Browse Items (14 total)

Consider a Bayesian inference problem where a variable of interest does not take
values in a Euclidean space. These “non-standard” data structures are in reality fairly
common. They are frequently used in problems involving latent discrete factor…

Mediation analysis is one of the most widely used statistical techniques in the social,
behavioral, and medical sciences. Mediation models allow to study how an independent
variable affects a dependent variable indirectly through one or more…

High frequency data typically exhibit asynchronous trading and microstructure noise,
which can bias the covariances estimated by standard estimators. While a number of
specialized estimators have been proposed, they have had limited availability in…

The popularity of Bayesian statistical methods has increased dramatically in recent
years across many research areas and industrial applications. This is the result of a variety
of methodological advances with faster and cheaper hardware as well as…