5 citations · 8 across the 11 of their papers we have counts for
5 papers · 1 filter
Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice
Weiben Zhang, Ruben Loaiza-Maya, Michael Stanley Smith +1
Heterogeneity in multinomial choice data is often accounted for using logit models with random coefficients. Such models are called "mixed", but they can be difficult to estimate f…
Bayesian probabilistic projections of proportions with limited data: An application to subnational contraceptive method supply shares
Hannah Comiskey, Niamh Cahill, Leontine Alkema +2
Engaging the private sector in contraceptive method supply is critical for creating equitable, sustainable, and accessible healthcare systems. To achieve this, it is essential to u…
A Tractable Unified Skew-t Distribution and Its Copula for Heterogeneous Asymmetries
Lin Deng, Michael Stanley Smith, Worapree Maneesoonthorn
Multivariate distributions that allow for asymmetry and heavy tails are important building blocks in many econometric and statistical models. The Unified Skew-t (UST) is a promisin…
Approximate Bayesian Forecasting
David T. Frazier, Worapree Maneesoonthorn, Gael M. Martin +1
Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably…
Inversion Copulas from Nonlinear State Space Models
Michael Stanley Smith, Worapree Maneesoonthorn
We propose to construct copulas from the inversion of nonlinear state space models. These allow for new time series models that have the same serial dependence structure of a state…