6 citations · 11 across the 3 of their papers we have counts for
5 papers · 1 filter
General framework for projection structures
Eduard Belitser, Nurzhan Nurushev
In the first part, we develop a general framework for projection structures and study several inference problems within this framework. We propose procedures based on data dependen…
Needles and straw in a haystack: robust confidence for possibly sparse sequences
Eduard Belitser, Nurzhan Nurushev
In the general signal+noise model we construct an empirical Bayes posterior which we then use for uncertainty quantification for the unknown, possibly sparse, signal. We introduce…
Online Tracking of a Predictable Drifting Parameter of a Time Series
Eduard Belitser, Paulo Serra
We propose an online algorithm for tracking a multidimensional time-varying parameter of a time series, which is also allowed to be a predictable process with respect to the underl…
Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
Eduard Belitser, Paulo Serra, Harry van Zanten
We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both…
Adaptive Priors based on Splines with Random Knots
Eduard Belitser, Paulo Serra
Splines are useful building blocks when constructing priors on nonparametric models indexed by functions. Recently it has been established in the literature that hierarchical prior…