Rubén Loaiza‐Maya
- 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)
- Bayesian Forecasting in Economics and Finance: A Modern Review
2022/12/07 by Gael M. Martin, Martin, Gael M., David T. Frazier +15 · 3 citations
Decision Sciences · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME)
- Focused Bayesian Prediction
2019/12/29 by Ruben Loaiza‐Maya, Rubén Loaiza‐Maya, Gael M. Martin +4 · 2 citations
Computer Science · Decision Sciences · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #General Economics (econ.GN) #Methodology (stat.ME)
- Fast and Accurate Variational Inference for Models with Many Latent\n Variables
2020/05/15 by Rubén Loaiza‐Maya, Loaiza-Maya, Rubén, David J. Nott +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
- High-dimensional copula variational approximation through transformation
2019/04/16 by Smith, Michael Stanley, Rubén Loaiza‐Maya, Loaiza-Maya, Ruben +2 · 1 citation
Computer Science · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning and Algorithms
- 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
- Bayesian Neural Network Versus Ex-Post Calibration For Prediction Uncertainty
2022/09/29 by Satya Borgohain, Klaus Ackermann, Borgohain, Satya +3 · 1 citation
Computer Science · Engineering · #Anomaly Detection Techniques and Applications #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Fault Detection and Control Systems #I.2 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification
- Optimal probabilistic forecasts for risk management
2023/03/03 by Yuru Sun, Worapree Maneesoonthorn, Sun, Yuru +5 · 1 citation
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- ABC-based Forecasting in State Space Models
2023/11/02 by Chaya Weerasinghe, Rubén Loaiza‐Maya, Weerasinghe, Chaya +5 · 1 citation
Computer Science · Mathematics · #Machine Learning and Algorithms #Markov Chains and Monte Carlo Methods #Target Tracking and Data Fusion in Sensor Networks