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stat.CO2022
A Point Mass Proposal Method for Bayesian State-Space Model Fitting
Mary Llewellyn, Ruth King, Víctor Elvira +1
State-space models (SSMs) are commonly used to model time series data where the observations depend on an unobserved latent process. However, inference on the model parameters of a…
stat.AP2022★ 1 cited
Estimating Product Cannibalisation in Wholesale using Multivariate Hawkes Processes with Inhibition
Isabella Deutsch, Gordon J. Ross
Product cannibalisation in the marketplace refers to the decrease in the sales of one product due to competition from another product. We examine this phenomenon in a wholesale dat…