Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 180, No. 4 (OCTOBER 2017), pp. 1191-1209 (19 pages) Area level models, such as the Fay–Herriot model, aim to improve ...

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 ...

The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together ...

Before the outbreak of coronavirus, the seasonal flu was one of the most dangerous infectious diseases, but a lot of people have trouble telling the difference between a flu and a cold by their ...

Inc. ("a.s.ist") leverages research expertise cultivated at The University of Tokyo to drive digital transformation (DX) in manufacturing through white-box AI.

The empirical Bayes estimation is based on Bayes statistics. It integrates a correlation method with statistical estimations to integrate prior knowledge or beliefs about the parameters of the dataset ...