4 papers
Perfect simulation from unbiased simulation
George M. Leigh, Wen-Hsi Yang, Montana E. Wickens +1
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in adva…
Capturing episodic impacts of environmental signals
Manuela Mendiolar, Jerzy A. Filar, Wen-Hsi Yang +2
Environmental scientists frequently rely on time series of explanatory variables to explain their impact on an important response variable. However, sometimes, researchers are less…
Bayesian Circular Lattice Filters for Computationally Efficient Estimation of Multivariate Time-Varying Autoregressive Models
Yuelei Sui, Scott H. Holan, Wen-Hsi Yang
Nonstationary time series data exist in various scientific disciplines, including environmental science, biology, signal processing, econometrics, among others. Many Bayesian model…
Bayesian Lattice Filters for Time-Varying Autoregression and Time-Frequency Analysis
Wen-Hsi Yang, Scott H. Holan, Christopher K. Wikle
Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexib…