A Bayesian nonparametric approach to modeling a nonlinear dynamic model is presented. New techniques for sampling infinite mixture models are used. The inference procedure specifically in the case of the logistic model and when the nonparametric component is applied to the additive errors is...

A new simulation method, "auxiliary random functions" is introduced. When used within a Gibbs sampler, this method enables a unified treatment of exact, right-censored, left-censored, left-truncated and interval censored data, with and without covariates in survival models. The models and...

This paper examines the interface between Henry Kissinger's operational code and his bargaining behavior during the Vietnam conflict. Kissinger's position at the pinnacle of the American foreign affairs hierarchy, amidst the existence of competing policy recommendations, may be regarded as...

This paper develops a new family of Bayesian semi-parametric models. A particular member of this family is used to model option prices with the aim of improving out-of-sample predictions. A detailed empirical analysis is made for European index call and put options to illustrate the ideas.

This paper considers generating exchangeable partition probability functions from an independent and identically distributed sample from a geometric distribution. We show that the model is rich and while different from exchangeable random variables based on nonparametric models, such as the...