Rubén Loaiza‐Maya

Economics, Econometrics and Finance · Social Sciences

10h-index326citations59works1.42yr avg
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Research Topics

Financial Risk and Volatility Modeling(17), Statistical Methods and Inference(14), Monetary Policy and Economic Impact(13), Market Dynamics and Volatility(10), Bayesian Methods and Mixture Models(10)

Publications59 total

Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice
arXiv (Cornell University)·2026Open Access
Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice
ArXiv.org·2026Open Access
Robustifying Approximate Bayesian Computation
arXiv (Cornell University)·2025Open Access
Efficient Importance Variational Approximations for State Space Models
Journal of Business and Economic Statistics·2024Open Access
Natural gradient hybrid variational inference with application to deep mixed models
Statistics and Computing·2024· 1 citedOpen Access
ABC-based forecasting in misspecified state space models
International Journal of Forecasting·2024· 1 citedOpen Access
Loss-Based Variational Bayes Prediction
Journal of Computational and Graphical Statistics·2024· 8 citedOpen Access
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
Journal of Econometrics·2024· 1 citedOpen Access
ABC-based Forecasting in State Space Models
arXiv (Cornell University)·2023· 1 citedOpen Access
Bayesian forecasting in economics and finance: A modern review
International Journal of Forecasting·2023· 32 cited
Hybrid unadjusted Langevin methods for high-dimensional latent variable models
arXiv (Cornell University)·2023Open Access
Optimal probabilistic forecasts for risk management
arXiv (Cornell University)·2023Open Access
Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models
arXiv (Cornell University)·2023Open Access
Bayesian Forecasting in Economics and Finance: A Modern Review
arXiv (Cornell University)·2022· 5 citedOpen Access
Fast Variational Bayes Methods for Multinomial Probit Models
Journal of Business and Economic Statistics·2022· 11 cited
Efficient variational approximations for state space models
arXiv (Cornell University)·2022· 1 citedOpen Access
Variational Bayes in State Space Models: Inferential and Predictive Accuracy
Journal of Computational and Graphical Statistics·2022· 13 cited
Bayesian Neural Network Versus Ex-Post Calibration For Prediction Uncertainty
arXiv (Cornell University)·2022Open Access
Implicit Copula Variational Inference
Journal of Computational and Graphical Statistics·2022· 6 cited
Fast variational Bayes methods for multinomial probit models
arXiv (Cornell University)·2022· 1 citedOpen Access
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Frequent Co-authors

Michael S. Smith(19), Didier Nibbering(13), Gael M. Martin(12), David T. Frazier(12), Worapree Maneesoonthorn(8), David J. Nott(7), Luis Fernando Melo‐Velandia(5), Peter J. Danaher(3), José Eduardo Gómez-González(3), Florian Huber(2), Gary Koop(2), John M. Maheu(2), Anastasios Panagiotelis(2), Andrés Ramírez Hassan(2), Chaya Weerasinghe(2), Dan Zhu(2), Tracey S. Danaher(1), Bonsoo Koo(1), Christopher Drovandi(1), Weiben Zhang(1)