| Bayesian analysis of stochastic volatility models E Jacquier, NG Polson, PE Rossi Journal of Business & Economic Statistics 20 (1), 69-87, 2002 | 2725* | 2002 |
| The impact of jumps in volatility and returns B Eraker, M Johannes, N Polson The Journal of Finance 58 (3), 1269-1300, 2003 | 1999* | 2003 |
| The horseshoe estimator for sparse signals CM Carvalho, NG Polson, JG Scott Biometrika 97 (2), 465-480, 2010 | 1269 | 2010 |
| Bayesian inference for logistic models using Pólya–Gamma latent variables NG Polson, JG Scott, J Windle Journal of the American statistical Association 108 (504), 1339-1349, 2013 | 969 | 2013 |
| A Monte Carlo approach to nonnormal and nonlinear state-space modeling BP Carlin, NG Polson, DS Stoffer Journal of the american Statistical association 87 (418), 493-500, 1992 | 903 | 1992 |
| Deep learning for short-term traffic flow prediction NG Polson, VO Sokolov Transportation Research Part C: Emerging Technologies 79, 1-17, 2017 | 887 | 2017 |
| Deep learning for finance: deep portfolios JB Heaton, NG Polson, JH Witte Applied Stochastic Models in Business and Industry 33 (1), 3-12, 2017 | 806* | 2017 |
| Bayesian analysis of stochastic volatility models with fat-tails and correlated errors E Jacquier, NG Polson, PE Rossi Journal of Econometrics 122 (1), 185-212, 2004 | 746 | 2004 |
| Handling sparsity via the horseshoe CM Carvalho, NG Polson, JG Scott Artificial intelligence and statistics, 73-80, 2009 | 545 | 2009 |
| Shrink globally, act locally: Sparse Bayesian regularization and prediction NG Polson, JG Scott Bayesian statistics 9 (501-538), 105, 2010 | 511 | 2010 |
| MCMC methods for continuous-time financial econometrics M Johannes, N Polson Handbook of Financial Econometrics: Applications, 1-72, 2010 | 464 | 2010 |
| Particle learning and smoothing CM Carvalho, MS Johannes, HF Lopes, NG Polson | 456 | 2010 |
| On the half-Cauchy prior for a global scale parameter NG Polson, JG Scott | 443 | 2012 |
| A Bayesian analysis of the multinomial probit model with fully identified parameters RE McCulloch, NG Polson, PE Rossi Journal of econometrics 99 (1), 173-193, 2000 | 373 | 2000 |
| Optimal filtering of jump diffusions: Extracting latent states from asset prices MS Johannes, NG Polson, JR Stroud The Review of Financial Studies 22 (7), 2759-2799, 2009 | 310* | 2009 |
| Sequential learning, predictability, and optimal portfolio returns M Johannes, A Korteweg, N Polson The Journal of Finance 69 (2), 611-644, 2014 | 241* | 2014 |
| Tracking epidemics with Google flu trends data and a state-space SEIR model V Dukic, HF Lopes, NG Polson Journal of the American Statistical Association 107 (500), 1410-1426, 2012 | 200* | 2012 |
| Data augmentation for support vector machines NG Polson, SL Scott | 195 | 2011 |
| Inference for nonconjugate Bayesian models using the Gibbs sampler BP Carlin, NG Polson Canadian Journal of statistics 19 (4), 399-405, 1991 | 194 | 1991 |
| On the geometric convergence of the Gibbs sampler GO Roberts, NG Polson Journal of the Royal Statistical Society: Series B (Methodological) 56 (2 …, 1994 | 192 | 1994 |
