Carlos Marinho Carvalho

Available identifiers

zbMath Open carvalho.carlos-marinhoMaRDI QIDQ997295

List of research outcomes

Publication	Date of Publication	Type
Variable Selection and Interaction Detection with Bayesian Additive Regression Trees	2022-05-27	Paper
Model Interpretation Through Lower-Dimensional Posterior Summarization	2022-03-29	Paper
Monotonic effects of characteristics on returns	2022-03-03	Paper
Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)	2021-12-06	Paper
Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation	2021-11-17	Paper
BART with targeted smoothing: an analysis of patient-specific stillbirth risk	2020-05-13	Paper
Optimal asset allocation with multivariate Bayesian dynamic linear models	2020-05-13	Paper
Post-processing posteriors over precision matrices to produce sparse graph estimates	2020-01-29	Paper
On the Long-Run Volatility of Stocks	2018-12-04	Paper
Regularization and confounding in linear regression for treatment effect estimation	2018-05-25	Paper
Variable selection in seemingly unrelated regressions with random predictors	2018-02-23	Paper
Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective	2017-10-13	Paper
Dynamic matrix-variate graphical models	2016-03-02	Paper
Particle learning for general mixtures	2016-02-11	Paper
Dynamic financial index models: modeling conditional dependencies via graphs	2016-02-08	Paper
Particle learning and smoothing	2016-01-05	Paper
A tractable state-space model for symmetric positive-definite matrices	2015-12-21	Paper
Rejoinder: ``A tractable state-space model for symmetric positive-definite matrices	2015-12-21	Paper
High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics	2014-05-02	Paper
A Bayesian Analysis Strategy for Cross-Study Translation of Gene Expression Biomarkers	2013-12-05	Paper
Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression	2013-11-11	Paper
Simulation of hyper-inverse Wishart distributions for non-decomposable graphs	2013-05-27	Paper
Bayesian statistics with a smile: a resampling-sampling perspective	2012-08-30	Paper
The horseshoe estimator for sparse signals	2010-08-19	Paper
Objective Bayesian model selection in Gaussian graphical models	2009-09-29	Paper
Simulation-based sequential analysis of Markov switching stochastic volatility models	2009-05-29	Paper
Flexible covariance estimation in graphical Gaussian models	2009-02-06	Paper
Simulation of hyper-inverse Wishart distributions in graphical models	2008-03-20	Paper
Experiments in stochastic computation for high-dimensional graphical models	2007-09-18	Paper
Factor stochastic volatility with time varying loadings and Markov switching regimes	2007-07-23	Paper

Research outcomes over time

Doctoral students

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