Lopes, Hedibert F.; McCulloch, Robert E.; Tsay, Ruey S. Parsimony inducing priors for large scale state-space models. (English) Zbl 07557277 J. Econom. 230, No. 1, 39-61 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. F. Lopes} et al., J. Econom. 230, No. 1, 39--61 (2022; Zbl 07557277) Full Text: DOI
Fava, Bruno; Lopes, Hedibert F. The illusion of the illusion of sparsity: an exercise in prior sensitivity. (English) Zbl 07477281 Braz. J. Probab. Stat. 35, No. 4, 699-720 (2021). MSC: 62-XX 92-XX PDFBibTeX XMLCite \textit{B. Fava} and \textit{H. F. Lopes}, Braz. J. Probab. Stat. 35, No. 4, 699--720 (2021; Zbl 07477281) Full Text: DOI arXiv
Hahn, P. Richard; He, Jingyu; Lopes, Hedibert F. Efficient sampling for Gaussian linear regression with arbitrary priors. (English) Zbl 07499018 J. Comput. Graph. Stat. 28, No. 1, 142-154 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{P. R. Hahn} et al., J. Comput. Graph. Stat. 28, No. 1, 142--154 (2019; Zbl 07499018) Full Text: DOI arXiv
Virbickaitė, Audronė; Lopes, Hedibert F.; Concepción Ausín, M.; Galeano, Pedro Particle learning for Bayesian semi-parametric stochastic volatility model. (English) Zbl 1490.62328 Econom. Rev. 38, No. 9, 1007-1023 (2019). MSC: 62P05 62F15 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{A. Virbickaitė} et al., Econom. Rev. 38, No. 9, 1007--1023 (2019; Zbl 1490.62328) Full Text: DOI
Lopes, Hedibert F.; Polson, Nicholas G. Particle learning for fat-tailed distributions. (English) Zbl 1491.62161 Econom. Rev. 35, No. 8-10, 1666-1691 (2016). MSC: 62P05 62F15 62L10 91G70 PDFBibTeX XMLCite \textit{H. F. Lopes} and \textit{N. G. Polson}, Econom. Rev. 35, No. 8--10, 1666--1691 (2016; Zbl 1491.62161) Full Text: DOI Link
Dukic, Vanja; Lopes, Hedibert F.; Polson, Nicholas G. Tracking epidemics with google flu trends data and a state-space SEIR model. (English) Zbl 1258.62102 J. Am. Stat. Assoc. 107, No. 500, 1410-1426 (2012). MSC: 62P10 92D30 62L99 62D05 65C60 PDFBibTeX XMLCite \textit{V. Dukic} et al., J. Am. Stat. Assoc. 107, No. 500, 1410--1426 (2012; Zbl 1258.62102) 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
Lopes, Hedibert F.; Schmidt, Alexandra M.; Salazar, Esther; Gómez, Mariana; Achkar, Marcel Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models. (English) Zbl 1235.92043 Ann. Appl. Stat. 6, No. 1, 284-303 (2012). MSC: 92D30 62H25 62H11 65C60 62P10 PDFBibTeX XMLCite \textit{H. F. Lopes} et al., Ann. Appl. Stat. 6, No. 1, 284--303 (2012; Zbl 1235.92043) Full Text: DOI arXiv Euclid
Lopes, Hedibert Freitas; Gamerman, Dani; Salazar, Esther Generalized spatial dynamic factor models. (English) Zbl 1328.65032 Comput. Stat. Data Anal. 55, No. 3, 1319-1330 (2011). MSC: 65C60 62-07 62H25 PDFBibTeX XMLCite \textit{H. F. Lopes} et al., Comput. Stat. Data Anal. 55, No. 3, 1319--1330 (2011; Zbl 1328.65032) Full Text: DOI
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
Abanto-Valle, Carlos A.; Migon, Helio S.; Lopes, Hedibert F. Bayesian modeling of financial returns: a relationship between volatility and trading volume. (English) Zbl 1224.91179 Appl. Stoch. Models Bus. Ind. 26, No. 2, 172-193 (2010). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G60 65C05 65C40 91G70 PDFBibTeX XMLCite \textit{C. A. Abanto-Valle} et al., Appl. Stoch. Models Bus. Ind. 26, No. 2, 172--193 (2010; Zbl 1224.91179) 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