A Bayesian nonparametric analysis for zero-inflated multivariate count data with application to microbiome study. [PDF]
J R Stat Soc Ser C Appl Stat, 2021 Shuler K, Verbanic S, Chen IA, Lee J.
europepmc +1 more source
Mixing It Up: Inflation at Risk
Journal of Money, Credit and Banking, EarlyView.Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source
A fast and robust Bayesian nonparametric method for prediction of complex traits using summary statistics. [PDF]
PLoS Genet, 2021 Zhou G, Zhao H.
europepmc +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT This article summarizes the evolution of portfolio theory from mean–variance optimization to AI‐augmented investment systems. Rather than treating portfolio models as isolated techniques, it organizes the literature as a sequence of responses to different forms of uncertainty: variance, systematic risk, expected‐return estimation error ...
Xuan Feng, Sofia Yang
wiley +1 more source
Bayesian nonparametric mixtures of categorical directed graphs for personalized causal inference. [PDF]
BiostatisticsCastelletti F, Ferrini L.
europepmc +1 more source
A BAYESIAN NONPARAMETRIC MODEL FOR INFERRING SUBCLONAL POPULATIONS FROM STRUCTURED DNA SEQUENCING DATA. [PDF]
Ann Appl Stat, 2021 He S, Schein A, Sarsani V, Flaherty P.
europepmc +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT This survey interprets the evolution of quantitative equity investing as a history of changing constraints rather than a succession of increasingly complicated forecasting models. Portfolio theory made diversification calculable; characteristic‐based investing converted value, momentum, profitability, and low‐risk effects into scalable ...
Xuan Feng, Julio P. Cardozo, Dehua Xia
wiley +1 more source
Bayesian Nonparametric Sensitivity Analysis of Multiple Test Procedures Under Dependence. [PDF]
Biom JKarabatsos G.
europepmc +1 more source
Borrowing Size and Functions From Nearby Cities: The Mediating Role of Inter‐Municipal Cooperation
Journal of Regional Science, EarlyView.ABSTRACT This paper first analyzes whether the efficiency of smaller municipalities is associated with the agglomeration advantages of their larger neighbors through “borrowed size” and “borrowed functions” mechanisms. Second, it explores the role of inter‐municipal cooperation (IMC) in these mechanisms.
Juan Piedra‐Peña +2 more
wiley +1 more source
Bayesian Nonparametric Dimensionality Reduction of Categorical Data for Predicting Severity of COVID-19 in Pregnant Women. [PDF]
Proc Eur Signal Process Conf EUSIPCO, 2021 Ajirak M +6 more
europepmc +1 more source