Efficiently resolving rotational ambiguity in Bayesian matrix sampling
with matchingBayesian Analysis (BA), 2021 |
Bayesian Computation in Dynamic Latent Factor ModelsJournal of Computational And Graphical Statistics (JCGS), 2020 |
Bayesian forecasting of multivariate time series: Scalability, structure
uncertainty and decisionsAnnals of the Institute of Statistical Mathematics (AISM), 2019 |
Shrinkage in the Time-Varying Parameter Model Framework Using the R
Package shrinkTVPJournal of Statistical Software (JSS), 2019 |
Modeling Univariate and Multivariate Stochastic Volatility in R with
stochvol and factorstochvolJournal of Statistical Software (JSS), 2019 |
Efficient Bayesian inference for nonlinear state space models with
univariate autoregressive state equationJournal of Computational And Graphical Statistics (JCGS), 2019 |
Approaches Toward the Bayesian Estimation of the Stochastic Volatility
Model with LeverageSpringer Proceedings in Mathematics & statistics (MS), 2019 |