The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
Bayesian nonparametric mixture models represent a powerful statistical framework that extends traditional mixture modelling by allowing the number of mixture components to be inferred from the data ...
We analyze a dataset arising from a clinical trial involving multi-stage chemotherapy regimes for acute leukemia. The trial design was a 2 × 2 factorial for frontline therapies only. Motivated by the ...
In studying structural inter-connections in the human brain, it is common to first estimate fiber bundles connecting different regions relying on diffusion MRI. These fiber bundles act as highways for ...