4 papers · 1 filter
Dynamic linear regression models for forecasting time series with semi long memory errors
Thomas Goodwin, Matias Quiroz, Robert Kohn
Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for…
Analysing symbolic data by pseudo-marginal methods
Yu Yang, Matias Quiroz, Boris Beranger +2
Symbolic data analysis (SDA) aggregates large individual-level datasets into a small number of distributional summaries, such as random rectangles or random histograms. The inferen…
A correlated pseudo-marginal approach to doubly intractable problems
Yu Yang, Matias Quiroz, Robert Kohn +1
Doubly intractable models are encountered in a number of fields, e.g. social networks, ecology and epidemiology. Inference for such models requires the evaluation of a likelihood f…
Calibrated Bayesian inference for random fields on large irregular domains using the debiased spatial Whittle likelihood
Thomas Goodwin, Arthur Guillaumin, Matias Quiroz +2
Bayesian inference for stationary random fields is computationally demanding. Whittle-type likelihoods in the frequency domain based on the fast Fourier Transform (FFT) have severa…