18 citations · 29 across the 5 of their papers we have counts for
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stat.ME2013
A Tractable State-Space Model for Symmetric Positive-Definite Matrices
Jesse Windle, Carlos M. Carvalho
Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent…
stat.ME2011★ 1 cited
The Bayesian Bridge
Nicholas G. Polson, James G. Scott, Jesse Windle
We propose the Bayesian bridge estimator for regularized regression and classification. Two key mixture representations for the Bayesian bridge model are developed: (1) a scale mix…