117 citations · 522 across the 22 of their papers we have counts for
Showing 2020 · stat.MEShow all
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stat.ME2020★ 7 cited
Bayesian Computation in Dynamic Latent Factor Models
Isaac Lavine, Andrew Cron, Mike West
Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models. The ability to scale-up such analyses in non-Gaussian, nonlinear multi…
stat.ME2020
Perspectives on Constrained Forecasting
Mike West
This expository paper discusses Bayesian decision analysis perspectives on problems of constrained forecasting. Foundational and pedagogic discussion contrasts decision analytic ap…