23 citations · 38 across the 18 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
stat.CO2015
Embarrassingly Parallel Sequential Markov-chain Monte Carlo for Large Sets of Time Series
Roberto Casarin, Radu V. Craiu, Fabrizio Leisen
Bayesian computation crucially relies on Markov chain Monte Carlo (MCMC) algorithms. In the case of massive data sets, running the Metropolis-Hastings sampler to draw from the post…
stat.AP2015
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Federico Bassetti, Roberto Casarin, Francesco Ravazzolo
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random ca…