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 ...

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 ...

Bayesian analysis offers a robust framework for deciphering the intricate dynamics of time series data. By treating unknown parameters as random variables, this approach incorporates prior information ...