3 citations · 4 across the 4 of their papers we have counts for
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stat.ME2020
Robust Sparse Bayesian Infinite Factor Models
Jaejoon Lee, Jaeyong Lee
Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed…
stat.ME2017★ 1 cited
Multilevel Monte Carlo in Approximate Bayesian Computation
Ajay Jasra, Seongil Jo, David Nott +2
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte…