Dynamic matrix-variate graphical models
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- Structural learning of contemporaneous dependencies in graphical VAR models
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Variable prioritization in nonlinear black box methods: a genetic association case study
- Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Dynamic financial index models: modeling conditional dependencies via graphs
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- Dynamic logistic regression and dynamic model averaging for binary classification
- Bayesian state space models for dynamic genetic network construction across multiple tissues
- Multivariate DLMs for forecasting financial time series, with application to the management of portfolios
- Testing the mean matrix in high-dimensional transposable data
- Reference Priors for Matrix-Variate Dynamic Linear Models
- Bayesian analysis of matrix normal graphical models
- Recovering networks from distance data
- Bayesian dynamic financial networks with time-varying predictors
- Dynamic dependence networks: financial time series forecasting and portfolio decisions
- Bayesian nonparametric estimation of Milky Way parameters using matrix-variate data, in a new Gaussian process based method
- Real-time covariance estimation for the local level model
- Cascade model with Dirichlet process for analyzing multiple dyadic matrices
- Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices
- Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series
- Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture
- Multivariate dynamic regression: modeling and forecasting for intraday electricity load
- Portfolio selection for individual passive investing
- Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure
- Bayesian Forecasting of Many Count-Valued Time Series
- Filtering via approximate Bayesian computation
- Ensemble Kalman filter with precision localization
- Separable covariance models for health care quality measures across years and topics
- Dynamic inference in probabilistic graphical models
- Comment on article by Windle and Carvalho
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