Mattias Villani

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2786-2519

Publications

• Hamiltonian Monte Carlo with Energy Conserving Subsampling — Journal of Machine Learning Research 2019 (name-matched, not ORCID-linked)
• Speeding Up MCMC by Efficient Data Subsampling — Journal of the American Statistical Association 2019
• Tree ensembles with rule structured horseshoe regularization — The Annals of Applied Statistics 2018
• Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios — Journal of Financial and Quantitative Analysis 2014