5 papers
A Bayesian Hidden Markov Model with Singh--Maddala Emission Distributions for Heavy-Tailed Regime-Switching Time Series
Safaa K. Kadhem
Heavy-tailed time series with regime switching arise in environmental, financial, and engineering applications, yet conventional emission distributions such as Gaussian, Gamma, or…
On WAIC for Dependent Data: A Covariance-Corrected Framework with Linear-Time Complexity
Safaa K. Kadhem
The Widely Applicable Information Criterion (WAIC) is a cornerstone of Bayesian model selection, but its conditional independence assumption renders it inappropriate for sequential…
Two Be or Not Two Be: A New Companion detection for HD 52244 using HST/FGS
Keefe J. Kamp, Saida M. Caballero-Nieves, Edmund P. Nelan +3
In this paper we present a newly detected companion to the Be star, HD 52244 (B2IVnpe), using the Fine Guidance Sensors (FGSs) on the Hubble Space Telescope (HST). In fall 2021, HS…
Balancing Efficiency and Feasibility: A Sensitivity Analysis of the Augmentation Parameter in the Finite Selection Model
Safaa K. Kadhem
This paper investigates the role of the augmentation parameter in the Finite Selection Model (FSM) and its impact on estimator performance. Through a comprehensive Monte Carlo simu…
Covariance-Corrected WAIC for Bayesian Sequential Data Models
Safaa K. Kadhem
This paper introduces and develops a theoretical extension of the widely applicable information criterion (WAIC), called the Covariance-Corrected WAIC (CC-WAIC), that applied for B…