Bayesian estimation methods form a dynamic branch of statistical inference, utilising Bayes’ theorem to update probabilities in light of new evidence. This framework combines prior knowledge with ...
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First, rates are derived for ...
Log-normal linear regression models are popular in many fields of research. Bayesian estimation of the conditional mean of the dependent variable is problematic as many choices of the prior for the ...
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