36 citations · 60 across the 6 of their papers we have counts for
8 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 sequential parameter estimation with a Laplace type approximation
Tiep Mai, Simon Wilson
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The met…
Modifying iterated Laplace approximations
Tiep Mai, Simon Wilson
In this paper, several modifications are introduced to the functional approximation method iterLap to reduce the approximation error, including stopping rule adjustment, proposal o…
Sequential Bayesian inference for static parameters in dynamic state space models
Arnab Bhattacharya, Simon Wilson
A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space…
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…
Bayesian ICA-based source separation of Cosmic Microwave Background by a discrete functional approximation
Simon P. Wilson, Jiwon Yoon
A functional approximation to implement Bayesian source separation analysis is introduced and applied to separation of the Cosmic Microwave Background (CMB) using WMAP data. The ap…