1k citations · 1.6k across the 56 of their papers we have counts for
66 papers
Perpetual Futures for Stocks: The SpaceX Pre-IPO Market
Aditya Gupta, Nick Polson
Robert Shiller proposed perpetual futures in 1993 to create derivative markets for assets that are illiquid or whose price cannot be observed directly, such as single family homes,…
Horseshoe Priors for Spatial Small Area Estimation: Regular Variation, Tail Robustness, and Deep Learning
Dhiman Bhadra, Nicholas Polson
Small area estimation borrows strength across domains to repair the poor precision of direct survey estimators. Two philosophies dominate the area-level literature. The first, desc…
The Value of Chess Squares
Aditya Gupta, Shiva Maharaj, Nicholas Polson +1
We propose a neural network-based approach to calculate the value of a chess square-piece combination. Our model takes a triplet (Color, Piece, Square) as an input and calculates a…
Generative Causal Inference
Maria Nareklishvili, Nicholas Polson, Vadim Sokolov
Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent pos…
Quantile Importance Sampling
Jyotishka Datta, Nicholas G. Polson
In Bayesian inference, the approximation of integrals of the form is a fundamental challenge. Such integrals are cr…
Feature Selection for Personalized Policy Analysis
Maria Nareklishvili, Nicholas Polson, Vadim Sokolov
In this paper, we propose Forest-PLS, a feature selection method for analyzing policy effect heterogeneity in a more flexible and comprehensive manner than is typically available w…