The following pages link to Carlos Marinho Carvalho (Q997295):
Displayed 31 items.
- Item:Q997295 (redirect page) (← links)
- Bayesian statistics with a smile: a resampling-sampling perspective (Q447977) (← links)
- A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
- Rejoinder: ``A tractable state-space model for symmetric positive-definite matrices'' (Q899055) (← links)
- Particle learning and smoothing (Q903317) (← links)
- Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Variable selection in seemingly unrelated regressions with random predictors (Q1699699) (← links)
- Regularization and confounding in linear regression for treatment effect estimation (Q1752011) (← links)
- Simulation of hyper-inverse Wishart distributions for non-decomposable graphs (Q1952111) (← links)
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion) (Q2057337) (← links)
- Monotonic effects of characteristics on returns (Q2078731) (← links)
- BART with targeted smoothing: an analysis of patient-specific stillbirth risk (Q2179940) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation (Q2247463) (← links)
- Post-processing posteriors over precision matrices to produce sparse graph estimates (Q2290702) (← links)
- Experiments in stochastic computation for high-dimensional graphical models (Q2381758) (← links)
- Dynamic financial index models: modeling conditional dependencies via graphs (Q2634113) (← links)
- Particle learning for general mixtures (Q2635224) (← links)
- Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression (Q2861812) (← links)
- A Bayesian Analysis Strategy for Cross-Study Translation of Gene Expression Biomarkers (Q2864051) (← links)
- Objective Bayesian model selection in Gaussian graphical models (Q3399065) (← links)
- The horseshoe estimator for sparse signals (Q3585407) (← links)
- On the Long-Run Volatility of Stocks (Q4559692) (← links)
- Model Interpretation Through Lower-Dimensional Posterior Summarization (Q5066426) (← links)
- Variable Selection and Interaction Detection with Bayesian Additive Regression Trees (Q5079607) (← links)
- Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective (Q5367377) (← links)
- High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics (Q5414017) (← links)
- Simulation of hyper-inverse Wishart distributions in graphical models (Q5447655) (← links)
- Dynamic matrix-variate graphical models (Q5965211) (← links)