Prof Michael Smith
Professorial Fellow
Department of Business Administration
63 Scholarly works
7 Projects
HIGHLIGHTS
2026
Journal article
Vector Copula Variational Inference and Dependent Block Posterior Approximations
DOI: 10.1080/10618600.2025.25973632025
Research grants (ARC, NHMRC, MRFF)
Controlling Feedback in Big Multi-Module Statistical and Econometric Models
2025
Thesis / Dissertation
Capturing Heterogeneous Asymmetries: Bayesian Skew-t Distributions and Copulas
2025
Journal article
Cutting Feedback in Misspecified Copula Models
DOI: 10.1080/01621459.2025.24642702025
Journal article
Bayesian Regularized Regression Copula Processes for Multivariate Responses
DOI: 10.1080/10618600.2025.24585042025
Journal article
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
DOI: 10.1080/07350015.2024.23605922020
Research grants (ARC, NHMRC, MRFF)
Innovative Use of Customer Data for Business Growth
RECENT SCHOLARLY WORKS
2024
Journal article
Natural gradient hybrid variational inference with application to deep mixed models
DOI: 10.1007/s11222-024-10488-42024
Journal article
Interpretable modelling of retail demand and price elasticity for passenger flights using booking data
DOI: 10.1177/1471082X2210833432023
Journal article
Implicit Copulas: An Overview
DOI: 10.1016/j.ecosta.2021.12.0022023
Journal article
Variational Inference for Cutting Feedback in Misspecified Models
DOI: 10.1214/23-STS8862023
Journal article
Implicit Copula Variational Inference
DOI: 10.1080/10618600.2022.21199872022
Journal article
Fast and accurate variational inference for models with many latent variables
DOI: 10.1016/j.jeconom.2021.05.002
RECENT PROJECTS
2016
Internal Research Grant
Nonlinear Time Series Analysis Using Copulas: New Models & Better Forecasts
2012
Research Grant
Bayesian Copula Modelling of Multivariate Dependence: Getting to Grips With Data That Is Far From Normal.