C. Carvalho

发表

The horseshoe estimator for sparse signals

James G. Scott, Nicholas G. Polson, C. Carvalho, 2010 .

Feature-Inclusion Stochastic Search for Gaussian Graphical Models

James G. Scott, C. Carvalho, 2008 .

High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

M. West, J. Nevins, C. Carvalho, 2008, Journal of the American Statistical Association.

Simulation-based sequential analysis of Markov switching stochastic volatility models

Carlos M. Carvalho, Hedibert Freitas Lopes, C. Carvalho, 2007, Comput. Stat. Data Anal..

Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective

C. Carvalho, P. R. Hahn, By P. Richard Hahn, 2014, 1408.0464.

Dynamic matrix-variate graphical models

Michael A. West, Carlos M. Carvalho, M. West, 2007 .

Simulation of hyper-inverse Wishart distributions in graphical models

M. West, H. Massam, C. Carvalho, 2007 .

Handling Sparsity via the Horseshoe

James G. Scott, Carlos M. Carvalho, Nicholas G. Polson, 2009, AISTATS.

Objective Bayesian model selection in Gaussian graphical models

James G. Scott, C. Carvalho, 2009 .

Particle Learning and Smoothing

Nicholas G. Polson, Michael S. Johannes, C. Carvalho, 2010, 1011.1098.

Archival Version including Appendicies : Experiments in Stochastic Computation for High-Dimensional Graphical Models

Michael A. West, Adrian Dobra, Carlos M. Carvalho, 2005 .

Sparse Factor-Analytic Probit Models

C. Carvalho, P. R. Hahn, 2008 .

A Bayesian Analysis Strategy for Cross-Study Translation of Gene Expression Biomarkers

M. West, C. Carvalho, J. Lucas, 2009, Statistical applications in genetics and molecular biology.

A sparse factor analytic probit model for congressional voting patterns

C. Carvalho, P. Richard Hahn, James G. Scott, 2012 .

Particle learning for general mixtures

Nicholas G. Polson, C. Carvalho, H. Lopes, 2010 .

Cross-Study Projections of Genomic Biomarkers: An Evaluation in Cancer Genomics

M. West, C. Carvalho, J. Lucas, 2009, PloS one.

A genomic strategy to elucidate modules of oncogenic pathway signaling networks.

Jeffrey T. Chang, M. West, J. Nevins, 2009, Molecular cell.

In: Bayesian Inference for Gene Expression and Proteomics,

M. West, J. Nevins, C. Carvalho, 2022 .

Portfolio Selection for Individual Passive Investing

C. Carvalho, P. R. Hahn, David Puelz, 2019, Applied Stochastic Models in Business and Industry.

Partial Factor Modeling: Predictor-Dependent Shrinkage for Linear Regression

S. Mukherjee, C. Carvalho, P. R. Hahn, 2013 .

Regularization and Confounding in Linear Regression for Treatment Effect Estimation

C. Carvalho, David Puelz, P. Hahn, 2016, 1602.02176.

A national experiment reveals where a growth mindset improves achievement

Chris S. Hulleman, Angela L. Duckworth, C. Carvalho, 2019, Nature.

On the Long-Run Volatility of Stocks

Robert E. McCulloch, Carlos M. Carvalho, Hedibert F. Lopes, 2018, Journal of the American Statistical Association.

Factor stochastic volatility with time varying loadings and Markov switching regimes

Carlos M. Carvalho, Hedibert F. Lopes, C. Carvalho, 2007 .

FLEXIBLE COVARIANCE ESTIMATION IN GRAPHICAL GAUSSIAN MODELS

Carlos M. Carvalho, Bala Rajaratnam, H. Massam, 2008, 0901.3267.

Predictor-dependent shrinkage for linear regression via partial factor modeling

S. Mukherjee, C. Carvalho, P. R. Hahn, 2010, 1011.3725.

DYNACARE-OP : Dynamic Cardiac Arrest Risk Estimation Incorporating Ordinal Features

Joydeep Ghosh, Yubin Park, Joyce C. Ho, 2013 .

Bayesian statistics with a smile: A resampling-sampling perspective

Carlos M. Carvalho, Nicholas G. Polson, Hedibert F. Lopes, 2012 .

STRUCTURE AND SPARSITY IN HIGH-DIMENSIONAL MULTIVARIATE ANALYSIS

Carlos M. Carvalho, C. Carvalho, 2006 .

Statistical Applications in Genetics and Molecular Biology

M. West, C. Carvalho, J. Lucas, 2009 .

Optimal ETF Selection for Passive Investing

C. Carvalho, P. R. Hahn, David Puelz, 2015, 1510.03385.

Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models

C. Carvalho, Davide Pettenuzzo, Jared D. Fisher, 2018, The Annals of Applied Statistics.

A projection approach for multiple monotone regression

James G. Scott, C. Carvalho, Lizhen Lin, 2019, 1911.07553.

Monotonic Effects of Characteristics on Returns

C. Carvalho, David Puelz, Jared D. Fisher, 2018, The Annals of Applied Statistics.

Sparse Mean-Variance Portfolios: A Penalized Utility Approach

C. Carvalho, David Puelz, P. Hahn, 2015, 1512.02310.

Probabilistic Graphical Models

Mladen Kolar, Robert E. McCulloch, Carlos M. Carvalho, 2015 .

Functional response regression with funBART: an analysis of patient-specific stillbirth risk

Jared S. Murray, C. Carvalho, J. Starling, 2018, 1805.07656.

Post-Processing Posteriors Over Precision Matrices to Produce Sparse Graph Estimates

P. Richard Hahn, Carlos M. Carvalho, M. B. Jones, 2019 .

Bayesian inference for treatment effects under nested subsets of controls

C. Carvalho, Jared Murray, S. Woody, 2020, 2001.07256.

FLEXIBLE COVARIANCE ESTIMATION IN GRAPHICAL

H. Massam, C. Carvalho, B. Rajaratnam, 2008 .

Bayesian Regression Tree Models for Causal Inference: Regularization, Confounding, and Heterogeneous Effects

P. Richard Hahn, Carlos Carvalho, Jared S. Murray, 2017, 1706.09523.

Targeted Smooth Bayesian Causal Forests: An analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation

Carlos M. Carvalho, Jared S. Murray, James G. Scott, 2019, The Annals of Applied Statistics.

In-Vitro to In-Vivo Factor Profiling in Expression Genomics

C. Carvalho, D. Merl, Joseph E. Lucas, 2008 .

Futures Markets, Bayesian Forecasting and Risk Modeling

Mike West, Carlos M. Carvalho, Thomas Costigliola, 2009 .

Sparse Statistical Modelling in Gene Expression Genomics

Carlos M. Carvalho, Quanli Wang, Andrea Bild, 2006 .

Model Interpretation Through Lower-Dimensional Posterior Summarization

Jared S. Murray, Carlos M. Carvalho, Spencer Woody, 2019, J. Comput. Graph. Stat..

Particle Learning for Sequential Bayesian Computation

Carlos M. Carvalho, Nicholas G. Polson, Hedibert F. Lopes, 2012 .

Sparse Factor-Analytic Probit Models

C. Carvalho, P. R. Hahn, James G. Scott, 2008 .

Estimating heterogeneous effects of continuous exposures using Bayesian tree ensembles: revisiting the impact of abortion rates on crime

Jared S. Murray, P. Richard Hahn, Carlos M. Carvalho, 2020, 2007.09845.

Assessing Treatment Effect Variation in Observational Studies: Results from a Data Challenge

Avi Feller, Spencer Woody, Jared Murray, 2019, Observational Studies.

BFRM : Software for Bayesian Factor Regression Models

Carlos M. Carvalho, Quanli Wang, Mike West, 2007 .

Variable Selection in Seemingly Unrelated Regressions with Random Predictors

David Puelz, P. Richard Hahn, Carlos Carvalho, 2016, 1605.08963.

Dynamic financial index models: Modeling conditional dependencies via graphs

Hao Wang, Carlos M. Carvalho, Craig Reeson, 2011 .

Forecasting High-Dimensional, Time-Varying Covariance Matrices for Portfolio Selection

C. Carvalho, Jesse Windle, 2012 .

Volatility in Prediction Markets : A Measure of Information Flow in Political Campaigns

C. Carvalho, Tony O’Hagan, Jill Rickershauser, 2008 .

Extracting S&P500 and NASDAQ Volatility: The Credit Crisis of 2007–2008

Carlos M. Carvalho, José Mario Quintana, James G. Scott, 2018 .

Online Bayesian learning in dynamic models: an illustrative introduction to particle methods

Carlos M. Carvalho, Hedibert F. Lopes, C. Carvalho, 2013 .

Characterizing the uncertainty of climate change projections using hierarchical models

Carlos M. Carvalho, Jill Rickershauser, C. Carvalho, 2018, Oxford Handbooks Online.

BART with targeted smoothing: An analysis of patient-specific stillbirth risk

James G. Scott, Carlos M. Carvalho, Jared S. Murray, 2018, The Annals of Applied Statistics.

Dynamic Stock Selection Strategies: A Structured Factor Model Framework

Manuel Mendoza, Carlos M. Carvalho, Hedibert F. Lopes, 2012 .

Efficient Data Augmentation in Dynamic Models for Binary and Count Data

James G. Scott, C. Carvalho, Liangrui Sun, 2013, 1308.0774.

Regret-based Selection for Sparse Dynamic Portfolios

David Puelz, P. Richard Hahn, Carlos M. Carvalho, 2017, 1706.10180.

Simulation of Hyper-Inverse Wishart Distributions for Non-decomposable Graphs

Carlos M. Carvalho, C. Carvalho, Hao Wang, 2010 .

Industry-Level Baseline Risk of COVID-19 Infection

Taylor J. Canann, C. Carvalho, R. Lowery, 2020, Social Science Research Network.

A Tractable State-Space Model for Symmetric Positive-Definite Matrices

Jesse Windle, Carlos M. Carvalho, C. Carvalho, 2013, 1310.5951.

On the Long Run Volatility of Stocks

C. Carvalho, R. McCulloch, H. Lopes, 2017 .

A genomic strategy to elucidate modules of oncogenic pathway signaling networks.

Jeffrey T. Chang, Michael L. Gatza, M. West, 2009, Molecular cell.

Particle learning for general mixtures

Nicholas G. Polson, C. Carvalho, H. Lopes, 2010 .