Nicholas G. Polson

Mathematics · Physical Sciences

37h-index10.1kcitations167works0.52yr avg
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Research Topics

Statistical Methods and Inference(48), Bayesian Methods and Mixture Models(39), Statistical Methods and Bayesian Inference(34), Financial Risk and Volatility Modeling(24), Gaussian Processes and Bayesian Inference(23)

Publications167 total

Bayesian Prediction under Moment Conditioning
arXiv (Cornell University)·2025Open Access
De Finetti + Sanov = Bayes
arXiv (Cornell University)·2025Open Access
Polynomial Log-Marginals and Tweedie's Formula : When Is Bayes Possible?
arXiv (Cornell University)·2025Open Access
Bayesian ICA with super-Gaussian Source Priors
arXiv (Cornell University)·2024Open Access
Merging two cultures: Deep and statistical learning
Wiley Interdisciplinary Reviews Computational Statistics·2024· 2 citedOpen Access
Pochhammer Priors for Sparse Count Models
arXiv (Cornell University)·2024· 1 citedOpen Access
Deep Learning in Characteristics-Sorted Factor Models
Journal of Financial and Quantitative Analysis·2023· 73 cited
Generative AI for Bayesian Computation
arXiv (Cornell University)·2023Open Access
Quantile Importance Sampling
arXiv (Cornell University)·2023Open Access
Deep Partial Least Squares for Empirical Asset Pricing
arXiv (Cornell University)·2022Open Access
Merging Two Cultures: Deep and Statistical Learning
arXiv (Cornell University)·2021· 1 citedOpen Access
Bayesian Inference for Gamma Models
arXiv (Cornell University)·2021· 2 citedOpen Access
A family of multivariate non‐gaussian time series models
Journal of Time Series Analysis·2020· 5 cited
Global-Local Mixtures: A Unifying Framework
Sankhya A·2020· 1 cited
The Horseshoe-Like Regularization for Feature Subset Selection
Sankhya B·2019· 16 cited
PolyaGamma Sampling [R package BayesLogit version 2.1]
2019
Bayesian hypothesis testing: Redux
Brazilian Journal of Probability and Statistics·2019· 1 citedOpen Access
Lasso Meets Horseshoe: A Survey
Statistical Science·2019· 5 citedOpen Access
Bayesian Inference for Polya Inverse Gamma Models
arXiv (Cornell University)·2019· 1 citedOpen Access
Data Augementation with Polya Inverse Gamma
arXiv (Cornell University)·2019Open Access
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Frequent Co-authors

Peter E. Rossi(8), Éric Jacquier(7), James G. Scott(7), Hedibert F. Lopes(5), Bradley P. Carlin(4), Vadim Sokolov(3), Michael Johannes(3), Jonathan Stroud(3), Peter Müller(3), Robert B. Gramacy(3), Guanhao Feng(3), Carlos M. Carvalho(3), Jesse Windle(2), David S. Stoffer(2), Gareth O. Roberts(2), Jingyu He(2), Jianeng Xu(2), Giovanni Parmigiani(2), Brandon T. Willard(2), Robert E. McCulloch(1)