← All authors Minh-Ngoc Tran The University of Sydney (from arXiv:2506.02796, 2025) · ORCID · OpenAlex
47 papers in scope · 44 published · 5 on the econ.EM arXiv · 800 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Robert Kohn Tra Ngoc Vy Nguyen Chen Liu Chao Wang Adam Clements Christopher Drovandi Dan Li Martin Magris Alexandros Iosifidis Haoyuan Wang Richard Gerlach Slawek Smyl Kasun Bandara Yasin Şimşek Andrew J. Patton Diego S. de Brito Rafael Alves Ruy M. Ribeiro Trong Nghia-Nguyen Darjus Hosszejni 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 (5 of 47)
Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood
published 2025 · Journal of Computational and Graphical Statistics · first circulated 2023
Variational Bayesian inference for models with nuisance parameters and an intractable likelihood
published 2025 · Statistics and Computing · 1 citations
Crisis Communication Management amid Bond Market Volatility in Vietnam (2021–2024)
published 2025 · International Journal of Humanities Education and Social Sciences
with Khuyen Thi Nguyen, Duc-Toan Nguyen
working paper 2025 · arXiv
Bayesian inference for evidence accumulation models with regressors.
published 2025 · Psychological Methods · first circulated 2023
Loss-Based Bayesian Sequential Prediction of Value-at-Risk with a Long-Memory and Non-Linear Realized Volatility Model
published 2025 · Journal of Financial Econometrics · 1 citations · first circulated 2024
Semi-parametric financial risk forecasting incorporating multiple realized measures
published 2024 · Quantitative Finance · 5 citations
A long short-term memory enhanced realized conditional heteroskedasticity model
published 2024 · Economic Modelling · 5 citations
Deep learning enhanced volatility modeling with covariates
published 2024 · Finance research letters · 3 citations · first circulated 2023
The Block-Correlated Pseudo Marginal Sampler for State Space Models
published 2024 · Journal of Business and Economic Statistics · 12 citations · first circulated 2016
Bayesian predictive distributions of oil returns using mixed data sampling volatility models
published 2023 · Resources Policy · 4 citations
working paper 2023 · arXiv
Bayesian Analysis of Big Data via Subsampling Markov Chain Monte Carlo
published 2023 · Wiley StatsRef: Statistics Reference Online
working paper 2023 · arXiv · 1 citations
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes
published 2022 · Econometrics and Statistics · 7 citations · first circulated 2019
Adaptive hierarchical hyper-gradient descent
published 2022 · International Journal of Machine Learning and Cybernetics · 8 citations · first circulated 2020
published 2022 · Journal of Applied Econometrics · 13 citations · first circulated 2020
Variational Bayes
published 2022 · Wiley StatsRef: Statistics Reference Online · 4 citations
published 2022 · Journal of Business and Economic Statistics · 13 citations · first circulated 2019
A dynamic leverage stochastic volatility model
published 2021 · Applied Economics Letters
Variational Bayes on manifolds
published 2021 · Statistics and Computing · 7 citations
with Dang H. Nguyen, Duy Nguyen
Manifold Optimization-Assisted Gaussian Variational Approximation
published 2021 · Journal of Computational and Graphical Statistics · 6 citations · first circulated 2019
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
published 2021 · Journal of Computational and Graphical Statistics · 11 citations · first circulated 2016
Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
published 2021 · Journal of Computational and Graphical Statistics · 7 citations · first circulated 2019
Subsampling sequential Monte Carlo for static Bayesian models
published 2020 · Statistics and Computing · 9 citations
New estimation approaches for the hierarchical Linear Ballistic Accumulator model
published 2020 · Journal of Mathematical Psychology · 12 citations · first circulated 2018
HyperTube: A Framework for Population-Based Online Hyperparameter Optimization with Resource Constraints
published 2020 · IEEE Access · 2 citations
Bayesian Deep Net GLM and GLMM
published 2019 · Journal of Computational and Graphical Statistics · 2 citations
Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins
published 2018 · Statistics and Computing · 20 citations · first circulated 2016
Subsampling MCMC - an Introduction for the Survey Statistician
published 2018 · Sankhya A · 18 citations
Likelihood-free inference in high dimensions with synthetic likelihood
published 2018 · Computational Statistics & Data Analysis · 38 citations
Speeding Up MCMC by Efficient Data Subsampling
published 2018 · Journal of the American Statistical Association · 160 citations · first circulated 2014
Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
published 2017 · Communications in Statistics - Simulation and Computation · first circulated 2016
with Dao Thanh Tung, Tran Manh Cuong
Variational Bayes with synthetic likelihood
published 2017 · Statistics and Computing · 62 citations
Variational Bayes With Intractable Likelihood
published 2017 · Journal of Computational and Graphical Statistics · 91 citations · first circulated 2015
Speeding up MCMC by Delayed Acceptance and Data Subsampling
published 2017 · Journal of Computational and Graphical Statistics · 45 citations · first circulated 2015
Improving the Efficiency of Fully Bayesian Optimal Design of Experiments Using Randomised Quasi-Monte Carlo
published 2016 · Bayesian Analysis · 6 citations
Parallel Variational Bayes for Large Datasets With an Application to Generalized Linear Mixed Models
published 2015 · Journal of Computational and Graphical Statistics · 14 citations
Adaptive Metropolis–Hastings sampling using reversible dependent mixture proposals
published 2014 · Statistics and Computing · 6 citations · first circulated 2013
Copula-Type Estimators for Flexible Multivariate Density Modeling Using Mixtures
published 2013 · Journal of Computational and Graphical Statistics · 9 citations
Bayesian adaptive Lasso
published 2013 · Annals of the Institute of Statistical Mathematics · 150 citations · first circulated 2010
Flexible Multivariate Density Estimation With Marginal Adaptation
published 2012 · Journal of Computational and Graphical Statistics · 10 citations · first circulated 2008
Discussion of “Fast sparse regression and classification” by Jerome Friedman
published 2012 · International Journal of Forecasting
Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
published 2012 · Electronic Journal of Statistics · 14 citations
The predictive Lasso
published 2011 · Statistics and Computing · 15 citations · first circulated 2010
A Criterion for Optimal Predictive Model Selection
published 2010 · Communication in Statistics-Theory and Methods · 3 citations
Model selection with the Loss Rank Principle
published 2009 · Computational Statistics & Data Analysis · 6 citations
with Marcus Hütter
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