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05/22/2023
Robust heavy-tailed versions of generalized linear models with applications in actuarial science
Generalized linear models (GLMs) form one of the most popular classes of...
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11/21/2022
Improving multiple-try Metropolis with local balancing
Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo meth...
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04/05/2022
Theoretical properties of Bayesian Student-t linear regression
Student-t linear regression is a commonly used alternative to the normal...
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10/18/2021
Robustness against conflicting prior information in regression
Including prior information about model parameters is a fundamental step...
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04/13/2021
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
High-dimensional limit theorems have been shown to be useful to derive t...
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03/11/2020
Lifted samplers for partially ordered discrete state-spaces
A technique called lifting is employed in practice for avoiding that the...
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11/05/2019
A step further towards automatic and efficient reversible jump algorithms
Incorporating information about the target distribution in proposal mech...
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11/04/2019
Non-reversible jump algorithms for Bayesian nested model selection
Non-reversible Markov chain Monte Carlo methods often outperform their r...
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11/16/2017