1 citations · 4 across the 11 of their papers we have counts for
11 papers
kDGLM: a R package for Bayesian analysis of Generalized Dynamic Linear Models
Silvaneo V. dos Santos, Mariane Branco Alves, Helio S. Migon
This paper introduces kDGLM, an R package designed for Bayesian analysis of Generalized Dynamic Linear Models (GDLM), with a primary focus on both uni- and multivariate exponential…
Variational Inference for Bayesian Bridge Regression
Carlos Tadeu Pagani Zanini, Helio dos Santos Migon, Ronaldo Dias
We study the implementation of Automatic Differentiation Variational inference (ADVI) for Bayesian inference on regression models with bridge penalization. The bridge approach uses…
Unsupervised Bayesian classification for models with scalar and functional covariates
Nancy L. Garcia, Mariana Rodrigues-Motta, Helio S. Migon +5
We consider unsupervised classification by means of a latent multinomial variable which categorizes a scalar response into one of L components of a mixture model. This process can…
An Efficient Sequential Approach for k-Parametric Dynamic Generalised Linear Models
Mariane Branco Alves, Helio S. Migon, Silvaneo V. Santos +1
A novel sequential inferential method for Bayesian dynamic generalised linear models is presented, addressing both univariate and multivariate -parametric exponential families.…
Bayesian estimation of dynamic weights in Gaussian mixture models
Michel H. Montoril, Leandro T. Correia, Helio S. Migon
This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully…
Variational Full Bayes Lasso: Knots Selection in Regression Splines
Larissa Alves, Ronaldo Dias, Helio S. Migon
We develop a fully automatic Bayesian Lasso via variational inference. This is a scalable procedure for approximating the posterior distribution. Special attention is driven to the…
The effects of degrees of freedom estimation in the Asymmetric GARCH model with Student-t Innovations
T. C. O. Fonseca, V. S. Cerqueira, H. S. Migon +1
This work investigates the effects of using the independent Jeffreys prior for the degrees of freedom parameter of a Student-t model in the asymmetric generalised autoregressive co…
Reference Bayesian analysis for hierarchical models
Thaís C. O. Fonseca, Helio S. Migon, Heudson Mirandola
This paper proposes an alternative approach for constructing invariant Jeffreys prior distributions tailored for hierarchical or multilevel models. In particular, our proposal is b…
Dynamic quantile linear models: a Bayesian approach
Kelly C. M. Gonçalves, Helio S. Migon, Leonardo S. Bastos
A new class of models, named dynamic quantile linear models, is presented. It combines dynamic linear models with distribution free quantile regression producing a robust statistic…
Extended Dynamic Generalized Linear Models: the two-parameter exponential family
Mariana Albi de Oliveira Souza, Helio dos Santos Migon
We develop a Bayesian framework for estimation and prediction of dynamic models for observations from the two-parameter exponential family. Different link functions are introduced…
A Hierarchical Dynamic Beta Regression Model of School Performance in the Brazilian Mathematical Olympiads for Public Schools
Alexandra M. Schmidt, Caroline P. de Moraes, Helio S. Migon
The Brazilian Mathematical Olympiads for Public Schools (OBMEP) is held every year since 2005. In the 2013 edition there were over 47,000 schools registered involving nearly 19.2 m…