2 papers
stat.ME2026
Bayesian Modelling of Nonstationary Extreme Values Using a Nonparametric Hawkes Process
Gordon J. Ross, Dean Markwick
Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur an…
stat.CO2026
dirichletprocess: An R Package for Fitting Complex Bayesian Nonparametric Models
Gordon J. Ross, Dean Markwick, Priyanshu Tiwari
The dirichletprocess package provides software for creating flexible Dirichlet process objects. Users can perform nonparametric Bayesian analysis using Dirichlet processes without…