Loaiza-Maya, Rubén
- Time Series Copulas for Heteroskedastic Data
2017/01/25 by Rubén Loaiza‐Maya, Michael S. Smith, Loaiza-Maya, Rubén +3 · 2 citations
Economics, Econometrics and Finance · #Applications (stat.AP) #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Statistical Finance (q-fin.ST)
- Fast and Accurate Variational Inference for Models with Many Latent\n Variables
2020/05/15 by Rubén Loaiza‐Maya, Loaiza-Maya, Rubén, Smith, Michael Stanley +4 · 2 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #62P20 #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #G.3 #Gaussian Processes and Bayesian Inference #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Implicit Copula Variational Inference
2021/11/18 by Rubén Loaiza‐Maya, Smith, Michael Stanley, Loaiza-Maya, Rubén · 1 citation
Mathematics · Computer Science · #Statistical Methods and Inference #Data Analysis with R #Statistical Methods and Bayesian Inference
- Fast variational Bayes methods for multinomial probit models
2022/02/25 by Rubén Loaiza‐Maya, Loaiza-Maya, Rubén, Didier Nibbering +1 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · Energy · #Consumer Market Behavior and Pricing #Econometrics (econ.EM) #Economic and Environmental Valuation #Energy, Environment, and Transportation Policies #FOS: Economics and business