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Google Scholar Citations
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Published work |
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Hahn, P.R., Carvalho, Carlos M. and Mukherjee (2013) Partial Factor Modeling: Predictor Dependent Shrinkage for Linear Regression. Journal of the American Statistical Association (to appear)
Lopes, H.F. and Carvalho, Carlos M. (2013) Online Bayesian Learning in Dynamic Models: An illustrative Introduction
to Particle Methods. In Hierarchical Models and Markov Chain
Monte Carlo.
Hahn, P.R., Scott, J. and Carvalho, Carlos M.(2012)
A Sparse Factor-Analytic Probit Model for Congressional Voting Patterns. Journal of the Royal Statistical Society - Series C, 61
Lopes, H.F, Polson, N.G. and Carvalho, Carlos M. (2012)
Bayesian Statistics with a Smile: a Resampling-Sampling Perspective. Brazilian Journal of Probability and Statistics.
Lopes, H.F, Carvalho, Carlos M., Johannes, M. and Polson, N.G. (2011)
Particle Learning for Sequential Bayesian Computation. Bayesian Statistics 9.
Carvalho, Carlos M., Lopes, H.F and Aguilar, O. (2011)
Dynamic Stock Selection Strategies: a Structured Factor Model Framework. Bayesian Statistics 9.
Wang, H., Reeson, C. and Carvalho, Carlos M. (2011)
Dynamic Financial Index Models: Modeling Conditional Dependencies via Graphs. Bayesian Analysis 6 .
Carvalho, Carlos M., Lopes, H.F., Polson, N.G. and Taddy, M.(2010)
Particle Learning for General Mixtures. Bayesian Analysis, 5.
Carvalho, Carlos M., Polson, N.G. and Scott, J.G. (2010)
The Horseshoe Estimator for Sparse Signals. Biometrika, 97, 465-480.
Carvalho, Carlos M., Johannes, M., Lopes, H.F and Polson, N.G. (2010)
Particle Learning and Smoothing. Statistical Science, 25(1), 88-106.
Wang, H. and Carvalho, Carlos M. (2010)
Simulation of Hyper-Inverse Wishart Distributions for Non-decomposable Graphs. Electronic Journal of Statistics.
Carvalho, Carlos M. and Rickershauser, J.(2010) Volatility in Prediction Markets: A Measure of Information Flow in Political Campaigns. Handbook of Applied Bayesian Analysis, .
Quintana, J.M., Carvalho, Carlos M. and Scott, J.G.(2010) Futures Markets, Bayesian Forecasting and Risk Modeling. Handbook of Applied Bayesian Analysis, .
Lucas, J., Carvalho, Carlos M., Merl, D. and West, M.(2010)
In-Vitro to In-Vivo Factor Profiling in Expression Genomics.
Bayesian Modeling in Bioinformatics.
Carvalho, Carlos M. and
Scott, J.G. (2009)
Objective Bayesian Model Selection in Gaussian Graphical Models. Biometrika, 96, 1-16.
Carvalho, Carlos M., Polson, N. and
Scott, J.G. (2009)
Handling Sparsity via the Horseshoe. Journal of Machine Learning Research, W&CP 5 (AIStats).
Chang, J., Carvalho, Carlos M., Mori, S., Bild, A., Gatza, M., Wang,
Q., Lucas, J., Potti, A., Febbo, P., West, M. and Nevins, J. (2009) A Genomic Strategy to Elucidate Modules of Oncogenic Pathway Signaling Networks
Molecular Cell 34, 104–114
Lucas, J.,Carvalho, Carlos M. and West, M. (2009)
A Bayesian Analysis Strategy for Cross-study Translation of Gene Expression Biomarkers.
Statistical Applications in Genetics and Molecular Biology, 8(1).
Lucas, J.,Carvalho, Carlos M., Chen, J., Chi, J. and West, M.(2009)
Cross-study Projections of Genomic Biomarkers: An Evaluation in Cancer Genomics.
PLoS One, 4 (2).
Carvalho, Carlos M., Chang, J., Lucas, J., Wang, Q., Nevins, J. and
West, M. (2008)
High-dimensional Sparse Factor Modelling: Applications in Gene
Expression Genomics. Journal of the American Statistical Association 103 (4), 1438–1456 .
Rajaratnam, B., Massam, H. and Carvalho, Carlos M., (2008) Flexible Covariance Estimation in Graphical Gaussian Models. Annals of Statistics 36(6), 2818-2849 .
Scott, J.G. and Carvalho, Carlos M. (2008)
Feature-Inclusion Stochastic Search for Gaussian Graphical Models. Journal of Computational and Graphical Statistics 17, 790-808.
Carvalho, Carlos M., Massam, H. and West, M. (2007)Simulation of
Hyper Inverse-Wishart Distributions in Graphical Models.
Biometrika 94, 647-659.
Carvalho, Carlos M. and West, M. (2007)Dynamic
Matrix-Variate Graphical Models. Bayesian Analysis 2, 69-98
Carvalho, Carlos M. and West, M. (2007)Dynamic
Matrix-Variate Graphical Models - A synopsis. Bayesian
Statistics 8, 585-590
Carvalho, Carlos M. and Lopes, H.F. (2007) Simulation-based Sequential
Analysis of Markov Switching Stochastic Volatility Models.
Computational Statistics and Data Analysis 51, 4526-4542.
Lopes, H.F. and Carvalho, Carlos M. (2007)Factor
Stochastic Volatility with Time-varying Loadings and Markov Switching
Regimes. Journal of Statistical Planning and Inference 137, 3082-3091.
Lucas,J.,Carvalho, C.M., Wang, Q., Bild, A., Nevins, J.R. and
West, M. (2006)Sparse Statistical Modelling in Gene
Expression Genomics. In Bayesian Inference for Gene Expression and Proteomics.
Jones,B., Carvalho,C.M., Dobra,A., Hans,C., Carter,C. and
West,M. (2005)Experiments
in Stochastic Computation for High-dimensional Graphical Models.
Statistical Science, 20, 388-400
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Working papers and others |
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Windle, J. and Carvalho, Carlos M.(2013) Forecasting High-Dimensional, Time Varying Covariance Matrices for Portfolio Selection (Working Paper)
Hahn, P.R. and Carvalho, Carlos M.(2013) Decoupled Shrinkage and Selection in Linear Models (Work in progress)
Carvalho, Carlos M., Lopes, H. and McCulloch, R. (2013) On the Long Run Volatility of Stocks. (Work in progress)
Carvalho, Carlos M., Daniel, K. and Titman, S. (2013) Testing Factor Asset Pricing Models. (Work in progress)
Bianchi, D. and Carvalho, Carlos M.(2013)Risk Assessment in Large Portfolios: Why Imposing the Wrong Constraints Hurts. (Working paper)
Rickershauser, J. and Carvalho, Carlos M. and (2008) Developing and Testing Theories of the Causes of War: Assessing Key Events Leading to the Iraq War Using Prediction Markets. (submitted for publication)
Carvalho, Carlos M. (2007)
Smoothing the Transition. Bulletin of the
International Society for Bayesian Analysis 14 (4).
Wang, Q., Carvalho, Carlos M., Lucas, J. and West, M. (2007)
BFRM: Bayesian Factor Regression Modelling. Bulletin of the
International Society for Bayesian Analysis 14 (2).
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