RL

Ruben Loaiza-Maya

0000-0003-4132-8355

econ.EMstat.MEstat.APstat.COstat.MLcs.LGq-fin.STcs.AIecon.GNq-fin.EC

On Valency

published · living versions

A Multinomial Probit Model for Asymmetric Choice Responses

with Cash Looi, Didier Nibbering

1 version

W_9zvr7xdav1 · current

Preprints & journals

22 papers in the corpus · 2017–2026

Scalable likelihood-based inference for limited dependent variable models

David T. Frazier, Ruben Loaiza-Maya, Didier Nibbering

0 citations

2608.13851v22026arXiv

A Multinomial Probit Model for Asymmetric Choice Responses

Cash Looi, Ruben Loaiza-Maya, Didier Nibbering

0 citations

2608.10336v12026arXiv

Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice

Weiben Zhang, Ruben Loaiza-Maya, Michael Stanley Smith et al.

0 citations

2602.12577v22026arXiv

ABC-based Forecasting in State Space Models

Chaya Weerasinghe, Ruben Loaiza-Maya, Gael M. Martin et al.

1 citation

2311.01021v12023arXiv

Hybrid unadjusted Langevin methods for high-dimensional latent variable models

Ruben Loaiza-Maya, Didier Nibbering, Dan Zhu

1 citation

2306.14445v12023arXiv

Optimal probabilistic forecasts for risk management

Yuru Sun, Worapree Maneesoonthorn, Ruben Loaiza-Maya et al.

0 citations

2303.01651v12023arXiv

Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models

Weiben Zhang, Michael Stanley Smith, Worapree Maneesoonthorn et al.

2 citations

2302.13536v22023arXiv

Bayesian Forecasting in Economics and Finance: A Modern Review

Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn et al.

45 citations

2212.03471v22022arXiv

Efficient variational approximations for state space models

Rub'en Loaiza-Maya, Didier Nibbering

1 citation

2210.11010v32022arXiv

Bayesian Neural Network Versus Ex-Post Calibration For Prediction Uncertainty

Satya Borgohain, Klaus Ackermann, Ruben Loaiza-Maya

0 citations

2209.14594v12022arXiv

Fast variational Bayes methods for multinomial probit models

Rub'en Loaiza-Maya, Didier Nibbering

11 citations

2202.12495v22022arXiv

Implicit copula variational inference

Michael Stanley Smith, Rub'en Loaiza-Maya

0 citations

2111.09511v32021arXiv

Variational Bayes in State Space Models: Inferential and Predictive Accuracy

David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin

15 citations

2106.12262v32021arXiv

Loss-Based Variational Bayes Prediction

David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin et al.

18 citations

2104.14054v22021arXiv

Optimal probabilistic forecasts: When do they work?

Gael M. Martin, Rub'en Loaiza-Maya, David T. Frazier et al.

15 citations

2009.09592v12020arXiv

Robust Approximate Bayesian Computation: An Adjustment Approach

David T. Frazier, Christopher Drovandi, Ruben Loaiza-Maya

5 citations

2008.04099v12020arXiv

Scalable Bayesian estimation in the multinomial probit model

Ruben Loaiza-Maya, Didier Nibbering

9 citations

2007.13247v22020arXiv

Fast and Accurate Variational Inference for Models with Many Latent Variables

Rub'en Loaiza-Maya, Michael Stanley Smith, David J. Nott et al.

43 citations

2005.07430v32020arXiv

Focused Bayesian Prediction

Ruben Loaiza-Maya, Gael M. Martin, David T. Frazier

30 citations

1912.12571v22019arXiv

High-dimensional copula variational approximation through transformation

Michael Stanley Smith, Ruben Loaiza-Maya, David J. Nott

31 citations

1904.07495v22019arXiv

Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series

Ruben Loaiza-Maya, Michael Stanley Smith

14 citations

1712.09150v22017arXiv

Time Series Copulas for Heteroskedastic Data

Rub'en Loaiza-Maya, Michael S. Smith, Worapree Maneesoonthorn

36 citations

1701.07152v12017arXiv

Career total: 63 works. 22 are in this corpus.

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