95 citations · 168 across the 22 of their papers we have counts for
3 papers · 1 filter
The Illusion of the Illusion of Sparsity: An exercise in prior sensitivity
Bruno Fava, Hedibert F. Lopes
The emergence of Big Data raises the question of how to model economic relations when there is a large number of possible explanatory variables. We revisit the issue by comparing t…
Dynamic sparsity on dynamic regression models
Paloma W. Uribe, Hedibert F. Lopes
In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method t…
Decoupling Shrinkage and Selection in Gaussian Linear Factor Analysis
Henrique Bolfarine, Carlos M. Carvalho, Hedibert F. Lopes +1
Factor Analysis is a popular method for modeling dependence in multivariate data. However, determining the number of factors and obtaining a sparse orientation of the loadings are…