1k citations · 1.6k across the 56 of their papers we have counts for
3 papers · 1 filter
Particle Learning and Smoothing
Carlos M. Carvalho, Michael S. Johannes, Hedibert F. Lopes +1
Particle learning (PL) provides state filtering, sequential parameter learning and smoothing in a general class of state space models. Our approach extends existing particle method…
Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
Nicholas G. Polson, James G. Scott
This paper examines historical patterns of ROA (return on assets) for a cohort of 53,038 publicly traded firms across 93 countries, measured over the past 45 years. Our goal is to…
Simulation-based Regularized Logistic Regression
Robert B. Gramacy, Nicholas G. Polson
In this paper, we develop a simulation-based framework for regularized logistic regression, exploiting two novel results for scale mixtures of normals. By carefully choosing a hier…