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Matias Quiroz

University of Technology Sydney (per OpenAlex) · ORCID · OpenAlex

12 papers in scope · 11 published · 1 on the econ.EM arXiv · 297 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Thomas K. Kloster
  2. Fred Espen Benth
  3. Laleh Tafakori
  4. Hans Manner
  5. Mark Podolskij
  6. Kim Christensen
  7. Peter Reinhard Hansen
  8. Ilya Archakov
  9. Chen Tong
  10. Tong Chen
  11. Yuta Kurose
  12. Asger Lunde
  13. Giuseppe Storti
  14. Lingxiang Zhang
  15. Qianli Zhao
  16. Yiyao Luo
  17. Xinxian Chen
  18. Tetsuya Takabatake
  19. Chen Zhang
  20. Shifan Yu

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

(1 of 12)

Analysing symbolic data by pseudo-marginal methods
published2026 · Statistics and Computing · first circulated 2024
with Yu Yang, Boris Béranger, Robert Kohn, Scott A. Sisson, Yang Yu
Statistics and Computing
Forecasting realized covariances using HAR-type models
working paper2024 · arXiv
with Laleh Tafakori, Hans Manner
Paper profile arXiv arXiv:2412.10791
The Block-Correlated Pseudo Marginal Sampler for State Space Models
published2024 · Journal of Business and Economic Statistics · 12 citations · first circulated 2016
with David Gunawan, Pratiti Chatterjee, Robert Kohn, Minh-Ngoc Tran, Mattias Villani
Journal of Business and Economic Statistics
Bayesian Analysis of Big Data via Subsampling Markov Chain Monte Carlo
published2023 · Wiley StatsRef: Statistics Reference Online
with Minh-Ngoc Tran
Wiley StatsRef: Statistics Reference Online
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes
published2022 · Econometrics and Statistics · 7 citations · first circulated 2019
with Mattias Villani, Robert Kohn, Robert Salomone, Minh-Ngoc Tran
Econometrics and Statistics
Gaussian Variational Approximations for High-dimensional State Space Models
published2022 · Bayesian Analysis · 18 citations · first circulated 2018
with David J. Nott, Robert Kohn
Bayesian Analysis
The Debiased Spatial Whittle Likelihood
published2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 17 citations · first circulated 2019
with Arthur P. Guillaumin, Adam M. Sykulski, Sofia C. Olhede, Frederik J. Simons, Thomas Goodwin, Mattias Villani, Robert Kohn
Journal of the Royal Statistical Society Series B (Statistical Methodology)
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
published2021 · Journal of Computational and Graphical Statistics · 11 citations · first circulated 2016
with Minh-Ngoc Tran, Mattias Villani, Robert Kohn, Khue-Dung Dang
Journal of Computational and Graphical Statistics
Subsampling sequential Monte Carlo for static Bayesian models
published2020 · Statistics and Computing · 9 citations
with David Gunawan, Khue-Dung Dang, Robert Kohn, Minh-Ngoc Tran
Statistics and Computing
Subsampling MCMC - an Introduction for the Survey Statistician
published2018 · Sankhya A · 18 citations
with Mattias Villani, Robert Kohn, Minh-Ngoc Tran, Khue-Dung Dang
Sankhya A
Speeding Up MCMC by Efficient Data Subsampling
published2018 · Journal of the American Statistical Association · 160 citations · first circulated 2014
with Robert Kohn, Mattias Villani, Minh-Ngoc Tran
Journal of the American Statistical Association
Speeding up MCMC by Delayed Acceptance and Data Subsampling
published2017 · Journal of Computational and Graphical Statistics · 45 citations · first circulated 2015
with Minh-Ngoc Tran, Mattias Villani, Robert Kohn
Journal of Computational and Graphical Statistics

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.