37 citations · 39 across the 3 of their papers we have counts for
4 papers
Generative and Nonparametric Approaches for Conditional Distribution Estimation: Methods, Perspectives, and Comparative Evaluations
Yen-Shiu Chin, Zhi-Yu Jou, Toshinari Morimoto +5
The inference of conditional distributions is a fundamental problem in statistics, essential for prediction, uncertainty quantification, and probabilistic modeling. A wide range of…
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
Yu-Min Yen, Tso-Jung Yen
Forecast evaluations aim to choose an accurate forecast for making decisions by using loss functions. However, different loss functions often generate different ranking results for…
Grouped Variable Selection via Nested Spike and Slab Priors
Tso-Jung Yen, Yu-Min Yen
In this paper we study grouped variable selection problems by proposing a specified prior, called the nested spike and slab prior, to model collective behavior of regression coeffi…
A majorization-minimization approach to variable selection using spike and slab priors
Tso-Jung Yen
We develop a method to carry out MAP estimation for a class of Bayesian regression models in which coefficients are assigned with Gaussian-based spike and slab priors. The objectiv…