2 code implementations • 9 Jul 2020 • Isaac Lavine, Andrew Cron, Mike West
Bayesian computation for filtering and forecasting analysis is developed for a broad class of dynamic models.
Methodology Computation
1 code implementation • 7 Oct 2019 • Arkaprava Roy, Isaac Lavine, Amy H. Herring, David B. Dunson
As an alternative, we propose a class of Perturbed Factor Analysis (PFA) models that assume a common factor structure across studies after perturbing the data via multiplication by a study-specific matrix.
Methodology
1 code implementation • 15 Jun 2019 • Isaac Lavine, Michael Lindon, Mike West
The adaptivity allows for changes in the sets of favored models over time, and is guided by the specific forecasting goals.
Methodology Applications Computation
