3 papers
stat.ME2026
Zero-inflated stochastic volatility model for disaggregated inflation data with exact zeros
Geonhee Han, Kaoru Irie
The disaggregated time-series for the Consumer Price Index (CPI) often exhibits exact zero price changes, stemming from structural features of the data collection process. However,…
stat.ME2025
Efficient scenario analysis in real-time Bayesian election forecasting via sequential meta-posterior sampling
Geonhee Han, Andrew Gelman, Aki Vehtari
Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The E…
stat.CO2025
Adaptive sequential Monte Carlo for structured cross validation in Bayesian hierarchical models
Geonhee Han, Andrew Gelman
Importance sampling (IS) is commonly used for cross validation (CV) in Bayesian models, because it only involves reweighting existing posterior draws without needing to re-estimate…