4 citations · 5 across the 2 of their papers we have counts for
3 papers
stat.ME2017★ 1 cited
A Nonparametric Bayesian Approach to Copula Estimation
Shaoyang Ning, Neil Shephard
We propose a novel Dirichlet-based Pólya tree (D-P tree) prior on the copula and based on the D-P tree prior, a nonparametric Bayesian inference procedure. Through theoretical anal…
stat.ME2016
Nonparametric hierarchical Bayesian quantiles
Luke Bornn, Neil Shephard, Reza Solgi
Here we develop a method for performing nonparametric Bayesian inference on quantiles. Relying on geometric measure theory and employing a Hausdorff base measure, we are able to sp…
stat.CO2015★ 4 cited
Locally weighted Markov chain Monte Carlo
Espen Bernton, Shihao Yang, Yang Chen +2
We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. Thes…