6 citations · 8 across the 4 of their papers we have counts for
4 papers
Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner's g Prior for Predictive Robustness
Christopher M. Hans, Mario Peruggia, Junyan Wang
The behavior of Bayesian model averaging (BMA) for the normal linear regression model in the presence of influential observations that contribute to model misfit is investigated. R…
Prediction Using a Bayesian Heteroscedastic Composite Gaussian Process
Casey B. Davis, Christopher M. Hans, Thomas J. Santner
This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{…
Comment on Article by Dawid and Musio
Christopher M. Hans, Mario Peruggia
Discussion of "Bayesian Model Selection Based on Proper Scoring Rules" by Dawid and Musio [arXiv:1409.5291].
Block Hyper-g Priors in Bayesian Regression
Agniva Som, Christopher M. Hans, Steven N. MacEachern
The development of prior distributions for Bayesian regression has traditionally been driven by the goal of achieving sensible model selection and parameter estimation. The formali…