6 citations · 11 across the 3 of their papers we have counts for
Showing 2013Show all
3 papers · 1 filter
math.ST2013
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…
math.ST2013★ 5 cited
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…
math.ST2013
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…