Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 180, No. 4 (OCTOBER 2017), pp. 1191-1209 (19 pages) Area level models, such as the Fay–Herriot model, aim to improve ...

Bayesian predictive density estimation represents a cornerstone of modern statistical inference by integrating prior knowledge with observed data to produce a predictive distribution for future ...

The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...

We consider the Bayes estimator δ0 for a Gaussian signal process observed in the presence of additive Gaussian noise under contamination of the signal or noise by QN-laws, introduced by Gualtierotti ...

Researchers have proposed an efficient feature search approach for estimating the state of health of lithium-ion batteries, ...

I will present new excess risk bounds for randomized and deterministic estimators, discarding boundedness assumptions to handle general unbounded loss functions like log loss and squared loss under ...

This course is available on the MSc in Applied Social Data Science, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Health Data Science, MSc in Operations Research & ...