18 citations · 28 across the 4 of their papers we have counts for
4 papers
Latent nested nonparametric priors
Federico Camerlenghi, David B. Dunson, Antonio Lijoi +2
Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and predi…
Modelling and prediction of financial trading networks: An application to the NYMEX natural gas futures market
Brenda Betancourt, Abel Rodríguez, Naomi Boyd
Over the last few years there has been a growing interest in using financial trading networks to understand the microstructure of financial markets. Most of the methodologies devel…
Investigating Competition in Financial Markets: A Sparse Autologistic Model for Dynamic Network Data
Brenda Betancourt, Abel Rodríguez, Naomi Boyd
We develop a sparse autologistic model for investigating the impact of diversification and disintermediation strategies in the evolution of financial trading networks. In order to…
Bayesian Fused Lasso regression for dynamic binary networks
Brenda Betancourt, Abel Rodríguez, Naomi Boyd
We propose a multinomial logistic regression model for link prediction in a time series of directed binary networks. To account for the dynamic nature of the data we employ a dynam…