- Comparing Consensus Monte Carlo Strategies for Distributed Bayesian Computation, Brazillian Journal of Probability and Statistics, vol. 31 (2017), pp. 668-685 (with discussion)
- Bayes and Big Data: The Consensus Monte Carlo Algorithm (with Alexander W. Blocker, Fernando V. Bonassi, Hugh A. Chipman, Edward I. George, Robert E. McCulloch) International Journal of Management Science and Engineering Management, vol. 11 (2016), pp. 78-88
Time Series Modeling
- Predicting the Present with Bayesian Structural Time Series (with Hal Varian). International Journal of Mathematical Modelling and Numerical Optimisation, vol. 5 (2014), pp. 4-23
- Bayesian Variable Selection for Nowcasting Economic Time Series (with Hal Varian). (2015) in Economic Analysis of the Digital Economy, pp 119 – 135. Avi Goldfarb, Shane Greenstein, and Catherine Tucker, eds. University of Chicago Press.
- Inferring causal impact using Bayesian structural time-series models (with Kay H. Brodersen, Fabian Gallusser, Jim Koehler, and Nicolas Remy) Annals of Applied Statistics, vol. 9 (2015), pp. 247-274
- A modern Bayesian look at the multi-armed bandit. Applied Stochastic Models in Business and Industry, vol 26 (2010), pp. 639-658 (with discussion).
- Multi-armed bandit experiments in the online service economy Applied Stochastic Models in Business and Industry, vol. 31 (2015), pp. 37-49
Hidden Markov Models
- Bayesian analysis of a two-state Markov modulated Poisson process. Journal of Computational and Graphical Statistics, vol. 8 (1999) 662-670.
- Bayesian methods for hidden Markov models: Recursive computing in the 21st century. Journal of the American Statistical Association. vol. 97 (2002) pp. 337 - 351.
- Hidden Markov Models for Longitudinal Comparisons (with Gareth James and Catherine Sugar). Journal of the American Statistical Association (2005). vol. 100 pp. 359-369.
- A Bayesian paradigm for designing intrusion detection systems. Computational Statistics and Data Analysis (2004) vol. 45 pp. 69-83.
- Data Augmentation, Frequentist Estimation, and the Bayesian Analysis of Multinomial Logit Models. Statistical Papers, vol. 52 (2011), pp. 87-109
- Data augmentation for support vector machines (with Nicholas G. Polson) Bayesian Analysis, vol. 6 (2011), pp. 1-24
- Empirical Bayes and Item Response Effects in a Latent Variable Hierarchical Model. A case study from the National Assessment of Educational Progress (with Edward H S Ip). Journal of the American Statistical Association. vol 97 pp. 409-419