VOL. 9 · NO. 4 | December 2014
 
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Front Matter
Bayesian Anal. 9 (4), (December 2014)
No abstract available
Articles
Jesse Windle, Carlos M. Carvalho
Bayesian Anal. 9 (4), 759-792, (December 2014) DOI: 10.1214/14-BA888
KEYWORDS: backward sample, forward filter, realized covariance, stochastic volatility
Roberto Casarin
Bayesian Anal. 9 (4), 793-804, (December 2014) DOI: 10.1214/14-BA918
KEYWORDS: exponential smoothing, Positive-Valued Processes, state-space models, stochastic volatility
Catherine Scipione Forbes
Bayesian Anal. 9 (4), 805-808, (December 2014) DOI: 10.1214/14-BA920
No abstract available
Enrique ter Horst, German Molina
Bayesian Anal. 9 (4), 809-818, (December 2014) DOI: 10.1214/14-BA917
KEYWORDS: stochastic volatility, Financial application, EWMA, Covariance update
Jesse Windle, Carlos M. Carvalho
Bayesian Anal. 9 (4), 819-822, (December 2014) DOI: 10.1214/14-BA923
No abstract available
Asael Fabian Martínez, Ramsés H. Mena
Bayesian Anal. 9 (4), 823-858, (December 2014) DOI: 10.1214/14-BA878
KEYWORDS: Bayesian nonparametric, change point detection, Ornstein-Uhlenbeck process, Two-parameter Poisson-Dirichlet process
Eduard Belitser, Paulo Serra
Bayesian Anal. 9 (4), 859-882, (December 2014) DOI: 10.1214/14-BA879
KEYWORDS: adaptive prior, Bayesian non-parametric, optimal contraction rate, Spline, random knots
Henrik Nyman, Johan Pensar, Timo Koski, Jukka Corander
Bayesian Anal. 9 (4), 883-908, (December 2014) DOI: 10.1214/14-BA882
KEYWORDS: Graphical model, Context-Specific Interaction Model, Markov chain Monte Carlo, Bayesian Model Learning, Multivariate Discrete Distribution
David Shalloway
Bayesian Anal. 9 (4), 909-922, (December 2014) DOI: 10.1214/14-BA883
KEYWORDS: credible region, credible interval, highest posterior density, parameterization invariance, Kullback-Leibler, information gain, relative surprise region
Arkady Shemyakin
Bayesian Anal. 9 (4), 923-938, (December 2014) DOI: 10.1214/14-BA881
KEYWORDS: Non-informative prior, Jeffreys’ rule, reference prior, matching probability prior, Hellinger distance, Hellinger information
Isabelle Smith, André Ferrari
Bayesian Anal. 9 (4), 939-962, (December 2014) DOI: 10.1214/14-BA877
KEYWORDS: Hypothesis testing, PLR, p-value, likelihood ratio, frequentist and Bayesian reconciliation, Lindley’s paradox, Invariance
Linda S. L. Tan, David J. Nott
Bayesian Anal. 9 (4), 963-1004, (December 2014) DOI: 10.1214/14-BA885
KEYWORDS: variational Bayes, stochastic approximation, nonconjugate variational message passing, conflict diagnostics, hierarchical models, identify divergent units
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