2 papers
stat.ME2025
Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
Henrique Bolfarine, Hedibert F. Lopes, Carlos M. Carvalho
The usefulness of Bayesian models for density and cluster estimation is well established across multiple literatures. However, there is still a known tension between the use of sim…
stat.ME2025
Minnesota BART
Pedro A. Lima, Carlos M. Carvalho, Hedibert F. Lopes +1
Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent resear…