizing complexity priors
David Bolin, Alexandre B. Simas, Zhen Xiong
Penalizing complexity (PC) priors provide a principled framework for reducing model complexity by penalizing the Kullback--Leibler Divergence (KLD) between a ``simple'' base model…
stat.ME2023
Statistical inference for Gaussian Whittle-Matérn fields on metric graphs
David Bolin, Alexandre Simas, Jonas Wallin
Whittle-Matérn fields are a recently introduced class of Gaussian processes on metric graphs, which are specified as solutions to a fractional-order stochastic differential equatio…