Carlos M. Carvalho, Ph.D.
Assistant Professor of Econometrics and Statistics
The University of Chicago
Graduate School of Business


  Software
  • Software for Bayesian Factor Regression Models: A framework for Bayesian modelling and analysis of sparse latent factor and facter-regression models, with a number of developments related to applications in analysis of large-scale gene expression data sets

  • Software for Stochastic Computation in Gaussian Graphical Models

  • The HIW Sampler software for simulation of hyper-inverse Wishart distributions arising in sparse decomposable graphical models



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