Mattias Villani

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Dynamic Mixture of Experts Models for Online Prediction
Technometrics
2024-10-31Paper
Spatial 3D Matérn priors for fast whole-brain fMRI analysis
Bayesian Analysis
2024-02-21Paper
Spatial 3D Matérn priors for fast whole-brain fMRI analysis
Bayesian Analysis
2024-02-21Paper
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
Journal of Computational and Graphical Statistics
2022-03-29Paper
Speeding up MCMC by Delayed Acceptance and Data Subsampling
Journal of Computational and Graphical Statistics
2022-03-28Paper
Efficient Covariance Approximations for Large Sparse Precision Matrices
Journal of Computational and Graphical Statistics
2022-03-28Paper
Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models
Journal of Computational and Graphical Statistics
2022-03-28Paper
DOLDA: a regularized supervised topic model for high-dimensional multi-class regression
Computational Statistics
2020-05-28Paper
When are Bayesian model probabilities overconfident?2020-03-09Paper
Hamiltonian Monte Carlo with energy conserving subsampling2020-02-07Paper
Hamiltonian Monte Carlo with energy conserving subsampling
(available as arXiv preprint)
2020-02-07Paper
Speeding Up MCMC by Efficient Data Subsampling
Journal of the American Statistical Association
2019-08-27Paper
Subsampling MCMC -- an introduction for the survey statistician
Sankhyā. Series A
2019-08-07Paper
Tree ensembles with rule structured horseshoe regularization
The Annals of Applied Statistics
2019-02-25Paper
Tree ensembles with rule structured horseshoe regularization
The Annals of Applied Statistics
2019-02-25Paper
Generalized smooth finite mixtures
Journal of Econometrics
2017-05-12Paper
Regression density estimation using smooth adaptive Gaussian mixtures
Journal of Econometrics
2016-07-25Paper
Bayesian point estimation of the cointegration space
Journal of Econometrics
2016-05-02Paper
Efficient Bayesian multivariate surface regression
Scandinavian Journal of Statistics
2013-12-19Paper
Bayesian Inference in Structural Second-Price Common Value Auctions
Journal of Business and Economic Statistics
2011-08-24Paper
Evaluating an estimated New Keynesian small open economy model
Journal of Economic Dynamics and Control
2010-01-19Paper
EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA
Macroeconomic Dynamics
2009-10-28Paper
Forecasting Performance of an Open Economy DSGE Model
Econometric Reviews
2007-06-20Paper
Bayesian Analysis of DSGE Models—Some Comments
Econometric Reviews
2007-06-20Paper
A Bayesian Approach to Modelling Graphical Vector Autoregressions
Journal of Time Series Analysis
2007-05-29Paper
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Communications in Statistics: Theory and Methods
2006-08-21Paper
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
Econometric Theory
2005-06-07Paper
Bayesian assessment of dimensionality in reduced rank regression
Statistica Neerlandica
2005-04-23Paper
Continuous genetic networks
Parallel Computing
2001-08-20Paper
Fractional Bayesian lag length inference in multivariate autoregressive processes
Journal of Time Series Analysis
2001-07-11Paper


Research outcomes over time


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