Edit Profile (opens in new tab) Carvalho, Carlos Marinho Co-Author Distance Author ID: carvalho.carlos-marinho Published as: Carvalho, Carlos M.; Carvalho, Carlos; Carvalho, Carlos Marinho; Carvalho, C. M. more...less External Links: MGP Documents Indexed: 32 Publications since 2005 Co-Authors: 35 Co-Authors with 30 Joint Publications 468 Co-Co-Authors all top 5 Co-Authors 0 single-authored 7 Hahn, P. Richard 6 Lopes, Hedibert Freitas 5 West, Mike 4 Murray, Jared S. 4 Polson, Nicholas G. 4 Scott, James G. 3 Puelz, David W. 2 Fisher, Jared D. 2 He, Jingyu 2 Lucas, Joseph Edward 2 Massam, Helene M. 2 McCulloch, Robert Edward 2 Starling, Jennifer E. 2 Wang, Hao 2 Windle, Jesse 1 Aiken, Abigail R. A. 1 Arbel, Julyan 1 Bashir, Amir 1 Briol, François-Xavier 1 Bukowski, Radek K. 1 Bystrova, Daria 1 Caron, Alberto 1 Carter, Chris K. 1 Chang, Jeffrey T. 1 Dobra, Adrian 1 Flaxman, Seth R. 1 George, Edward I. 1 Gonzaga de Oliveira, Sanderson L. 1 Hans, Chris 1 Hernández, Belinda 1 Hu, Liangyuan 1 Johannes, Michael S. 1 Jones, Beatrix 1 Jones, M. Beatrix 1 Krantsevich, Nikolay M. 1 Li, Fan 1 Liu, Xing 1 Lohr, Patricia A. 1 Manolopoulou, Ioanna 1 Masini, Ricardo P. 1 Medeiros, Marcelo C. 1 Moral, Rafael A. 1 Mukherjee, Sayan 1 Nevins, Joseph R. 1 Oganisian, Arman 1 O’Neill, Eoghan 1 Papadogeorgou, Georgia 1 Parnell, Andrew C. 1 Pettenuzzo, Davide 1 Prado, Estevão B. 1 Rahier, Thibaud 1 Rajaratnam, Bala 1 Ray, Kolyan 1 Reeson, Craig 1 Roy, Jason A. 1 Szabó, Botond 1 Taddy, Matthew A. 1 Van der Vaart, Adrianus Willem 1 Wager, Stefan 1 Wang, Quanli 1 Woody, Spencer 1 Zhu, Harrison all top 5 Serials 9 Bayesian Analysis 4 Journal of the American Statistical Association 4 The Annals of Applied Statistics 3 Biometrika 2 Statistical Science 1 The Annals of Statistics 1 Journal of Econometrics 1 Journal of Statistical Planning and Inference 1 Computational Statistics and Data Analysis 1 Journal of Combinatorial Optimization 1 Brazilian Journal of Probability and Statistics 1 Statistical Applications in Genetics and Molecular Biology 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics all top 5 Fields 30 Statistics (62-XX) 6 Numerical analysis (65-XX) 4 Combinatorics (05-XX) 4 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Biology and other natural sciences (92-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 733 times in 562 Documents Cited by ▼ Year ▼ The horseshoe estimator for sparse signals. Zbl 1406.62021Carvalho, Carlos M.; Polson, Nicholas G.; Scott, James G. 219 2010 High-dimensional sparse factor modeling: applications in gene expression genomics. Zbl 1286.62091Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike 78 2008 Experiments in stochastic computation for high-dimensional graphical models. Zbl 1130.62408Jones, Beatrix; Carvalho, Carlos; Dobra, Adrian; Hans, Chris; Carter, Chris; West, Mike 56 2005 Particle learning and smoothing. Zbl 1328.62541Carvalho, Carlos M.; Johannes, Michael S.; Lopes, Hedibert F.; Polson, Nicholas G. 54 2010 Objective Bayesian model selection in Gaussian graphical models. Zbl 1170.62020Carvalho, C. M.; Scott, J. G. 42 2009 Flexible covariance estimation in graphical Gaussian models. Zbl 1168.62054Rajaratnam, Bala; Massam, Hélène; Carvalho, Carlos M. 38 2008 Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective. Zbl 1373.62036Hahn, P. Richard; Carvalho, Carlos M. 31 2015 Simulation of hyper-inverse Wishart distributions in graphical models. Zbl 1135.62011Carvalho, Carlos M.; Massam, Hélène; West, Mike 31 2007 Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion). Zbl 1475.62102Hahn, P. Richard; Murray, Jared S.; Carvalho, Carlos M. 27 2020 Dynamic matrix-variate graphical models. Zbl 1331.62040Carvalho, Carlos M.; West, Mike 26 2007 Simulation-based sequential analysis of Markov switching stochastic volatility models. Zbl 1162.62426Carvalho, Carlos M.; Lopes, Hedibert F. 23 2007 Particle learning for general mixtures. Zbl 1330.62348Carvalho, Carlos M.; Lopes, Hedibert F.; Polson, Nicholas G.; Taddy, Matt A. 20 2010 Factor stochastic volatility with time varying loadings and Markov switching regimes. Zbl 1331.62064Lopes, Hedibert Freitas; Carvalho, Carlos Marinho 17 2007 Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. Zbl 1329.60008Wang, Hao; Carvalho, Carlos M. 12 2010 Regularization and confounding in linear regression for treatment effect estimation. Zbl 06873722Hahn, P. Richard; Carvalho, Carlos M.; Puelz, David; He, Jingyu 11 2018 BART with targeted smoothing: an analysis of patient-specific stillbirth risk. Zbl 1439.62228Starling, Jennifer E.; Murray, Jared S.; Carvalho, Carlos M.; Bukowski, Radek K.; Scott, James G. 9 2020 ArCo: an artificial counterfactual approach for high-dimensional panel time-series data. Zbl 1452.62891Carvalho, Carlos; Masini, Ricardo; Medeiros, Marcelo C. 8 2018 Dynamic financial index models: modeling conditional dependencies via graphs. Zbl 1330.91187Wang, Hao; Reeson, Craig; Carvalho, Carlos M. 8 2011 Variable selection in seemingly unrelated regressions with random predictors. Zbl 1384.62262Puelz, David; Hahn, P. Richard; Carvalho, Carlos M. 6 2017 Post-processing posteriors over precision matrices to produce sparse graph estimates. Zbl 1435.62103Bashir, Amir; Carvalho, Carlos M.; Hahn, P. Richard; Jones, M. Beatrix 5 2019 Partial factor modeling: predictor-dependent shrinkage for linear regression. Zbl 06224982Hahn, P. Richard; Carvalho, Carlos M.; Mukherjee, Sayan 5 2013 A Bayesian analysis strategy for cross-study translation of gene expression biomarkers. Zbl 1276.92066Lucas, Joseph; Carvalho, Carlos; West, Mike 4 2009 A tractable state-space model for symmetric positive-definite matrices. Zbl 1327.62170Windle, Jesse; Carvalho, Carlos M. 4 2014 Model interpretation through lower-dimensional posterior summarization. Zbl 07499889Woody, Spencer; Carvalho, Carlos M.; Murray, Jared S. 3 2021 On the long-run volatility of stocks. Zbl 1402.62333Carvalho, Carlos M.; Lopes, Hedibert F.; McCulloch, Robert E. 2 2018 Bayesian statistics with a smile: a resampling-sampling perspective. Zbl 1319.62062Lopes, Hedibert F.; Polson, Nicholas G.; Carvalho, Carlos M. 1 2012 Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation. Zbl 1478.62344Starling, Jennifer E.; Murray, Jared S.; Lohr, Patricia A.; Aiken, Abigail R. A.; Carvalho, Carlos M.; Scott, James G. 1 2021 Model interpretation through lower-dimensional posterior summarization. Zbl 07499889Woody, Spencer; Carvalho, Carlos M.; Murray, Jared S. 3 2021 Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation. Zbl 1478.62344Starling, Jennifer E.; Murray, Jared S.; Lohr, Patricia A.; Aiken, Abigail R. A.; Carvalho, Carlos M.; Scott, James G. 1 2021 Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion). Zbl 1475.62102Hahn, P. Richard; Murray, Jared S.; Carvalho, Carlos M. 27 2020 BART with targeted smoothing: an analysis of patient-specific stillbirth risk. Zbl 1439.62228Starling, Jennifer E.; Murray, Jared S.; Carvalho, Carlos M.; Bukowski, Radek K.; Scott, James G. 9 2020 Post-processing posteriors over precision matrices to produce sparse graph estimates. Zbl 1435.62103Bashir, Amir; Carvalho, Carlos M.; Hahn, P. Richard; Jones, M. Beatrix 5 2019 Regularization and confounding in linear regression for treatment effect estimation. Zbl 06873722Hahn, P. Richard; Carvalho, Carlos M.; Puelz, David; He, Jingyu 11 2018 ArCo: an artificial counterfactual approach for high-dimensional panel time-series data. Zbl 1452.62891Carvalho, Carlos; Masini, Ricardo; Medeiros, Marcelo C. 8 2018 On the long-run volatility of stocks. Zbl 1402.62333Carvalho, Carlos M.; Lopes, Hedibert F.; McCulloch, Robert E. 2 2018 Variable selection in seemingly unrelated regressions with random predictors. Zbl 1384.62262Puelz, David; Hahn, P. Richard; Carvalho, Carlos M. 6 2017 Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective. Zbl 1373.62036Hahn, P. Richard; Carvalho, Carlos M. 31 2015 A tractable state-space model for symmetric positive-definite matrices. Zbl 1327.62170Windle, Jesse; Carvalho, Carlos M. 4 2014 Partial factor modeling: predictor-dependent shrinkage for linear regression. Zbl 06224982Hahn, P. Richard; Carvalho, Carlos M.; Mukherjee, Sayan 5 2013 Bayesian statistics with a smile: a resampling-sampling perspective. Zbl 1319.62062Lopes, Hedibert F.; Polson, Nicholas G.; Carvalho, Carlos M. 1 2012 Dynamic financial index models: modeling conditional dependencies via graphs. Zbl 1330.91187Wang, Hao; Reeson, Craig; Carvalho, Carlos M. 8 2011 The horseshoe estimator for sparse signals. Zbl 1406.62021Carvalho, Carlos M.; Polson, Nicholas G.; Scott, James G. 219 2010 Particle learning and smoothing. Zbl 1328.62541Carvalho, Carlos M.; Johannes, Michael S.; Lopes, Hedibert F.; Polson, Nicholas G. 54 2010 Particle learning for general mixtures. Zbl 1330.62348Carvalho, Carlos M.; Lopes, Hedibert F.; Polson, Nicholas G.; Taddy, Matt A. 20 2010 Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. Zbl 1329.60008Wang, Hao; Carvalho, Carlos M. 12 2010 Objective Bayesian model selection in Gaussian graphical models. Zbl 1170.62020Carvalho, C. M.; Scott, J. G. 42 2009 A Bayesian analysis strategy for cross-study translation of gene expression biomarkers. Zbl 1276.92066Lucas, Joseph; Carvalho, Carlos; West, Mike 4 2009 High-dimensional sparse factor modeling: applications in gene expression genomics. Zbl 1286.62091Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike 78 2008 Flexible covariance estimation in graphical Gaussian models. Zbl 1168.62054Rajaratnam, Bala; Massam, Hélène; Carvalho, Carlos M. 38 2008 Simulation of hyper-inverse Wishart distributions in graphical models. Zbl 1135.62011Carvalho, Carlos M.; Massam, Hélène; West, Mike 31 2007 Dynamic matrix-variate graphical models. Zbl 1331.62040Carvalho, Carlos M.; West, Mike 26 2007 Simulation-based sequential analysis of Markov switching stochastic volatility models. Zbl 1162.62426Carvalho, Carlos M.; Lopes, Hedibert F. 23 2007 Factor stochastic volatility with time varying loadings and Markov switching regimes. Zbl 1331.62064Lopes, Hedibert Freitas; Carvalho, Carlos Marinho 17 2007 Experiments in stochastic computation for high-dimensional graphical models. Zbl 1130.62408Jones, Beatrix; Carvalho, Carlos; Dobra, Adrian; Hans, Chris; Carter, Chris; West, Mike 56 2005 all cited Publications top 5 cited Publications all top 5 Cited by 1,118 Authors 14 Lopes, Hedibert Freitas 13 Carvalho, Carlos Marinho 12 Dunson, David Brian 12 Polson, Nicholas G. 11 Rajaratnam, Bala 11 Ročková, Veronika 10 Khare, Kshitij 9 Bhadra, Anindya 9 Ghosh, Malay 8 Baladandayuthapani, Veerabhadran 8 Mallick, Bani K. 7 Hahn, P. Richard 7 Murray, Jared S. 7 West, Mike 6 Datta, Jyotishka 6 Ghosal, Subhashis 6 Ji, Yuan 6 Kowal, Daniel R. 6 Lucas, Joseph Edward 6 Massam, Helene M. 6 Morris, Jeffrey S. 6 Müller, Peter 6 Nott, David John 6 Scott, James G. 5 Consonni, Guido 5 Dobra, Adrian 5 George, Edward I. 5 Lee, Jaeyong 5 Lee, Kyoungjae 5 Martin, Ryan 5 Ntzoufras, Ioannis 5 Pati, Debdeep 5 Van der Vaart, Adrianus Willem 5 Vannucci, Marina 4 Banerjee, Sayantan 4 Bhattacharya, Anirban 4 Carin, Lawrence 4 Casarin, Roberto 4 Dominici, Francesca 4 Klein, Nadja 4 Lenkoski, Alex 4 Nakajima, Jouchi 4 Parmigiani, Giovanni 4 Reich, Brian James 4 Rodríguez, Abel 4 Smith, Michael Stanley 4 Stingo, Francesco Claudio 4 Sugasawa, Shonosuke 4 Walker, Stephen Grahm 4 Wang, Hao 4 Wegkamp, Marten H. 4 Willard, Brandon T. 3 Antonelli, Joseph L. 3 Bai, Ray 3 Bing, Xin 3 Bondell, Howard D. 3 Bunea, Florentina 3 Castillo, Ismaël 3 Corander, Jukka 3 De Iorio, Maria 3 Fearnhead, Paul 3 Gamerman, Dani 3 Ghosh, Jayanta Kumar 3 Guhaniyogi, Rajarshi 3 Guindani, Michele 3 He, Jingyu 3 Huber, Florian 3 Irie, Kaoru 3 Kohn, Robert J. 3 Kundu, Suprateek 3 Li, Yunfan 3 Maheu, John M. 3 Mayrink, Vinicius Diniz 3 McCormick, Tyler H. 3 Mitra, Riten 3 Mukherjee, Sayan 3 Omori, Yasuhiro 3 Ormerod, John T. 3 Papadogeorgou, Georgia 3 Parnell, Andrew C. 3 Pourahmadi, Mohsen 3 Prado, Raquel 3 Roy, Arkaprava 3 Shin, Minsuk 3 Singh, Sumeetpal Sidhu 3 Tsay, Ruey S. 3 Vehtari, Aki 3 Wand, Matthew P. 3 Wells, Martin T. 2 Abanto-Valle, Carlos Antonio 2 Aktekin, Tevfik 2 Ando, Tomohiro 2 Argiento, Raffaele 2 Berger, James Orvis 2 Beskos, Alexandros 2 Bhattacharya, Sourabh 2 Bielza, Concha 2 Billio, Monica 2 Cao, Xuan 2 Caron, Alberto ...and 1,018 more Authors all top 5 Cited in 93 Serials 51 The Annals of Applied Statistics 50 Journal of the American Statistical Association 42 Computational Statistics and Data Analysis 35 Bayesian Analysis 32 Electronic Journal of Statistics 27 Statistics and Computing 26 Journal of Computational and Graphical Statistics 22 Journal of Econometrics 19 The Annals of Statistics 19 Biometrics 17 Journal of Multivariate Analysis 11 Journal of Statistical Planning and Inference 11 Statistical Science 9 Journal of Statistical Computation and Simulation 8 Journal of Applied Statistics 7 Econometric Reviews 6 Computational Statistics 6 Communications in Statistics. Simulation and Computation 6 Bernoulli 6 Brazilian Journal of Probability and Statistics 6 Statistical Applications in Genetics and Molecular Biology 5 Machine Learning 5 Sankhyā. Series A 5 SIAM/ASA Journal on Uncertainty Quantification 4 The Canadian Journal of Statistics 4 Statistics & Probability Letters 4 Statistica Sinica 4 Studies in Nonlinear Dynamics and Econometrics 4 Journal of Machine Learning Research (JMLR) 4 Statistical Methods and Applications 4 Statistical Methodology 4 Sankhyā. Series B 3 Psychometrika 3 Biometrical Journal 3 International Journal of Approximate Reasoning 3 Journal of Economic Dynamics & Control 3 Communications in Statistics. Theory and Methods 3 European Journal of Operational Research 3 Statistical Modelling 3 Journal of Statistical Theory and Practice 2 Advances in Applied Probability 2 Scandinavian Journal of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Automatica 2 International Economic Review 2 Journal of Mathematical Psychology 2 Journal of Time Series Analysis 2 Statistics 2 Neural Networks 2 Linear Algebra and its Applications 2 Test 2 Australian & New Zealand Journal of Statistics 2 Applied Stochastic Models in Business and Industry 2 Journal of the Korean Statistical Society 2 Statistical Analysis and Data Mining 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Journal of the Japan Statistical Society. Japanese Issue 1 The American Statistician 1 Artificial Intelligence 1 Computer Methods in Applied Mechanics and Engineering 1 Inverse Problems 1 Journal of the Franklin Institute 1 Mathematical Biosciences 1 Physica A 1 International Statistical Review 1 Metron 1 Insurance Mathematics & Economics 1 Circuits, Systems, and Signal Processing 1 Journal of Classification 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annals of Operations Research 1 Stochastic Processes and their Applications 1 Mathematical Programming. Series A. Series B 1 Statistical Papers 1 Journal of Mathematical Chemistry 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Statistical Inference for Stochastic Processes 1 Acta Mathematica Sinica. English Series 1 Econometric Theory 1 Quantitative Finance 1 Asia-Pacific Financial Markets 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Journal of Forecasting 1 Advances in Data Analysis and Classification. ADAC 1 AStA. Advances in Statistical Analysis 1 Foundations and Trends in Econometrics 1 Journal of Probability and Statistics 1 Journal of Theoretical Biology 1 Mathematical Foundations of Computing 1 Japanese Journal of Statistics and Data Science 1 Statistical Theory and Related Fields 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 21 Fields 531 Statistics (62-XX) 64 Numerical analysis (65-XX) 47 Biology and other natural sciences (92-XX) 44 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 41 Probability theory and stochastic processes (60-XX) 33 Computer science (68-XX) 18 Combinatorics (05-XX) 6 Operations research, mathematical programming (90-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Information and communication theory, circuits (94-XX) 3 Partial differential equations (35-XX) 3 Systems theory; control (93-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 Group theory and generalizations (20-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year