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Nick Polson
Nick Polson
Professor of Econometrics and Statistics, University of Chicago
Подтвержден адрес электронной почты в домене chicagobooth.edu
Название
Процитировано
Процитировано
Год
Bayesian analysis of stochastic volatility models
E Jacquier, NG Polson, PE Rossi
Journal of Business & Economic Statistics 20 (1), 69-87, 2002
2874*2002
The impact of jumps in volatility and returns
B Eraker, M Johannes, N Polson
The Journal of Finance 58 (3), 1269-1300, 2003
2097*2003
The horseshoe estimator for sparse signals
CM Carvalho, NG Polson, JG Scott
Biometrika 97 (2), 465-480, 2010
15572010
Bayesian inference for logistic models using Pólya–Gamma latent variables
NG Polson, JG Scott, J Windle
Journal of the American statistical Association 108 (504), 1339-1349, 2013
12062013
Deep learning for short-term traffic flow prediction
NG Polson, VO Sokolov
Transportation Research Part C: Emerging Technologies 79, 1-17, 2017
11142017
Deep learning for finance: deep portfolios
JB Heaton, NG Polson, JH Witte
Applied Stochastic Models in Business and Industry 33 (1), 3-12, 2017
1056*2017
A Monte Carlo approach to nonnormal and nonlinear state-space modeling
BP Carlin, NG Polson, DS Stoffer
Journal of the american Statistical association 87 (418), 493-500, 1992
9341992
Handling sparsity via the horseshoe
CM Carvalho, NG Polson, JG Scott
Artificial intelligence and statistics, 73-80, 2009
6922009
Shrink globally, act locally: Sparse Bayesian regularization and prediction
NG Polson, JG Scott
Bayesian statistics 9 (501-538), 105, 2010
5832010
On the half-Cauchy prior for a global scale parameter
NG Polson, JG Scott
Bayesian Analysis 7 (4), 887-902, 2012
5152012
MCMC methods for continuous-time financial econometrics
M Johannes, N Polson
Handbook of financial econometrics: Applications, 1-72, 2010
4862010
Particle learning and smoothing
CM Carvalho, MS Johannes, HF Lopes, NG Polson
4712010
A Bayesian analysis of the multinomial probit model with fully identified parameters
RE McCulloch, NG Polson, PE Rossi
Journal of econometrics 99 (1), 173-193, 2000
3992000
Optimal filtering of jump diffusions: Extracting latent states from asset prices
MS Johannes, NG Polson, JR Stroud
The Review of Financial Studies 22 (7), 2759-2799, 2009
327*2009
Sequential learning, predictability, and optimal portfolio returns
M Johannes, A Korteweg, N Polson
The Journal of Finance 69 (2), 611-644, 2014
2652014
Tracking epidemics with Google flu trends data and a state-space SEIR model
V Dukic, HF Lopes, NG Polson
Journal of the American Statistical Association 107 (500), 1410-1426, 2012
223*2012
Data augmentation for support vector machines
NG Polson, SL Scott
2152011
On the geometric convergence of the Gibbs sampler
GO Roberts, NG Polson
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1994
1991994
The horseshoe+ estimator of ultra-sparse signals
A Bhadra, J Datta, NG Polson, B Willard
1962017
Inference for nonconjugate Bayesian models using the Gibbs sampler
BP Carlin, NG Polson
Canadian Journal of statistics 19 (4), 399-405, 1991
1921991
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