A flexible approach to Bayesian multiple curve fitting. - Carsten H. Botts; Michael J. Daniels (Comput. Stat. Data Anal., 2008)

Modeling covariance matrices via partial autocorrelations. - Michael J. Daniels; Mohsen Pourahmadi (J. Multivar. Anal., 2009)

Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances. - Yanpin Wang; Michael J. Daniels (J. Multivar. Anal., 2013)

Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor. - Y. Wang; Michael J. Daniels (J. Multivar. Anal., 2014)

ARMA Cholesky factor models for the covariance matrix of linear models. - Keunbaik Lee; Changryong Baek; Michael J. Daniels (Comput. Stat. Data Anal., 2017)

Classification using Ensemble Learning under Weighted Misclassification Loss. - Yizhen Xu; Tao Liu; Michael J. Daniels; Rami Kantor; Ann Mwangi; Joseph W. Hogan (CoRR, 2018)

Approximate Cross-validated Mean Estimates for Bayesian Hierarchical Regression Models. - Amy Zhang; Le Bao; Michael J. Daniels (CoRR, 2020)

Inference for BART with Multinomial Outcomes. - Yizhen Xu; Joseph W. Hogan; Michael J. Daniels; Rami Kantor; Ann Mwangi (CoRR, 2021)

Augmentation Samplers for Multinomial Probit Bayesian Additive Regression Trees. - Yizhen Xu; Joseph W. Hogan; Michael J. Daniels; Rami Kantor; Ann Mwangi (J. Comput. Graph. Stat., 2025)

Approximate Cross-Validated Mean Estimates for Bayesian Hierarchical Regression Models. - Amy Zhang; Michael J. Daniels; Changcheng Li; Le Bao (J. Comput. Graph. Stat., 2025)