Woody, Spencer; Carvalho, Carlos M.; Murray, Jared S. Model interpretation through lower-dimensional posterior summarization. (English) Zbl 07499889 J. Comput. Graph. Stat. 30, No. 1, 144-161 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Woody} et al., J. Comput. Graph. Stat. 30, No. 1, 144--161 (2021; Zbl 07499889) Full Text: DOI arXiv
Fisher, Jared D.; Pettenuzzo, Davide; Carvalho, Carlos M. Optimal asset allocation with multivariate Bayesian dynamic linear models. (English) Zbl 1439.62245 Ann. Appl. Stat. 14, No. 1, 299-338 (2020). MSC: 62P20 62H12 62M20 PDFBibTeX XMLCite \textit{J. D. Fisher} et al., Ann. Appl. Stat. 14, No. 1, 299--338 (2020; Zbl 1439.62245) Full Text: DOI Euclid
Carvalho, Carlos M.; Lopes, Hedibert F.; McCulloch, Robert E. On the long-run volatility of stocks. (English) Zbl 1402.62333 J. Am. Stat. Assoc. 113, No. 523, 1050-1069 (2018). MSC: 62P20 62M10 62J10 PDFBibTeX XMLCite \textit{C. M. Carvalho} et al., J. Am. Stat. Assoc. 113, No. 523, 1050--1069 (2018; Zbl 1402.62333) Full Text: DOI
Windle, Jesse; Carvalho, Carlos M. A tractable state-space model for symmetric positive-definite matrices. (English) Zbl 1327.62170 Bayesian Anal. 9, No. 4, 759-792 (2014). MSC: 62F15 15B48 62M10 PDFBibTeX XMLCite \textit{J. Windle} and \textit{C. M. Carvalho}, Bayesian Anal. 9, No. 4, 759--792 (2014; Zbl 1327.62170) Full Text: DOI arXiv Euclid
Hahn, P. Richard; Carvalho, Carlos M.; Mukherjee, Sayan Partial factor modeling: predictor-dependent shrinkage for linear regression. (English) Zbl 06224982 J. Am. Stat. Assoc. 108, No. 503, 999-1008 (2013). MSC: 62-XX PDFBibTeX XMLCite \textit{P. R. Hahn} et al., J. Am. Stat. Assoc. 108, No. 503, 999--1008 (2013; Zbl 06224982) Full Text: DOI
Lopes, Hedibert F.; Polson, Nicholas G.; Carvalho, Carlos M. Bayesian statistics with a smile: a resampling-sampling perspective. (English) Zbl 1319.62062 Braz. J. Probab. Stat. 26, No. 4, 358-371 (2012). MSC: 62F15 62L12 65C40 PDFBibTeX XMLCite \textit{H. F. Lopes} et al., Braz. J. Probab. Stat. 26, No. 4, 358--371 (2012; Zbl 1319.62062) Full Text: DOI Euclid
Carvalho, Carlos M.; Johannes, Michael S.; Lopes, Hedibert F.; Polson, Nicholas G. Particle learning and smoothing. (English) Zbl 1328.62541 Stat. Sci. 25, No. 1, 88-106 (2010). MSC: 62M20 62F10 62F15 68T05 62L12 PDFBibTeX XMLCite \textit{C. M. Carvalho} et al., Stat. Sci. 25, No. 1, 88--106 (2010; Zbl 1328.62541) Full Text: DOI arXiv Euclid
Wang, Hao; Carvalho, Carlos M. Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. (English) Zbl 1329.60008 Electron. J. Stat. 4, 1470-1475 (2010). MSC: 60B20 05C80 65C60 PDFBibTeX XMLCite \textit{H. Wang} and \textit{C. M. Carvalho}, Electron. J. Stat. 4, 1470--1475 (2010; Zbl 1329.60008) Full Text: DOI Euclid
Rajaratnam, Bala; Massam, Hélène; Carvalho, Carlos M. Flexible covariance estimation in graphical Gaussian models. (English) Zbl 1168.62054 Ann. Stat. 36, No. 6, 2818-2849 (2008). MSC: 62H12 62C10 05C90 62F15 PDFBibTeX XMLCite \textit{B. Rajaratnam} et al., Ann. Stat. 36, No. 6, 2818--2849 (2008; Zbl 1168.62054) Full Text: DOI arXiv
Carvalho, Carlos M.; Lopes, Hedibert F. Simulation-based sequential analysis of Markov switching stochastic volatility models. (English) Zbl 1162.62426 Comput. Stat. Data Anal. 51, No. 9, 4526-4542 (2007). MSC: 62P05 65C60 62M10 62F15 91B84 60J99 PDFBibTeX XMLCite \textit{C. M. Carvalho} and \textit{H. F. Lopes}, Comput. Stat. Data Anal. 51, No. 9, 4526--4542 (2007; Zbl 1162.62426) Full Text: DOI
Lopes, Hedibert Freitas; Carvalho, Carlos Marinho Factor stochastic volatility with time varying loadings and Markov switching regimes. (English) Zbl 1331.62064 J. Stat. Plann. Inference 137, No. 10, 3082-3091 (2007). MSC: 62C10 62P05 62F40 91B70 PDFBibTeX XMLCite \textit{H. F. Lopes} and \textit{C. M. Carvalho}, J. Stat. Plann. Inference 137, No. 10, 3082--3091 (2007; Zbl 1331.62064) Full Text: DOI
Jones, Beatrix; Carvalho, Carlos; Dobra, Adrian; Hans, Chris; Carter, Chris; West, Mike Experiments in stochastic computation for high-dimensional graphical models. (English) Zbl 1130.62408 Stat. Sci. 20, No. 4, 388-400 (2005). MSC: 62P99 65C40 65C60 PDFBibTeX XMLCite \textit{B. Jones} et al., Stat. Sci. 20, No. 4, 388--400 (2005; Zbl 1130.62408) Full Text: DOI Euclid