Nicholas Polson


"Do Leveraged Funds Deliver Long-Term?" (1998)
Wall Street Journal, Dec 8th.

"Where will Yahoo! Stock be in Five Years?" (2000)(with J. Yasumoto).
Chance, 13, 25-29.

Bayesian Inference (1995) (Edited with G. Tiao).
Edward Elgar Publishing.

Comment "Marginal Likelihoods via the Harmonic Mean Identity" by Raftery et al (2007).
Bayesian Statistics, Valencia, 6.

Comment "Iterative and Recursive Estimation in Structural Nonadaptive Models" (with M. Johannes) (2003).
Journal of Business and Economic Statistics, 493-495.

Comment "Nonlinear Time Series" by Durbin and Koopman (with E. Jacquier) (2000)
Journal of Royal Statistical Society, B, 62(1), 44-45.

Comment "Discussion of Vardi and Lee" (1993)(with G. Roberts).
Journal of Royal Statistical Society, B, 607-608.

Comment "Noninformative Priors" by J.K. Ghosh. (1992)
4th Valencia meeting on Bayesian Statistics, 203-205.

Comment "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments" by J. Geweke (with G. Roberts) (1992)
4th Valencia meeting on Bayesian Statistics, 190-191.

Comment "Practical Markov Chain Monte Carlo" by C. Geyer. (1992).
Statistical Science, 7, 490-491.

Review of "Bayesian Statistics: an Introduction" (1990).
Journal of American Statistical Association, 85, 1167.

Comment "Discussion of Cox and Reid" (1987).
Journal of Royal Statistical Society, B, 24.

Unpublished Manuscripts:

"Sequential Optimal Portfolio Allocation: Market and Volatility Timing" (2003)(with M. Johannes and J. Stroud).

"A Multivariate Stein's Lemma for Stochastic Volatility" (2001)(with A. Gron and B. Jorgensen).

"State Dependent Jump Models: How Do U.S. Equity Indices Jump?" (1998)(with M. Johannes and R. Kumar).

"A Family of Distributions for a Covariance Matrix" (1998).

"The Effect of Low Conductance Sets in MCMC Algorithms" (1998) (with B. Eraker and E. Jacquier).

"Models and Priors for Multivariate Stochastic Volatility" (1995) (with E. Jacquier and P. Rossi).

"Random Polynomial Time Algorithms for Sampling from Joint Distributions" (with D. Applegate and R. Kannan).

"On Posterior Moment Characterizations in the Exponential family." (1990).

"A Bayesian Characterization of the Huber Distribution" (1988).

"Utility Structures for reporting Probability Beliefs" (1988).

"Bayesian Model Choice: a Decision Theoretic Criterion" (1988).

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