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Carlos M. Carvalho



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Selected Bibliography for Carlos M. Carvalho
Assistant Professor of Econometrics and Statistics



Accessing Articles

"Factor Stochastic Volatility with Time Varying Loadings and Markov Switching Regimes." Hedibert Freitas Lopes and Carlos M. Carvalho; Journal of Statistical Planning and Inference, 2007, 137(10), pp. 3082-91.

http://dx.doi.org/10.1016/j.jspi.2006.06.047

"Dynamic Matrix-Variate Graphical Models." Carlos M. Carvalho and Mike West; Bayesian Analysis, 2007, 2(1), pp. 69-98.

http://ba.stat.cmu.edu/journal/2007/vol02/issue01/carvalho.pdf

"Simulation-Based Sequential Analysis of Markov Switching Stochastic Volatility Models." Carlos M. Carvalho and Hedibert F. Lopes; Computational Statistics & Data Analysis, 2007, 51(9), pp. 4526-42.

http://dx.doi.org/10.1016/j.csda.2006.07.019

"Sparse Statistical Modelling in Gene Expression Genomics," Joe Lucas, Carlos M. Carvalho, Quanli Wang, Andrea Bild, Joe Nevins and Mike West, in K.-A. Do, P. Müller and M. Vannucci: Bayesian Inference for Gene Expression and Proteomics. Cambridge: Cambridge University Press, 2006, pp. 155-76

Structure and Sparsity in High-Dimensional Multivariate Analysis; Carlos Marinho Carvalho; Ph.D. Dissertation, Duke University, 2006.

http://proquest.umi.com/pqdweb?did=1280145951&Fmt=7&clientId=13392&RQT=309&VName=PQD

"Experiments in Stochastic Computation for High-Dimensional Graphical Models." Beatrix Jones, Carlos M. Carvalho, Adrian Dobra, Chris Hans, Chris Carter and Mike West; Statistical Science, 2005, 20(4), pp. 388-400.

http://projecteuclid.org/euclid.ss/1137076659

 

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