3 papers
stat.CO2023
Perfect simulation from unbiased simulation
George M. Leigh, Wen-Hsi Yang, Montana E. Wickens +1
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in adva…
stat.AP2023
Capturing episodic impacts of environmental signals
Manuela Mendiolar, Jerzy A. Filar, Wen-Hsi Yang +2
Environmental scientists frequently rely on time series of explanatory variables to explain their impact on an important response variable. However, sometimes, researchers are less…
stat.ME2014
Bayesian Lattice Filters for Time-Varying Autoregression and Time-Frequency Analysis
Wen-Hsi Yang, Scott H. Holan, Christopher K. Wikle
Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexib…