2 papers
stat.ME2026
Bayesian inference of sparsity in stable vector autoregressive processes
Sarah E. Heaps, Ian H. Jermyn, Yujiang Wang +1
Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern…
stat.ME2025
Prior selection for the precision parameter of Dirichlet Process Mixtures
Carlo Vicentini, Ian Hyla Jermyn
Consider a Dirichlet process mixture model (DPM) with random precision parameter , inducing clusters over observations through its latent random partition. Our goal i…