For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches when the …
Two-sample p-values test for statistical significance. Yet p-values cannot determine if a result has a negligible (near-zero) effect size, nor compare evidence for negligibility among independent studies. We propose the most difference in means …
This paper introduces the particle swarm algorithm, a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive distributions by averaging expectation approximations from many particle …