| Publication | Date of Publication | Type |
|---|
| From Least Squares to Signal Processing and Particle Filtering | 2024-10-22 | Paper |
| Merging two cultures: deep and statistical learning | 2024-09-12 | Paper |
| Deep learning: computational aspects | 2024-09-10 | Paper |
| Bayesian regularization: from Tikhonov to horseshoe | 2024-09-09 | Paper |
| Deep partial least squares for instrumental variable regression | 2024-07-30 | Paper |
| Bayesian \(l_0\)-regularized least squares | 2024-07-18 | Paper |
| Deep learning for spatio-temporal modeling: dynamic traffic flows and high frequency trading | 2024-07-18 | Paper |
| Bayesian estimation of nonlinear equilibrium models with random coefficients | 2024-07-18 | Paper |
| Analyzing risky choices: Q-learning for deal-no-deal | 2024-07-10 | Paper |
| Data augmentation for Bayesian deep learning | 2024-02-27 | Paper |
| Horseshoe Regularisation for Machine Learning in Complex and Deep Models1 | 2023-12-12 | Paper |
| Weighted Bayesian bootstrap for scalable posterior distributions | 2023-11-02 | Paper |
| The Bayesian Bridge | 2022-07-11 | Paper |
| Particle Learning for Fat-Tailed Distributions | 2022-06-07 | Paper |
| Bayesian Instrumental Variables: Priors and Likelihoods | 2022-05-31 | Paper |
| The horseshoe-like regularization for feature subset selection | 2021-07-14 | Paper |
| A family of multivariate non‐gaussian time series models | 2020-11-20 | Paper |
| Global-local mixtures: a unifying framework | 2020-10-26 | Paper |
| Lasso meets horseshoe: a survey | 2020-02-03 | Paper |
| Bayesian hypothesis testing: redux | 2019-10-22 | Paper |
| Default Bayesian analysis with global-local shrinkage priors | 2019-06-24 | Paper |
| Mixtures, Envelopes and Hierarchical Duality | 2019-06-12 | Paper |
| Prediction risk for the horseshoe regression | 2019-06-07 | Paper |
| Local Shrinkage Rules, Lévy Processes and Regularized Regression | 2019-05-09 | Paper |
| Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty | 2019-05-02 | Paper |
| Retraction: On Hilbert's 8th problem | 2019-02-28 | Paper |
| Why indexing works | 2019-02-08 | Paper |
| Deep learning for finance: deep portfolios | 2019-02-08 | Paper |
| Rejoinder to ‘Deep learning for finance: deep portfolios’ | 2019-02-08 | Paper |
| Statistical sparsity | 2018-12-18 | Paper |
| Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse | 2018-10-24 | Paper |
| Proximal algorithms in statistics and machine learning | 2018-10-02 | Paper |
| Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns | 2018-09-14 | Paper |
| Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer | 2018-09-14 | Paper |
| Retracted: On Hilbert's 8th problem | 2018-08-31 | Paper |
| A deconvolution path for mixtures | 2018-06-12 | Paper |
| Riemann, Thorin, van Dantzig Pairs, Wald Couples and Hadamard Factorisation | 2018-04-18 | Paper |
| The horseshoe+ estimator of ultra-sparse signals | 2018-02-23 | Paper |
| Deep learning: a Bayesian perspective | 2018-02-23 | Paper |
| MCMC maximum likelihood for latent state models | 2016-05-04 | Paper |
| Global-Local Mixtures | 2016-04-25 | Paper |
| Bayesian analysis of traffic flow on interstate I-55: the LWR model | 2016-03-29 | Paper |
| Particle learning for general mixtures | 2016-02-11 | Paper |
| Data augmentation for support vector machines | 2016-02-08 | Paper |
| Rejoinder: ``Data augmentation for support vector machines | 2016-02-08 | Paper |
| Simulation-based regularized logistic regression | 2016-02-05 | Paper |
| On the half-Cauchy prior for a global scale parameter | 2016-02-05 | Paper |
| Particle learning and smoothing | 2016-01-05 | Paper |
| Bayesian analysis of stochastic volatility models with fat-tails and correlated errors | 2015-12-29 | Paper |
| Dynamic Trees for Learning and Design | 2015-06-17 | Paper |
| Optimal portfolio choice and stochastic volatility | 2014-05-06 | Paper |
| Data augmentation for non-Gaussian regression models using variance-mean mixtures | 2014-04-22 | Paper |
| Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables | 2014-04-01 | Paper |
| A simulation-based approach to stochastic dynamic programming | 2013-12-03 | Paper |
| Discussion on `Adversarial risk analysis: Borel games' | 2013-12-03 | Paper |
| Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model | 2013-01-31 | Paper |
| Bayesian statistics with a smile: a resampling-sampling perspective | 2012-08-30 | Paper |
| Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors | 2012-04-20 | Paper |
| Predictive Macro-Finance With Dynamic Partition Models | 2011-10-28 | Paper |
| The horseshoe estimator for sparse signals | 2010-08-19 | Paper |
| Markov Chain Monte Carlo | 2009-11-27 | Paper |
| Particle Filtering | 2009-11-27 | Paper |
| Practical Filtering with Sequential Parameter Learning | 2008-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498091 | 2008-05-28 | Paper |
| Bayesian analysis of stochastic volatility models | 2006-03-09 | Paper |
| Nonlinear State-Space Models With State-Dependent Variances | 2004-06-10 | Paper |
| A Bayesian analysis of the multinomial probit model with fully identified parameters | 2001-04-09 | Paper |
| Diagnostic Measures for Model Criticism | 1997-06-12 | Paper |
| Bayes factors for discrete observations from diffusion processes | 1995-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298913 | 1994-06-29 | Paper |
| A utility based approach to information for stochastic differential equations | 1994-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272482 | 1993-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203577 | 1993-09-07 | Paper |
| Inference for nonconjugate Bayesian Models using the Gibbs sampler | 1992-07-21 | Paper |
| A representation of the posterior mean for a location model | 1992-06-26 | Paper |
