Mattias Villani

Linkoping University

Överstegatan 30

Linkoping, 581 83

Sweden

SCHOLARLY PAPERS

4

DOWNLOADS

372

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.

Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios

Riksbank Research Paper Series No. 87, Sveriges Riksbank Working Paper Series, No. 256
Number of pages: 47 Posted: 23 Feb 2012
Norwegian Business School, Sveriges Riksbank - Research Division, Sveriges Riksbank and Linkoping University
Downloads 165 (224,142)
Citation 7

Abstract:

Loading...

bankruptcy risk model, micro-data, logistic spline regression, financial ratios

2.

Speeding Up MCMC by Efficient Data Subsampling

Riksbank Research Paper Series No. 121, Sveriges Riksbank Working Paper Series No. 297
Number of pages: 39 Posted: 14 Apr 2015
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 82 (369,834)
Citation 9

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Pseudo-marginal MCMC, Big Data, Probability Proportional-to-Size sampling, Numerical integration

3.

Scalable MCMC for Large Data Problems Using Data Subsampling and the Difference Estimator

Sveriges Riksbank Working Paper Series No. 306, Riksbank Research Paper Series No. 130
Number of pages: 32 Posted: 04 Jun 2016
Matias Quiroz, Mattias Villani and Robert Kohn
Sveriges Riksbank - Research Division, Linkoping University and University of New South Wales - School of Economics and School of Banking and Finance
Downloads 71 (401,363)
Citation 1

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Pseudo-marginal MCMC, estimated likelihood, GLM for large data

4.

Dynamic Mixture-of-Experts Models for Longitudinal and Discrete-Time Survival Data

Riksbank Research Paper Series No. 99, Sveriges Riksbank Working Paper Series No. 268
Number of pages: 39 Posted: 14 Aug 2013
Matias Quiroz and Mattias Villani
Sveriges Riksbank - Research Division and Linkoping University
Downloads 54 (459,788)
Citation 2

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Bayesian variable selection, Survival Analysis, Mixture-of-experts