| Publication | Date of Publication | Type |
|---|
| Bayesian prediction of jumps in large panels of time series data | 2024-02-27 | Paper |
| Doubly-online changepoint detection for monitoring health status during sports activities | 2024-01-16 | Paper |
| Interview with Professor Adrian FM Smith | 2023-12-12 | Paper |
| Scalable inference for a full multivariate stochastic volatility model | 2023-02-01 | Paper |
| Variance reduction for Metropolis-Hastings samplers | 2022-12-09 | Paper |
| Large scale multi-label learning using Gaussian processes | 2021-11-24 | Paper |
| An MCMC model search algorithm for regression problems | 2020-03-06 | Paper |
| Sovereign risk zones in Europe during and after the debt crisis | 2019-09-26 | Paper |
| Efficient sequential Monte Carlo algorithms for integrated population models | 2019-06-04 | Paper |
| Importance sampling from posterior distributions using copula-like approximations | 2019-04-30 | Paper |
| Control Variates for Estimation Based on Reversible Markov Chain Monte Carlo Samplers | 2019-04-30 | Paper |
| Bayesian Hierarchical Mixture Models | 2017-01-19 | Paper |
| Bayesian model selection for partially observed diffusion models | 2016-06-27 | Paper |
| Joint specification of model space and parameter space prior distributions | 2016-02-16 | Paper |
| Volatility prediction based on scheduled macroeconomic announcements | 2015-06-22 | Paper |
| Forecasting with non-homogeneous hidden Markov models | 2013-01-16 | Paper |
| Forecasting with non-homogeneous hidden Markov models | 2012-12-31 | Paper |
| Cholesky-GARCH models with applications to finance | 2012-12-07 | Paper |
| On Bayesian model and variable selection using MCMC | 2012-09-23 | Paper |
| Conditional symmetry models for three-way contingency tables | 2012-07-06 | Paper |
| Contagion determination via copula and volatility threshold models | 2012-06-26 | Paper |
| Likelihood-based inference for correlated diffusions | 2011-07-27 | Paper |
| A novel reversible jump algorithm for generalized linear models | 2011-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580283 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580398 | 2010-08-12 | Paper |
| Control Variates for Reversible MCMC Samplers | 2010-08-07 | Paper |
| Inference for stochastic volatility models using time change transformations | 2010-03-24 | Paper |
| Notes on Using Control Variates for Estimation with Reversible MCMC Samplers | 2009-07-24 | Paper |
| Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models | 2009-06-12 | Paper |
| Bayesian clustering for row effects models | 2008-05-08 | Paper |
| Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models | 2008-01-09 | Paper |
| Flexible Threshold Models for Modelling Interest Rate Volatility | 2007-06-20 | Paper |
| Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model | 2007-05-07 | Paper |
| Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution | 2007-03-20 | Paper |
| Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty | 2006-01-05 | Paper |
| Model Determination for Categorical Data With Factor Level Merging | 2005-09-01 | Paper |
| Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes | 2005-04-11 | Paper |
| A Simulation Approach to Nonparametric Empirical Bayes Analysis | 2005-01-03 | Paper |
| Bayesian analysis of extreme values by mixture modelling | 2004-11-24 | Paper |
| Quantification of automobile insurance liability: A Bayesian failure time approach. | 2004-05-27 | Paper |
| A full-factor multivariate GARCH model | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450530 | 2004-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4427563 | 2003-09-22 | Paper |
| Bayesian variable and link determination for generalised linear models | 2003-04-09 | Paper |
| Bayesian Analysis of Mortality Data | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945648 | 2001-11-21 | Paper |
| Stochastic search variable selection for log-linear models | 2001-09-17 | Paper |
| An application of three bivariate time-varying volatility models | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945622 | 2001-03-11 | Paper |
| Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models | 2000-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945618 | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945623 | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945619 | 2000-03-23 | Paper |
| Bayesian Classification of Neolithic Tools | 1999-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357017 | 1998-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357019 | 1997-10-05 | Paper |
| Bayesian Analysis of Errors-in-Variables Regression Models | 1997-08-03 | Paper |
| Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling | 1995-08-17 | Paper |
