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Rubén Loaiza-Maya

Monash University (from arXiv:2210.11010, 2022) · OpenAlex

19 papers in scope · 19 published · 6 on the econ.EM arXiv · 322 citations · h-index 10 (over the papers listed here)

Related authors

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

  1. David T. Frazier
  2. Didier Nibbering
  3. Gael M. Martin
  4. Worapree Maneesoonthorn
  5. Gary Koop
  6. Florian Huber
  7. David J. Nott
  8. Peter J. Danaher
  9. Xuewen Yu
  10. Lin Deng
  11. Luca Onorante
  12. Joshua C. C. Chan
  13. Anastasios Panagiotelis
  14. John M. Maheu
  15. Ryan Zischke
  16. D. S. Poskitt
  17. Florian Ziel
  18. Gregor Kastner
  19. Andrés Ramírez Hassan
  20. Weichang 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

(10 of 19)

Efficient Importance Variational Approximations for State Space Models
published2024 · Journal of Business and Economic Statistics · 1 citations · first circulated 2022
with Didier Nibbering
Paper profile Journal of Business and Economic Statistics arXiv:2210.11010
Natural gradient hybrid variational inference with application to deep mixed models
published2024 · Statistics and Computing · 2 citations · first circulated 2023
with Weiben Zhang, Michael S. Smith, Worapree Maneesoonthorn, Michael Stanley Smith
Statistics and Computing
ABC-based forecasting in misspecified state space models
published2024 · International Journal of Forecasting · 2 citations · first circulated 2023
with Chaya Weerasinghe, Gael M. Martin, David T. Frazier
International Journal of Forecasting
Loss-Based Variational Bayes Prediction
published2024 · Journal of Computational and Graphical Statistics · 8 citations
with David T. Frazier, Gael M. Martin, Bonsoo Koo
Paper profile Journal of Computational and Graphical Statistics arXiv:2104.14054
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
published2024 · Journal of Econometrics · 1 citations · first circulated 2023
with Didier Nibbering, Dan Zhu
Paper profile Journal of Econometrics arXiv:2306.14445
Bayesian forecasting in economics and finance: A modern review
published2023 · International Journal of Forecasting · 38 citations · first circulated 2022
with Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Florian Huber, Gary Koop, John M. Maheu, Didier Nibbering, Anastasios Panagiotelis
Paper profile International Journal of Forecasting arXiv:2212.03471
Fast Variational Bayes Methods for Multinomial Probit Models
published2022 · Journal of Business and Economic Statistics · 11 citations
with Didier Nibbering
Paper profile Journal of Business and Economic Statistics arXiv:2202.12495
Variational Bayes in State Space Models: Inferential and Predictive Accuracy
published2022 · Journal of Computational and Graphical Statistics · 14 citations · first circulated 2021
with David T. Frazier, Gael M. Martin
Paper profile Journal of Computational and Graphical Statistics arXiv:2106.12262
Implicit Copula Variational Inference
published2022 · Journal of Computational and Graphical Statistics · 7 citations · first circulated 2021
with Michael Stanley Smith
Journal of Computational and Graphical Statistics
Scalable Bayesian Estimation in the Multinomial Probit Model
published2021 · Journal of Business and Economic Statistics · 9 citations · first circulated 2020
with Didier Nibbering
Paper profile Journal of Business and Economic Statistics arXiv:2007.13247
Optimal probabilistic forecasts: When do they work?
published2021 · International Journal of Forecasting · 14 citations
with Gael M. Martin, Worapree Maneesoonthorn, David T. Frazier, Andrés Ramírez Hassan
Paper profile International Journal of Forecasting arXiv:2009.09592
Fast and accurate variational inference for models with many latent variables
published2021 · Journal of Econometrics · 5 citations · first circulated 2020
with Michael Stanley Smith, David J. Nott, Peter J. Danaher
Paper profile Journal of Econometrics arXiv:2005.07430
Focused Bayesian prediction
published2021 · Journal of Applied Econometrics · 1 citations
with Gael M. Martin, David T. Frazier
Journal of Applied Econometrics
Advertising Effectiveness for Multiple Retailer-Brands in a Multimedia and Multichannel Environment
published2020 · Journal of Marketing Research · 79 citations
with Peter J. Danaher, Tracey S. Danaher, Michael Stanley Smith
Journal of Marketing Research
High-Dimensional Copula Variational Approximation Through Transformation
published2020 · Journal of Computational and Graphical Statistics · 32 citations · first circulated 2019
with Michael Stanley Smith, David J. Nott
Journal of Computational and Graphical Statistics
Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
published2019 · Journal of Computational and Graphical Statistics · 14 citations · first circulated 2017
with Michael Stanley Smith
Paper profile Journal of Computational and Graphical Statistics arXiv:1712.09150
Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
published2018 · Journal of Business and Economic Statistics · 16 citations
with Michael Stanley Smith, Michael S. Smith
Journal of Business and Economic Statistics
Time series copulas for heteroskedastic data
published2017 · Journal of Applied Econometrics · 33 citations
with Michael S. Smith, Worapree Maneesoonthorn
Journal of Applied Econometrics
Exchange rate contagion in Latin America
published2015 · Research in International Business and Finance · 35 citations
with José Eduardo Gómez-González, Luis Fernando Melo-Velandia
Research in International Business and Finance

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.