We consider mixtures of parametric densities on the positive reals with a normalized generalized gamma process (Brix, 1999) as mixing measure. This class of mixtures encompasses t...
Raffaele Argiento, Alessandra Guglielmi, Antonio P...
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...
The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and Ksquare distribution...
This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factor...
In the minimum sum edge coloring problem, we aim to assign natural numbers to edges of a graph, so that adjacent edges receive different numbers, and the sum of the numbers assign...
Jean Cardinal, Vlady Ravelomanana, Mario Valencia-...