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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

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22 papers · 1 filter

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…