Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing. Dramatic advances in modelling concepts and computational technologies now enable routine application of Bayesian analysis using increasingly...

We develop and analyze models of the spatio-temporal organization of lymphocytes in the lymph nodes and spleen. The spatial dynamics of these immune system white blood cells are influenced by biochemical fields and represent key components of the overall immune response to vaccines and...

Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing. Dramatic advances in modelling concepts and computational technologies now enable routine application of Bayesian analysis using increasingly...

We extend the recently introduced latent threshold dynamic models to include dependencies among the dynamic latent factors which underlie multivariate volatility. With an ability to induce time-varying sparsity in factor loadings, these models now also allow time-varying correlations among...

We discuss a new class of spatially varying, simultaneous autoregressive (SVSAR) models motivated by interests in flexible, non-stationary spatial modelling scalable to higher dimensions. SVSAR models are hierarchical Markov random fields extending traditional SAR models. We develop Bayesian...

We discuss dynamic factor modeling of financial time series using a latent threshold approach to factor volatility. This approach models time-varying patterns of occurrence of zero elements in factor loadings matrices, providing adaptation to changing relationships over time and dynamic model...

We discuss a general approach to dynamic sparsity modeling in multivariate time series analysis. Time-varying parameters are linked to latent processes that are thresholded to induce zero values adaptively, providing natural mechanisms for dynamic variable inclusion/selection. We discuss...

We present Bayesian analyses of matrix-variate normal data with conditional independencies induced by graphical model structuring of the characterizing covariance matrix parameters. This framework of matrix normal graphical models includes prior specifications, posterior computation using Markov...