3 papers
stat.ME2020
Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
Flavio B. Gonçalves, Livia M. Dutra, Roger W. C. Silva
Statistical modeling of point patterns is an important and common problem in several areas. The Poisson process is the most common process used for this purpose, in particular, its…
stat.ME2017
Bayesian linear regression models with flexible error distributions
Nívea B. da Silva, Marcos O. Prates, Flávio B. Gonçalves
This work introduces a novel methodology based on finite mixtures of Student-t distributions to model the errors' distribution in linear regression models. The novelty lies on a pa…
stat.CO2017
Barker's algorithm for Bayesian inference with intractable likelihoods
Flavio B. Gonçalves, Krzysztof Łatuszyński, Gareth O. Roberts
In this expository paper we abstract and describe a simple MCMC scheme for sampling from intractable target densities. The approach has been introduced in Gonçalves et al. (2017a)…