469 citations · 2k across the 43 of their papers we have counts for
Showing 2011 · stat.MEShow all
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stat.ME2011★ 19 cited
Joint Modeling of Multiple Related Time Series via the Beta Process
Emily B. Fox, Erik B. Sudderth, Michael I. Jordan +1
We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our approach is based on the discovery of a set of latent, shared dyna…
stat.ME2011★ 13 cited
Autoregressive Models for Variance Matrices: Stationary Inverse Wishart Processes
Emily B. Fox, Mike West
We introduce and explore a new class of stationary time series models for variance matrices based on a constructive definition exploiting inverse Wishart distribution theory. The m…
stat.ME2011★ 12 cited
Bayesian Nonparametric Covariance Regression
Emily Fox, David Dunson
Although there is a rich literature on methods for allowing the variance in a univariate regression model to vary with predictors, time and other factors, relatively little has bee…