Siddhartha Chib
1992–2023 年に発表
- 34
- 論文数
- 20,102
- 被引用数
- 29
- h 指数
- 32
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Computer Science34.5%
- Mathematics22.3%
- Economics, Econometrics and Finance12.2%
- Biochemistry, Genetics and Molecular Biology5.5%
- Decision Sciences5.4%
- Engineering4.8%
- その他15.3%
トピック
- Bayesian Methods and Mixture Models10.9%
- Statistical Methods and Bayesian Inference8.5%
- Statistical Methods and Inference7.8%
- Financial Risk and Volatility Modeling3.1%
- Gaussian Processes and Bayesian Inference2.9%
- Markov Chains and Monte Carlo Methods2.6%
- その他64.2%
共著者
- Edward Greenberg7
- Neil Shephard5
- Bradley P. Carlin2
- Federico Nardari2
- Ivan Jeliazkov2
- James H. Albert2
- Anna Simoni1
- Antonietta Mira1
- Barton H. Hamilton1
- Guofu Zhou1
- Harry C. Hartkopf1
- Jim Albert1
- Jouchi Nakajima1
- Lingxiao Zhao1
- M. Pitt1
- Neil Shepherd1
- Ola Elerian1
- Rainer Winkelmann1
- Sang‐Joon Kim1
- Sanjib Basu1
- Srikanth Ramamurthy1
- Stefano Peluso1
- Todd A. Kuffner1
- Yasuhiro Omori1
全論文
- Understanding the Metropolis-Hastings Algorithm
著者: Siddhartha Chib, Edward Greenberg - The American Statistician 1995 被引用: 3,714
- Bayesian Analysis of Binary and Polychotomous Response Data
著者: James H. Albert, Siddhartha Chib - Journal of the American Statistical Association 1993 被引用: 3,118
- Markov Chain Monte Carlo Methods: Computation and Inference
著者: Siddhartha Chib - Handbook of econometrics 2001 被引用: 438
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
著者: Sang‐Joon Kim, Neil Shepherd, Siddhartha Chib - The Review of Economic Studies 1998 被引用: 2,327
- Analysis of multivariate probit models
著者: Siddhartha Chib - Biometrika 1998 被引用: 841
- Marginal Likelihood From the Metropolis–Hastings Output
著者: Siddhartha Chib, Ivan Jeliazkov - Journal of the American Statistical Association 2001 被引用: 1,094
- Marginal Likelihood from the Gibbs Output
著者: Siddhartha Chib - Journal of the American Statistical Association 1995 被引用: 1,825
- Bayesian Model Choice Via Markov Chain Monte Carlo Methods
著者: Bradley P. Carlin, Siddhartha Chib - Journal of the Royal Statistical Society Series B (Statistical Methodology) 1995 被引用: 1,017
- Bayes inference in the Tobit censored regression model
著者: Siddhartha Chib - Journal of Econometrics 1992 被引用: 330
- Stochastic volatility with leverage: Fast and efficient likelihood inference
著者: Yasuhiro Omori, Siddhartha Chib, Neil Shephard, Jouchi Nakajima - Journal of Econometrics 2006 被引用: 473
- Likelihood Inference for Discretely Observed Nonlinear Diffusions
著者: Ola Elerian, Siddhartha Chib, Neil Shephard - Econometrica 2001 被引用: 469
- Analysis of high dimensional multivariate stochastic volatility models
著者: Siddhartha Chib, Federico Nardari, Neil Shephard - Journal of Econometrics 2005 被引用: 346
- Estimation and comparison of multiple change-point models
著者: Siddhartha Chib - Journal of Econometrics 1998 被引用: 692
- Calculating posterior distributions and modal estimates in Markov mixture models
著者: Siddhartha Chib - Journal of Econometrics 1996 被引用: 575
- Bayes inference in regression models with ARMA (p, q) errors
著者: Siddhartha Chib, Edward Greenberg - Journal of Econometrics 1994 被引用: 365
- On MCMC sampling in hierarchical longitudinal models
著者: Siddhartha Chib, Bradley P. Carlin - Statistics and Computing, Stat. Comput. 1998 被引用: 192
- Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
著者: Sanjib Basu, Siddhartha Chib - Journal of the American Statistical Association 2003 被引用: 142
- Additive cubic spline regression with Dirichlet process mixture errors
著者: Siddhartha Chib, Edward Greenberg - Journal of Econometrics 2009 被引用: 46
- Markov Chain Monte Carlo
著者: Siddhartha Chib, Harry C. Hartkopf, Siddhartha Chib - International Encyclopedia of Statistical Science 2011 被引用: 4
- Markov chain Monte Carlo methods for stochastic volatility models
著者: Siddhartha Chib, Federico Nardari, Neil Shephard - Journal of Econometrics 2002 被引用: 608
- Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
著者: James H. Albert, Siddhartha Chib - Journal of Business and Economic Statistics 1993 被引用: 455
- Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
著者: Jim Albert, Siddhartha Chib - Journal of the American Statistical Association 1997 被引用: 58
- Semiparametric Multivariate and Multiple Change-Point Modeling
著者: Stefano Peluso, Siddhartha Chib, Antonietta Mira - Bayesian Analysis 2018 被引用: 20
- On conditional variance estimation in nonparametric regression
著者: Siddhartha Chib, Edward Greenberg - Statistics and Computing, Stat. Comput. 2012 被引用: 8
