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09/29/2020
The Illusion of the Illusion of Sparsity: An exercise in prior sensitivity
The emergence of Big Data raises the question of how to model economic r...
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09/29/2020
Dynamic sparsity on dynamic regression models
In the present work, we consider variable selection and shrinkage for th...
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06/21/2020
Decoupling Shrinkage and Selection in Gaussian Linear Factor Analysis
Factor Analysis is a popular method for modeling dependence in multivari...
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07/06/2019
Learning a latent pattern of heterogeneity in the innovation rates of a time series of counts
We develop a Bayesian hierarchical semiparametric model for phenomena re...
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08/26/2018