95 citations · 168 across the 22 of their papers we have counts for
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stat.CO2018
Efficient sampling for Gaussian linear regression with arbitrary priors
P. Richard Hahn, Jingyu He, Hedibert Lopes
This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than…
stat.CO2016★ 95 cited
Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes
We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two inte…