The factor model is an important construct for both portfolio managers and researchers in modern finance. For practitioners, factor model coefficients are used to guide the construction of optimal ...

BhGLM is a freely available R package that implements Bayesian hierarchical modeling for high-dimensional clinical and genomic data. It consists of functions for setting up various Bayesian ...

We present a Bayesian hierarchical model for detecting differentially expressing genes that includes simultaneous estimation of array effects, and show how to use the output for choosing lists of ...