Nicholas G. Polson

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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!

Publication	Date of Publication	Type
Quantile importance sampling Brazilian Journal of Probability and Statistics	2026-01-21	Paper
From Least Squares to Signal Processing and Particle Filtering Technometrics	2024-10-22	Paper
Merging two cultures: deep and statistical learning Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-12	Paper
Deep learning: computational aspects Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-10	Paper
Bayesian regularization: from Tikhonov to horseshoe Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-09	Paper
Deep partial least squares for instrumental variable regression Applied Stochastic Models in Business and Industry	2024-07-30	Paper
Bayesian \(l_0\)-regularized least squares Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Deep learning for spatio-temporal modeling: dynamic traffic flows and high frequency trading Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Bayesian estimation of nonlinear equilibrium models with random coefficients Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Analyzing risky choices: Q-learning for deal-no-deal Applied Stochastic Models in Business and Industry	2024-07-10	Paper
Data augmentation for Bayesian deep learning Bayesian Analysis	2024-02-27	Paper
Data augmentation for Bayesian deep learning Bayesian Analysis	2024-02-27	Paper
Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> International Statistical Review	2023-12-12	Paper
Weighted Bayesian bootstrap for scalable posterior distributions The Canadian Journal of Statistics	2023-11-02	Paper
The Bayesian Bridge Journal of the Royal Statistical Society Series B: Statistical Methodology	2022-07-11	Paper
Particle learning for fat-tailed distributions Econometric Reviews	2022-06-07	Paper
Bayesian Instrumental Variables: Priors and Likelihoods Econometric Reviews	2022-05-31	Paper
The horseshoe-like regularization for feature subset selection Sankhyā. Series B	2021-07-14	Paper
A family of multivariate non‐gaussian time series models Journal of Time Series Analysis	2020-11-20	Paper
Global-local mixtures: a unifying framework Sankhyā. Series A	2020-10-26	Paper
Lasso meets horseshoe: a survey Statistical Science	2020-02-03	Paper
Lasso meets horseshoe: a survey Statistical Science	2020-02-03	Paper
Bayesian hypothesis testing: redux Brazilian Journal of Probability and Statistics	2019-10-22	Paper
Bayesian hypothesis testing: redux Brazilian Journal of Probability and Statistics	2019-10-22	Paper
Default Bayesian analysis with global-local shrinkage priors Biometrika	2019-06-24	Paper
Mixtures, envelopes and hierarchical duality Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-06-12	Paper
Prediction risk for the horseshoe regression	2019-06-07	Paper
Prediction risk for the horseshoe regression (available as arXiv preprint)	2019-06-07	Paper
Local shrinkage rules, Lévy processes and regularized regression Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-05-09	Paper
Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty Naval Research Logistics	2019-05-02	Paper
Retraction: On Hilbert's 8th problem Brazilian Journal of Probability and Statistics	2019-02-28	Paper
Why indexing works Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Deep learning for finance: deep portfolios Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Rejoinder to ‘Deep learning for finance: deep portfolios’ Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Statistical sparsity Biometrika	2018-12-18	Paper
Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse Decision Analysis	2018-10-24	Paper
Proximal algorithms in statistics and machine learning Statistical Science	2018-10-02	Paper
Proximal algorithms in statistics and machine learning Statistical Science	2018-10-02	Paper
Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns Applied Stochastic Models in Business and Industry	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 Applied Stochastic Models in Business and Industry	2018-09-14	Paper
Retracted: On Hilbert's 8th problem Brazilian Journal of Probability and Statistics	2018-08-31	Paper
Retracted: On Hilbert's 8th problem Brazilian Journal of Probability and Statistics	2018-08-31	Paper
A deconvolution path for mixtures Electronic Journal of Statistics	2018-06-12	Paper
A deconvolution path for mixtures Electronic Journal of Statistics	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 Bayesian Analysis	2018-02-23	Paper
The horseshoe+ estimator of ultra-sparse signals Bayesian Analysis	2018-02-23	Paper
Deep learning: a Bayesian perspective Bayesian Analysis	2018-02-23	Paper
Deep learning: a Bayesian perspective Bayesian Analysis	2018-02-23	Paper
MCMC maximum likelihood for latent state models Journal of Econometrics	2016-05-04	Paper
Global-Local Mixtures	2016-04-25	Paper
Bayesian analysis of traffic flow on interstate I-55: the LWR model The Annals of Applied Statistics	2016-03-29	Paper
Bayesian analysis of traffic flow on interstate I-55: the LWR model The Annals of Applied Statistics	2016-03-29	Paper
Particle learning for general mixtures Bayesian Analysis	2016-02-11	Paper
Data augmentation for support vector machines Bayesian Analysis	2016-02-08	Paper
Rejoinder: ``Data augmentation for support vector machines'' Bayesian Analysis	2016-02-08	Paper
Simulation-based regularized logistic regression Bayesian Analysis	2016-02-05	Paper
Simulation-based regularized logistic regression Bayesian Analysis	2016-02-05	Paper
On the half-Cauchy prior for a global scale parameter Bayesian Analysis	2016-02-05	Paper
On the half-Cauchy prior for a global scale parameter Bayesian Analysis	2016-02-05	Paper
Particle learning and smoothing Statistical Science	2016-01-05	Paper
Particle learning and smoothing Statistical Science	2016-01-05	Paper
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors Journal of Econometrics	2015-12-29	Paper
Dynamic trees for learning and design Journal of the American Statistical Association	2015-06-17	Paper
Optimal portfolio choice and stochastic volatility Applied Stochastic Models in Business and Industry	2014-05-06	Paper
Data augmentation for non-Gaussian regression models using variance-mean mixtures Biometrika	2014-04-22	Paper
Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables Journal of the American Statistical Association	2014-04-01	Paper
A simulation-based approach to stochastic dynamic programming Applied Stochastic Models in Business and Industry	2013-12-03	Paper
Discussion on `Adversarial risk analysis: Borel games' Applied Stochastic Models in Business and Industry	2013-12-03	Paper
Tracking epidemics with google flu trends data and a state-space SEIR model Journal of the American Statistical Association	2013-01-31	Paper
Bayesian statistics with a smile: a resampling-sampling perspective Brazilian Journal of Probability and Statistics	2012-08-30	Paper
Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors The Annals of Applied Statistics	2012-04-20	Paper
Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors The Annals of Applied Statistics	2012-04-20	Paper
Predictive Macro-Finance With Dynamic Partition Models Journal of the American Statistical Association	2011-10-28	Paper
The horseshoe estimator for sparse signals Biometrika	2010-08-19	Paper
Markov Chain Monte Carlo Handbook of Financial Time Series	2009-11-27	Paper
Particle Filtering Handbook of Financial Time Series	2009-11-27	Paper
Practical Filtering with Sequential Parameter Learning Journal of the Royal Statistical Society Series B: Statistical Methodology	2008-11-25	Paper
scientific article; zbMATH DE number 5280148 (Why is no real title available?)	2008-05-28	Paper
Bayesian analysis of stochastic volatility models	2006-03-09	Paper
Nonlinear State-Space Models With State-Dependent Variances Journal of the American Statistical Association	2004-06-10	Paper
A Bayesian analysis of the multinomial probit model with fully identified parameters Journal of Econometrics	2001-04-09	Paper
Diagnostic Measures for Model Criticism	1997-06-12	Paper
Bayes factors for discrete observations from diffusion processes Biometrika	1995-06-29	Paper
scientific article; zbMATH DE number 597902 (Why is no real title available?)	1994-06-29	Paper
A utility based approach to information for stochastic differential equations Stochastic Processes and their Applications	1994-02-09	Paper
scientific article; zbMATH DE number 469134 (Why is no real title available?)	1993-12-20	Paper
scientific article; zbMATH DE number 410146 (Why is no real title available?)	1993-09-07	Paper
Inference for nonconjugate Bayesian Models using the Gibbs sampler The Canadian Journal of Statistics	1992-07-21	Paper
A representation of the posterior mean for a location model Biometrika	1992-06-26	Paper

Research outcomes over time

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