| Publication | Date of Publication | Type |
|---|
Dynamic Mixture of Experts Models for Online Prediction Technometrics | 2024-10-31 | Paper |
Spatial 3D Matérn priors for fast whole-brain fMRI analysis Bayesian Analysis | 2024-02-21 | Paper |
Spatial 3D Matérn priors for fast whole-brain fMRI analysis Bayesian Analysis | 2024-02-21 | Paper |
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Speeding up MCMC by Delayed Acceptance and Data Subsampling Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Efficient Covariance Approximations for Large Sparse Precision Matrices Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression Computational Statistics | 2020-05-28 | Paper |
| When are Bayesian model probabilities overconfident? | 2020-03-09 | Paper |
| Hamiltonian Monte Carlo with energy conserving subsampling | 2020-02-07 | Paper |
Hamiltonian Monte Carlo with energy conserving subsampling (available as arXiv preprint) | 2020-02-07 | Paper |
Speeding Up MCMC by Efficient Data Subsampling Journal of the American Statistical Association | 2019-08-27 | Paper |
Subsampling MCMC -- an introduction for the survey statistician Sankhyā. Series A | 2019-08-07 | Paper |
Tree ensembles with rule structured horseshoe regularization The Annals of Applied Statistics | 2019-02-25 | Paper |
Tree ensembles with rule structured horseshoe regularization The Annals of Applied Statistics | 2019-02-25 | Paper |
Generalized smooth finite mixtures Journal of Econometrics | 2017-05-12 | Paper |
Regression density estimation using smooth adaptive Gaussian mixtures Journal of Econometrics | 2016-07-25 | Paper |
Bayesian point estimation of the cointegration space Journal of Econometrics | 2016-05-02 | Paper |
Efficient Bayesian multivariate surface regression Scandinavian Journal of Statistics | 2013-12-19 | Paper |
Bayesian Inference in Structural Second-Price Common Value Auctions Journal of Business and Economic Statistics | 2011-08-24 | Paper |
Evaluating an estimated New Keynesian small open economy model Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA Macroeconomic Dynamics | 2009-10-28 | Paper |
Forecasting Performance of an Open Economy DSGE Model Econometric Reviews | 2007-06-20 | Paper |
Bayesian Analysis of DSGE Models—Some Comments Econometric Reviews | 2007-06-20 | Paper |
A Bayesian Approach to Modelling Graphical Vector Autoregressions Journal of Time Series Analysis | 2007-05-29 | Paper |
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis Communications in Statistics: Theory and Methods | 2006-08-21 | Paper |
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION Econometric Theory | 2005-06-07 | Paper |
Bayesian assessment of dimensionality in reduced rank regression Statistica Neerlandica | 2005-04-23 | Paper |
Continuous genetic networks Parallel Computing | 2001-08-20 | Paper |
Fractional Bayesian lag length inference in multivariate autoregressive processes Journal of Time Series Analysis | 2001-07-11 | Paper |