| Publication | Date of Publication | Type |
|---|
Lower-dimensional posterior density and cluster summaries for overparameterized Bayesian models
Statistics and Computing | 2026-03-31 | Paper |
A sparse factor analytic probit model for congressional voting patterns
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-13 | Paper |
Portfolio selection for individual passive investing
Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
Variable Selection and Interaction Detection with Bayesian Additive Regression Trees
Handbook of Bayesian Variable Selection | 2022-05-27 | Paper |
Model Interpretation Through Lower-Dimensional Posterior Summarization
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Monotonic effects of characteristics on returns
The Annals of Applied Statistics | 2022-03-03 | Paper |
Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
Bayesian Analysis | 2021-12-06 | Paper |
Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
Bayesian Analysis | 2021-12-06 | Paper |
Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation
The Annals of Applied Statistics | 2021-11-17 | Paper |
BART with targeted smoothing: an analysis of patient-specific stillbirth risk
The Annals of Applied Statistics | 2020-05-13 | Paper |
BART with targeted smoothing: an analysis of patient-specific stillbirth risk
The Annals of Applied Statistics | 2020-05-13 | Paper |
Optimal asset allocation with multivariate Bayesian dynamic linear models
The Annals of Applied Statistics | 2020-05-13 | Paper |
Post-processing posteriors over precision matrices to produce sparse graph estimates
Bayesian Analysis | 2020-01-29 | Paper |
On the long-run volatility of stocks
Journal of the American Statistical Association | 2018-12-04 | Paper |
Regularization and confounding in linear regression for treatment effect estimation
Bayesian Analysis | 2018-05-25 | Paper |
Regularization and confounding in linear regression for treatment effect estimation
Bayesian Analysis | 2018-05-25 | Paper |
Variable selection in seemingly unrelated regressions with random predictors
Bayesian Analysis | 2018-02-23 | Paper |
Variable selection in seemingly unrelated regressions with random predictors
Bayesian Analysis | 2018-02-23 | Paper |
Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective
Journal of the American Statistical Association | 2017-10-13 | Paper |
Dynamic matrix-variate graphical models
Bayesian Analysis | 2016-03-02 | Paper |
Particle learning for general mixtures
Bayesian Analysis | 2016-02-11 | Paper |
Dynamic financial index models: modeling conditional dependencies via graphs
Bayesian Analysis | 2016-02-08 | Paper |
Particle learning and smoothing
Statistical Science | 2016-01-05 | Paper |
Particle learning and smoothing
Statistical Science | 2016-01-05 | Paper |
A tractable state-space model for symmetric positive-definite matrices
Bayesian Analysis | 2015-12-21 | Paper |
A tractable state-space model for symmetric positive-definite matrices
Bayesian Analysis | 2015-12-21 | Paper |
Rejoinder: ``A tractable state-space model for symmetric positive-definite matrices
Bayesian Analysis | 2015-12-21 | Paper |
High-dimensional sparse factor modeling: applications in gene expression genomics
Journal of the American Statistical Association | 2014-05-02 | Paper |
A Bayesian analysis strategy for cross-study translation of gene expression biomarkers
Statistical Applications in Genetics and Molecular Biology | 2013-12-05 | Paper |
Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression
Journal of the American Statistical Association | 2013-11-11 | Paper |
Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
Electronic Journal of Statistics | 2013-05-27 | Paper |
Bayesian statistics with a smile: a resampling-sampling perspective
Brazilian Journal of Probability and Statistics | 2012-08-30 | Paper |
The horseshoe estimator for sparse signals
Biometrika | 2010-08-19 | Paper |
Objective Bayesian model selection in Gaussian graphical models
Biometrika | 2009-09-29 | Paper |
Simulation-based sequential analysis of Markov switching stochastic volatility models
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Flexible covariance estimation in graphical Gaussian models
The Annals of Statistics | 2009-02-06 | Paper |
Simulation of hyper-inverse Wishart distributions in graphical models
Biometrika | 2008-03-20 | Paper |
Experiments in stochastic computation for high-dimensional graphical models
Statistical Science | 2007-09-18 | Paper |
Factor stochastic volatility with time varying loadings and Markov switching regimes
Journal of Statistical Planning and Inference | 2007-07-23 | Paper |
