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