← All authors Vadim Sokolov George Mason University (from arXiv:2301.00251, 2022) · ORCID · OpenAlex
23 papers in scope · 22 published · 1 on the econ.EM arXiv · 1,302 citations · h-index 7 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Kevin Li Christian Hansen Daniel Jacob Victor Chernozhukov Susan Athey Martin Spindler Ye Luo Maria Nareklishvili Xinkun Nie Nicholas G. Polson Guido W. Imbens Aldo Gael Carranza Daniel Chen Ruoxuan Xiong Alexandre Belloni Stefan Wager Yang Xue-lin Michael I. Jordan Licong Lin Nichole Austin Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (1 of 23)
Generative AI for Bayesian Computation
published 2025 · Entropy · 1 citations · first circulated 2023
Kolmogorov GAM Networks Are All You Need!
published 2025 · Entropy · 2 citations
with Sarah Polson
Negative Probability
published 2025 · Applied Stochastic Models in Business and Industry · 2 citations · first circulated 2024
with Nick Polson
Generative Bayesian Computation for Maximum Expected Utility
published 2024 · Entropy · 1 citations
with Nick Polson, Fabrizio Ruggeri
Merging two cultures: Deep and statistical learning
published 2024 · Wiley Interdisciplinary Reviews Computational Statistics · 4 citations · first circulated 2021
On the Value of Chess Squares
published 2023 · Entropy · 3 citations
Deep generative models for vehicle speed trajectories
published 2023 · Applied Stochastic Models in Business and Industry · first circulated 2021
with Farnaz Behnia, Dominik Karbowski
Quantum Bayesian computation
published 2023 · Applied Stochastic Models in Business and Industry · 3 citations · first circulated 2022
with Nick Polson, Jianeng Xu
Deep partial least squares for instrumental variable regression
published 2023 · Applied Stochastic Models in Business and Industry · 2 citations · first circulated 2022
On the probability of Magnus Carlsen reaching 2900
published 2023 · Applied Stochastic Models in Business and Industry · first circulated 2022
working paper 2022 · arXiv
Data Augmentation for Bayesian Deep Learning
published 2022 · Bayesian Analysis · 6 citations
Analyzing Stochastic Computer Models: A Review with Opportunities
published 2022 · Statistical Science · 56 citations · first circulated 2020
with Evan Baker, Pierre Barbillon, Arindam Fadikar, Robert B. Gramacy, Radu Herbei, David Higdon, Jiangeng Huang, Leah R. Johnson, Pulong Ma, Anirban Mondal, Bianica Pires, Jerome Sacks, …
Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations”
published 2020 · Applied Stochastic Models in Business and Industry
Deep learning: Computational aspects
published 2020 · Wiley Interdisciplinary Reviews Computational Statistics
Deep learning for energy markets
published 2020 · Applied Stochastic Models in Business and Industry
with Michael Polson
Deep Learning
published 2019 · Wiley StatsRef: Statistics Reference Online · 4 citations · first circulated 2018
Bayesian regularization: From Tikhonov to horseshoe
published 2019 · Wiley Interdisciplinary Reviews Computational Statistics · 41 citations
Deep learning for spatio‐temporal modeling: Dynamic traffic flows and high frequency trading
published 2018 · Applied Stochastic Models in Business and Industry · 15 citations · first circulated 2017
Deep Learning: A Bayesian Perspective
published 2017 · Bayesian Analysis · 122 citations
Deep learning for short-term traffic flow prediction
published 2017 · Transportation Research Part C Emerging Technologies · 1013 citations
Discussion of ‘Deep learning for finance: deep portfolios’
published 2017 · Applied Stochastic Models in Business and Industry · 13 citations
POLARIS: Agent-based modeling framework development and implementation for integrated travel demand and network and operations simulations
published 2015 · Transportation Research Part C Emerging Technologies · 14 citations
with Joshua Auld, Michael A. Hope, Hubert Ley, Bo Xu, Kuilin Zhang
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).