Select Publications
Preprints
2007, Locally Adaptive Nonparametric Binary Regression, http://dx.doi.org/10.48550/arxiv.0709.3545
,2007, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models, http://dx.doi.org/10.48550/arxiv.0707.2158
,A Copula Based Bayesian Approach for PaiddIncurred Claims Models for Non-Life Insurance Reserving, http://dx.doi.org/10.2139/ssrn.2980405
,A Unified Approach to Nonlinearity, Structural Change, and Outliers, http://dx.doi.org/10.2139/ssrn.738865
,Adaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals, http://dx.doi.org/10.2139/ssrn.1082955
,Bayesian Estimation of a Random Effects Heteroscedastic Probit Model, http://dx.doi.org/10.2139/ssrn.1260140
,Bayesian Subset Selection and Model Averaging using a Centered and Dispersed Prior for the Error Variance, http://dx.doi.org/10.2139/ssrn.879481
,Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models, http://dx.doi.org/10.2139/ssrn.738894
,Finite Sample Performance of Robust Bayesian Regression, http://dx.doi.org/10.2139/ssrn.41540
,Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities, http://dx.doi.org/10.2139/ssrn.1551195
,Flexible Multivariate Density Estimation with Marginal Adaptation, http://dx.doi.org/10.2139/ssrn.1342419
,Importance Sampling Squared for Bayesian Inference in Latent Variable Models, http://dx.doi.org/10.2139/ssrn.2386371
,Locally Adaptive Nonparametric Binary Regression, http://dx.doi.org/10.2139/ssrn.1000861
,Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models, http://dx.doi.org/10.2139/ssrn.878225
,Markov Interacting Importance Samplers, http://dx.doi.org/10.2139/ssrn.2569488
,Modeling Conditional Densities Using Finite Smooth Mixtures, http://dx.doi.org/10.2139/ssrn.1711194
,Modeling Dependence Using Skew T Copulas: Bayesian Inference and Applications, http://dx.doi.org/10.2139/ssrn.1671816
,Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures, http://dx.doi.org/10.2139/ssrn.1024701
,Particle Efficient Importance Sampling, http://dx.doi.org/10.2139/ssrn.2331232
,Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator, http://dx.doi.org/10.2139/ssrn.2706410
,Speeding Up MCMC by Efficient Data Subsampling, http://dx.doi.org/10.2139/ssrn.2592889
,Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models, http://dx.doi.org/10.2139/ssrn.1000681
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