3 citations · 3 across the 2 of their papers we have counts for
3 papers
stat.ME2021
Bayesian inference with tmbstan for a state-space model with VAR(1) state equation
Yihan Cao, Jarle Tufto
When using R package tmbstan for Bayesian inference, the built-in feature Laplace approximation to the marginal likelihood with random effects integrated out can be switched on and…
math.ST2018
Statistics with improper posteriors
Gunnar Taraldsen, Jarle Tufto, Bo H. Lindqvist
In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated…
math.ST2017★ 3 cited
Improper posteriors are not improper
Gunnar Taraldsen, Jarle Tufto, Bo H. Lindqvist
In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional expectation. In 1955 Renyi fomulated a new axiomatic theory for probability motivated…