9 citations · 11 across the 3 of their papers we have counts for
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stat.ME2012
Bayesian Inference for Gaussian Mixed Graph Models
Ricardo Silva, Zoubin Ghahramani
We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-di…
stat.ME2007★ 9 cited
On estimating covariances between many assets with histories of highly variable length
Robert B. Gramacy, Joo Hee Lee, Ricardo Silva
Quantitative portfolio allocation requires the accurate and tractable estimation of covariances between a large number of assets, whose histories can greatly vary in length. Such d…