Bayesian networks, also known as Bayes nets, belief networks, or decision networks, are a powerful tool for understanding and reasoning about complex systems under uncertainty. They are essentially ...

Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 76, No. 1 (February 2014), pp. 25-47 (23 pages) We consider the problem of estimating the sum of squared means when the data (x₁ ,. . ...

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...

In this article, the Dirichlet process prior is used to provide a nonparametric Bayesian estimate of a vector of normal means. In the past there have been computational difficulties with this model.