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20072023
most citedDynamic Bayesian Predictive Synthesis in Time Series Forecasting

117 citations · 522 across the 22 of their papers we have counts for

collaborators

23 papers

stat.ME2023

Reply to Discussions of "Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue"

Anna K. Yanchenko, Graham Tierney, Joseph Lawson +3

We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various…

stat.ME2023★ 1 cited

Multivariate Bayesian dynamic modeling for causal prediction

Graham Tierney, Christoph Hellmayr, Greg Barkimer +2

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated un…

stat.ME2022★ 1 cited

On Entropic Tilting and Predictive Conditioning

Emily Tallman, Mike West

Entropic tilting (ET) is a Bayesian decision-analytic method for constraining distributions to satisfy defined targets or bounds for sets of expectations. This report recapitulates…

stat.ME2022★ 1 cited

Bayesian Predictive Decision Synthesis

Emily Tallman, Mike West

Decision-guided perspectives on model uncertainty expand traditional statistical thinking about managing, comparing and combining inferences from sets of models. Bayesian predictiv…

stat.ME2021★ 1 cited

Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue

Anna K. Yanchenko, Graham Tierney, Joseph Lawson +3

Forecasting enterprise-wide revenue is critical to many companies and presents several challenges and opportunities for significant business impact. This case study is based on mod…

stat.ME2021★ 1 cited

Hierarchical Dynamic Modeling for Individualized Bayesian Forecasting

Anna K. Yanchenko, Di Daniel Deng, Jinglan Li +2

We present a case study and methodological developments in large-scale hierarchical dynamic modeling for personalized prediction in commerce. The context is supermarket sales, wher…