Hedibert F. Lopes

发表

Particle Learning for Sequential Bayesian Computation

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

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

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

Cholesky Realized Stochastic Volatility Model

Yasuhiro Omori, Shinichiro Shirota, Hedibert F. Lopes, 2015 .

Bayesian forecasting and inference in latent structure for the Brazilian Industrial Production Index

Gabriel Huerta, Hedibert F. Lopes, H. Lopes, 2000 .

Approximate methods of inference

Dani Gamerman, Hedibert F. Lopes, D. Gamerman, 2006 .

Particle filters and Bayesian inference in financial econometrics

Hedibert F. Lopes, Ruey S. Tsay, H. Lopes, 2011 .

Analysis of economic data with multiscale spatio-temporal models

Nicholas G. Polson, Hedibert F. Lopes, 2018 .

An introduction to SMC methods for nonnormal/nonlinear dynamic models

Hedibert F. Lopes, H. Lopes, 2008 .

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition

Dani Gamerman, Hedibert F. Lopes, D. Gamerman, 2006 .

BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS

Michael A. West, Hedibert F. Lopes, M. West, 2004 .

Particle learning for Bayesian semi-parametric stochastic volatility model

Hedibert F. Lopes, Pedro Galeano, Audronė Virbickaitė, 2019, Econometric Reviews.

Learning a latent pattern of heterogeneity in the innovation rates of a time series of counts

Hedibert F. Lopes, Helton Graziadei, F PauloC.Marques, 2019, 1907.03155.

The Illusion of the Illusion of Sparsity: An exercise in prior sensitivity.

Hedibert F. Lopes, Bruno Fava, 2020 .

Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model

Nicholas G. Polson, Hedibert F. Lopes, Vanja Dukic, 2012, Journal of the American Statistical Association.

Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model

Hedibert F. Lopes, Audrone Virbickaite, Pedro Galeano, 2014 .

Bayesian Computational Methods in Biomedical Research

Nalini Ravishanker, Peter Müller, Hedibert F. Lopes, 2008 .

Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments

Jingyu He, P. Richard Hahn, Hedibert F. Lopes, 2018 .

Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis

Hedibert F. Lopes, Justin L. Tobias, H. Lopes, 2011 .

Bayesian hypothesis testing: Redux

Nicholas G. Polson, Hedibert F. Lopes, H. Lopes, 2018, Brazilian Journal of Probability and Statistics.

Factor stochastic volatility with time varying loadings and Markov switching regimes

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

Bayesian modeling of financial returns: A relationship between volatility and trading volume

Helio S. Migon, Carlos A. Abanto-Valle, Hedibert F. Lopes, 2010 .

Dynamic Stock Selection Strategies: A Structured Factor Model Framework

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

Tracking Flu Epidemics Using Google Flu Trends and Particle Learning

Nicholas G. Polson, Hedibert F. Lopes, Vanja Dukic, 2009 .

Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models

Alexandra M. Schmidt, Hedibert F. Lopes, Esther Salazar, 2012, 1203.4119.

Bayesian statistics with a smile: A resampling-sampling perspective

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

Spatio‐temporal models for mapping the incidence of malaria in Pará

Alexandra M. Schmidt, Hedibert F. Lopes, A. M. Schmidt, 2005 .

Metropolis-Hastings algorithms

Dani Gamerman, Hedibert F. Lopes, D. Gamerman, 2006 .

The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models

Helio S. Migon, Hedibert F. Lopes, Ralph S. Silva, 2006 .

On the Long-Run Volatility of Stocks

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

Sequential Monte Carlo Estimation of DSGE Models

Francesca Petralia, Hedibert F. Lopes, H. Lopes, 2010 .

Time-varying extreme pattern with dynamic models

Dani Gamerman, Hedibert F. Lopes, Fernando Ferraz do Nascimento, 2016 .

Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns

Nicholas G. Polson, Hedibert F. Lopes, Samir P. Warty, 2018 .

Bayesian Instrumental Variables: Priors and Likelihoods

Nicholas G. Polson, Hedibert F. Lopes, H. Lopes, 2014 .

Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors

Jingyu He, P. Richard Hahn, Hedibert F. Lopes, 2018, Journal of Computational and Graphical Statistics.