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stat.ME2025
State Space Modeling of Mortgage Default Rates under Natural Hazard Shocks
Samuel J. Eschker, Antik Chakraborty, Melanie Gall +2
Mortgage default rates, on the one hand, serve as a measure of economic health to support decision-making by insurance companies, and on the other hand, is a key risk factor in the…
stat.CO2025
Exact and Approximate MCMC for Doubly-intractable Probabilistic Graphical Models Leveraging the Underlying Independence Model
Yujie Chen, Antik Chakraborty, Anindya Bhadra
Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCM…