Simulation-based sequential analysis of Markov switching stochastic volatility models. - Carlos M. Carvalho; Hedibert Freitas Lopes (Comput. Stat. Data Anal., 2007)

Handling Sparsity via the Horseshoe. - Carlos M. Carvalho; Nicholas G. Polson; James G. Scott (AISTATS, 2009)

Model Interpretation Through Lower-Dimensional Posterior Summarization. - Spencer Woody; Carlos M. Carvalho; Jared S. Murray (J. Comput. Graph. Stat., 2021)