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 ...

In the Big Data era, many scientific and engineering domains are producing massive data streams, with petabyte and exabyte scales becoming increasingly common. Besides the explosive growth in volume, ...

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 ...