The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and Ksquare distribution...
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 Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
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...
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...
Abstract: Fusion of information from graph features and content can provide superior inference for an anomaly detection task, compared to the corresponding content-only or graph fe...
John Grothendieck, Carey E. Priebe, Allen L. Gorin