23 citations · 32 across the 5 of their papers we have counts for
7 papers
Mean-Tilted Intervals: Regression and Dynamic Models
Antonio De Leon, Raquel Prado, Bruno Sansó
Mean-tilted intervals (MTIs) provide a fixed-content family of interval targets indexed by retained-mean balance. This paper develops generalized-Bayes computation for using those…
Bayesian Quantile Deep Echo State Networks for Nonlinear Time Series
Antonio De Leon, Raquel Prado, Bruno Sansó
Conditional quantiles are central to asymmetric decision losses, tail-risk assessment, and interval forecasts, but Bayesian quantile regression for nonlinear time series can be dif…
Mean-Tilted Intervals: Short Tolerance Intervals
Antonio De Leon, Raquel Prado, Bruno Sansó
Intervals with the same probability content can have different endpoint placements and widths. This matters for tolerance inference, where a reported interval must also satisfy a r…
Bayesian Quantile-Based Correction and Synthesis of Hydrologic Products
Antonio De Leon, Raquel Prado, Bruno Sansó
River-flow forecasting requires predictive distributions that remain informative in both routine and extreme conditions. We develop a Bayesian quantile-based correction-and-synthes…
On Construction and Estimation of Stationary Mixture Transition Distribution Models
Xiaotian Zheng, Athanasios Kottas, Bruno Sansó
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number…
Modeling for seasonal marked point processes: An analysis of evolving hurricane occurrences
Sai Xiao, Athanasios Kottas, Bruno Sansó
Seasonal point processes refer to stochastic models for random events which are only observed in a given season. We develop nonparametric Bayesian methodology to study the dynamic…
The 2004 Venezuelan Presidential Recall Referendum: Discrepancies Between Two Exit Polls and Official Results
Raquel Prado, Bruno Sansó
We present a simulation-based study in which the results of two major exit polls conducted during the recall referendum that took place in Venezuela on August 15, 2004, are compare…