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


   Published work
  • Carvalho, Carlos M., Chang, J., Lucas, J., Wang, Q., Nevins, J. and West, M. (2008) High-dimensional Sparse Factor Modelling: Applications in Gene Expression Genomics. Journal of the American Statistical Association, (to appear).

  • Rajaratnam, B., Massam, H. and Carvalho, Carlos M., (2008) Flexible Covariance Estimation in Graphical Gaussian Models. Annals of Statistics, (to appear).

  • Scott, J.G. and Carvalho, Carlos M. (2008) Feature-Inclusion Stochastic Search for Gaussian Graphical Models. Journal of Computational and Graphical Statistics, (to appear)

  • Lucas, J., Carvalho, Carlos M., Merl, D. and West, M.(2008) In-Vitro to In-Vivo Factor Profiling in Expression Genomics. Bayesian Modeling in Bioinformatics, (to appear).

  • Carvalho, Carlos M. and Rickershauser, J.(2008) Volatility in Prediction Markets: A Measure of Information Flow in Political Campaigns. Handbook of Applied Bayesian Analysis, (to appear).

  • Carvalho, Carlos M., Massam, H. and West, M. (2007)Simulation of Hyper Inverse-Wishart Distributions in Graphical Models. Biometrika 94, 647-659.

  • Carvalho, Carlos M. and West, M. (2007)Dynamic Matrix-Variate Graphical Models. Bayesian Analysis 2, 69-98

  • Carvalho, Carlos M. and West, M. (2007)Dynamic Matrix-Variate Graphical Models - A synopsis. Bayesian Statistics 8, 585-590

  • Carvalho, Carlos M. and Lopes, H.F. (2007) Simulation-based Sequential Analysis of Markov Switching Stochastic Volatility Models. Computational Statistics and Data Analysis 51, 4526-4542.

  • Lopes, H.F. and Carvalho, Carlos M. (2007)Factor Stochastic Volatility with Time-varying Loadings and Markov Switching Regimes. Journal of Statistical Planning and Inference 137, 3082-3091.

  • Lucas,J.,Carvalho, C.M., Wang, Q., Bild, A., Nevins, J.R. and West, M. (2006)Sparse Statistical Modelling in Gene Expression Genomics. In Bayesian Inference for Gene Expression and Proteomics.

  • Jones,B., Carvalho,C.M., Dobra,A., Hans,C., Carter,C. and West,M. (2005)Experiments in Stochastic Computation for High-dimensional Graphical Models. Statistical Science, 20, 388-400


  •    Working papers and others
  • Carvalho, Carlos M., Johannes, M., Lopes, H.F. and Polson, N.G. (2008) Particle Learning and Smoothing. (Submitted for publication)

  • Carvalho, Carlos M., Lopes, H.F. and Polson, N.G. (2008) Particle Methods for General Mixtures. (Submitted for publication)

  • Carvalho, Carlos M. and Scott, J.G. (2007) Objective Bayesian Model Selection in Gaussian Graphical Models. (ISDS Discussion Paper -- Submitted for publication)

  • Lucas, J.,Carvalho, Carlos M., Ashley-Chi, J., West, M.(2007) Bench-to-bedside and cross-study projections of genomic biomarkers: An evaluation in breast cancer genomics (ISDS Discussion Paper -- Submitted for publication)

  • Chang, J., Carvalho, Carlos M., Mori, S., Bild, A., Wang, Q., West, M. and Nevins, J. (2007) Decompositing Cellular Signalling Pathways into Functional Units: A Genomic Strategy. (ISDS Discussion Paper -- Submitted for publication)

  • Carvalho, Carlos M. (2007) Smoothing the Transition. Bulletin of the International Society for Bayesian Analysis 14 (4).

  • Wang, Q., Carvalho, Carlos M., Lucas, J. and West, M. (2007) BFRM: Bayesian Factor Regression Modelling. Bulletin of the International Society for Bayesian Analysis 14 (2).


  •    Ph.D. Dissertation


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