79 citations · 162 across the 13 of their papers we have counts for
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stat.ME2010★ 3 cited
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…
stat.ME2010★ 19 cited
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…