The following pages link to Nicholas G. Polson (Q447976):
Displaying 50 items.
- (Q262352) (redirect page) (← links)
- Bayesian analysis of traffic flow on interstate I-55: the LWR model (Q262354) (← links)
- MCMC maximum likelihood for latent state models (Q276938) (← links)
- Bayesian statistics with a smile: a resampling-sampling perspective (Q447977) (← links)
- Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (Q899508) (← links)
- Particle learning and smoothing (Q903317) (← links)
- A utility based approach to information for stochastic differential equations (Q1312299) (← links)
- A Bayesian analysis of the multinomial probit model with fully identified parameters (Q1588308) (← links)
- A deconvolution path for mixtures (Q1639196) (← links)
- Retracted: On Hilbert's 8th problem (Q1668055) (← links)
- The horseshoe+ estimator of ultra-sparse signals (Q1699709) (← links)
- Deep learning: a Bayesian perspective (Q1699718) (← links)
- Retraction: On Hilbert's 8th problem (Q1729796) (← links)
- Proximal algorithms in statistics and machine learning (Q1790304) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Bayesian hypothesis testing: redux (Q2330485) (← links)
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors (Q2428740) (← links)
- Simulation-based regularized logistic regression (Q2633926) (← links)
- On the half-Cauchy prior for a global scale parameter (Q2633947) (← links)
- Data augmentation for support vector machines (Q2634073) (← links)
- Rejoinder: ``Data augmentation for support vector machines'' (Q2634075) (← links)
- Particle learning for general mixtures (Q2635224) (← links)
- Discussion on ‘Adversarial risk analysis: Borel games’ (Q2863715) (← links)
- A simulation-based approach to stochastic dynamic programming (Q2863720) (← links)
- Predictive Macro-Finance With Dynamic Partition Models (Q3095159) (← links)
- Diagnostic Measures for Model Criticism (Q3129057) (← links)
- (Q3374314) (← links)
- (Q3498091) (← links)
- Practical Filtering with Sequential Parameter Learning (Q3541271) (← links)
- The horseshoe estimator for sparse signals (Q3585407) (← links)
- Markov Chain Monte Carlo (Q3646990) (← links)
- Particle Filtering (Q3646991) (← links)
- A representation of the posterior mean for a location model (Q3981117) (← links)
- Inference for nonconjugate Bayesian Models using the Gibbs sampler (Q3993624) (← links)
- (Q4203577) (← links)
- (Q4272482) (← links)
- (Q4298913) (← links)
- Bayes factors for discrete observations from diffusion processes (Q4299477) (← links)
- Nonlinear State-Space Models With State-Dependent Variances (Q4468454) (← links)
- Statistical sparsity (Q4562729) (← links)
- Deep learning for finance: deep portfolios (Q4620178) (← links)
- Rejoinder to ‘Deep learning for finance: deep portfolios’ (Q4620181) (← links)
- Why indexing works (Q4620228) (← links)
- Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty (Q4632996) (← links)
- Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984) (← links)
- Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model (Q4904719) (← links)
- Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
- The Bayesian Bridge (Q5088230) (← links)
