176 citations · 176 across the 2 of their papers we have counts for
4 papers
How many data clusters are in the Galaxy data set? Bayesian cluster analysis in action
Bettina Grün, Gertraud Malsiner-Walli, Sylvia Frühwirth-Schnatter
In model-based clustering, the Galaxy data set is often used as a benchmark data set to study the performance of different modeling approaches. Aitkin (2001) compares maximum likel…
Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models
Annalisa Cadonna, Sylvia Frühwirth-Schnatter, Peter Knaus
Time-varying parameter (TVP) models are very flexible in capturing gradual changes in the effect of a predictor on the outcome variable. However, in particular when the number of p…
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP
Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna +1
Time-varying parameter (TVP) models are widely used in time series analysis to flexibly deal with processes which gradually change over time. However, the risk of overfitting in TV…
Model-based clustering based on sparse finite Gaussian mixtures
Gertraud Malsiner-Walli, Sylvia Frühwirth-Schnatter, Bettina Grün
In the framework of Bayesian model-based clustering based on a finite mixture of Gaussian distributions, we present a joint approach to estimate the number of mixture components an…