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Scalable inference for a full multivariate stochastic volatility model

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Bayesian inference for latent factor copulas and application to financial risk forecasting

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posterior simulation: Gibbs sampling enables application to Bayesian problems, while ARMS is an adaptive strategy that replaces … traditional Metropolis-Hastings updates, which typically require careful tuning. Our simulation study shows favorable performance …

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A generalized counterfactual approach to decomposing differences between populations

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