Nicholas G. Polson

20 catalog papers. Name-matched publications do not establish a verified researcher identity.

Booth School of Business, University of Chicago

Publications

• Deep Learning in Characteristics-Sorted Factor Models — Journal of Financial and Quantitative Analysis 2024
• Default Bayesian analysis with global-local shrinkage priors — Biometrika 2016
• Mixtures, envelopes and hierarchical duality — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• The Bayesian bridge — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2014
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables — Journal of the American Statistical Association 2013
• Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model — Journal of the American Statistical Association 2012
• Local shrinkage rules, Lévy processes and regularized regression — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2012
• Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors — The Annals of Applied Statistics 2012
• Dynamic Trees for Learning and Design — Journal of the American Statistical Association 2011
• Predictive Macro-Finance With Dynamic Partition Models — Journal of the American Statistical Association 2011
• The horseshoe estimator for sparse signals — Biometrika 2010
• Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices — The Review of Financial Studies 2009
• Practical filtering with sequential parameter learning — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
• Diagnostic Measures for Model Criticism — Journal of the American Statistical Association 1996
• On the Geometric Convergence of the Gibbs Sampler — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1994
• Bayes factors for discrete observations from diffusion processes — Biometrika 1994
• A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling — Journal of the American Statistical Association 1992
• On the Expected Amount of Information from a Non-Linear Model — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1992
• A Bayesian Decision Theoretic Characterization of Poisson Processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1991
• A representation of the posterior mean for a location model — Biometrika 1991