36 citations · 37 across the 2 of their papers we have counts for
4 papers
Quantitative system risk assessment from incomplete data with belief networks and pairwise comparison elicitation
Cristina De Persis, Jose Luis Bosque, Irene Huertas +1
A method for conducting Bayesian elicitation and learning in risk assessment is presented. It assumes that the risk process can be described as a fault tree. This is viewed as a be…
Estimating redshift distributions using Hierarchical Logistic Gaussian processes
Markus Michael Rau, Simon Wilson, Rachel Mandelbaum
This work uses hierarchical logistic Gaussian processes to infer true redshift distributions of samples of galaxies, through their cross-correlations with spatially overlapping spe…
A Bayesian approach to modeling mortgage default and prepayment
Arnab Bhattacharya, Simon P. Wilson, Refik Soyer
In this paper we present a Bayesian competing risk proportional hazards model to describe mortgage defaults and prepayments. We develop Bayesian inference for the model using Marko…
Bayesian inference for double Pareto lognormal queues
Pepa Ramirez-Cobo, Rosa E. Lillo, Simon Wilson +1
In this article we describe a method for carrying out Bayesian estimation for the double Pareto lognormal (dPlN) distribution which has been proposed as a model for heavy-tailed ph…