activity
20192026
most citedEstimation and selection for high-order Markov chains with Bayesian mixture transition distribution models

3 citations · 7 across the 5 of their papers we have counts for

collaborators

6 papers

stat.AP2026

Hierarchical Absorbing Markov Chain Models for Pooling Sparse Combat Sequence Data

Brigham Halverson, Matthew Heiner, Leonardo Lamas +1

By viewing tactics in no-gi Brazilian jiu-jitsu (NGJJ) as discrete states, we estimate the transition probabilities of tactical progression, while simultaneously exploring the effe…

stat.CO2024★ 1 cited

Quantile Slice Sampling

Matthew J. Heiner, Samuel B. Johnson, Joshua R. Christensen +1

We propose and demonstrate a novel, effective approach to slice sampling. Using the probability integral transform, we first generalize Neal's shrinkage algorithm, standardizing th…

stat.ME2023★ 1 cited

A Projection Approach to Local Regression with Variable-Dimension Covariates

Matthew J. Heiner, Garritt L. Page, Fernando Andrés Quintana

Incomplete covariate vectors are known to be problematic for estimation and inferences on model parameters, but their impact on prediction performance is less understood. We develo…

stat.ME2020★ 1 cited

Autoregressive Density Modeling with the Gaussian Process Mixture Transition Distribution

Matthew Heiner, Athanasios Kottas

We develop a mixture model for transition density approximation, together with soft model selection, in the presence of noisy and heterogeneous nonlinear dynamics. Our model builds…

stat.ME2020★ 1 cited

Bayesian Nonparametric Density Autoregression with Lag Selection

Matthew Heiner, Athanasios Kottas

We develop a Bayesian nonparametric autoregressive model applied to flexibly estimate general transition densities exhibiting nonlinear lag dependence. Our approach is related to B…

stat.ME2019★ 3 cited

Estimation and selection for high-order Markov chains with Bayesian mixture transition distribution models

Matthew Heiner, Athanasios Kottas

We develop two models for Bayesian estimation and selection in high-order, discrete-state Markov chains. Both are based on the mixture transition distribution, which constructs a t…