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05/24/2023
Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood
The Bayesian Synthetic Likelihood (BSL) method is a widely-used tool for...
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06/28/2021
Flexible Variational Bayes based on a Copula of a Mixture of Normals
Variational Bayes methods approximate the posterior density by a family ...
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10/13/2020
Variational Approximation of Factor Stochastic Volatility Models
Estimation and prediction in high dimensional multivariate factor stocha...
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05/25/2018
Bayesian Deep Net GLM and GLMM
Deep feedforward neural networks (DFNNs) are a powerful tool for functio...
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04/18/2018