6 citations · 24 across the 17 of their papers we have counts for
22 papers
Bayesian model selection of vine copulas: a loss-based perspective
Rosario Barone, Luciana Dalla Valle, Fabrizio Leisen +1
The growing popularity of vine copulas in multivariate statistical analysis is largely driven by their ability to capture complex dependence structures. However, this flexibility c…
The General Formulation of Loss-Based Priors for Parameter Spaces
Cristiano Villa
Loss-based priors assign probability mass to parameter values according to the inferential loss incurred when they are excluded from the parameter space, and provide a general solu…
Loss-based prior for CART and BART models
F. Serafini, F. Leisen, C. Villa +1
We present a novel prior for tree topology within Bayesian Additive Regression Trees (BART) models. This approach quantifies the hypothetical loss in information and the loss due t…
A multidimensional objective prior distribution from a scoring rule
Isadora Antoniano-Villalobos, Cristiano Villa, Stephen G. Walker
The construction of objective priors is, at best, challenging for multidimensional parameter spaces. A common practice is to assume independence and set up the joint prior as the p…
Optimal Prior Pooling from Expert Opinions
A. Kume, C. Villa, S. G. Walker
The pooling of prior opinions is an important area of research and has been for a number of decades. The idea is to obtain a single belief probability distribution from a set of ex…
An Objective Prior from a Scoring Rule
Stephen G. Walker, Cristiano Villa
In this paper we introduce a novel objective prior distribution levering on the connections between information, divergence and scoring rules. In particular, we do so from the star…