79 citations · 101 across the 3 of their papers we have counts for
3 papers
Predictor-dependent shrinkage for linear regression via partial factor modeling
P. Richard Hahn, Sayan Mukherjee, Carlos Carvalho
In prediction problems with more predictors than observations, it can sometimes be helpful to use a joint probability model, , rather than a purely conditional model, $π(Y…
Particle Learning and Smoothing
Carlos M. Carvalho, Michael S. Johannes, Hedibert F. Lopes +1
Particle learning (PL) provides state filtering, sequential parameter learning and smoothing in a general class of state space models. Our approach extends existing particle method…
Flexible covariance estimation in graphical Gaussian models
Bala Rajaratnam, Hélène Massam, Carlos M. Carvalho
In this paper, we propose a class of Bayes estimators for the covariance matrix of graphical Gaussian models Markov with respect to a decomposable graph . Working with the $W_{P…