Personal information

Websites & social links

http://sydney.edu.au/business/staff/minh-ngoc.tran

Keywords

Statistical inference; intractable likelihood; Monte Carlo methods, Variational Bayes; Deep learning

Countries

Australia

Activities

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Employment (3)

University of Sydney Business School: Sydney, NSW, AU

2021-01-01 to present | Associate Professor
Employment
Source: Self-asserted source
Minh-Ngoc Tran

University of Sydney Business School: Sydney, NSW, AU

2015-07 to present | Senior Lecturer (Assistant Professor) (Business Analytics)
Employment
Source: Self-asserted source
Minh-Ngoc Tran

University of New South Wales: Sydney, NSW, AU

2012 to 2015 | Postdoctoral Research Fellow (Economics, Business School)
Employment
Source: Self-asserted source
Minh-Ngoc Tran

Education and qualifications (2)

National University of Singapore: Singapore, SG

2007 to 2012 | PhD (Statistics and Applied Probability )
Education
Source: Self-asserted source
Minh-Ngoc Tran

Vietnam National University University of Science: Hanoi, VN

1998 to 2005 | Bachelor and Master (Mathematics )
Education
Source: Self-asserted source
Minh-Ngoc Tran

Funding (3)

Research Pilot Grant

2016 to 2017 | Grant
University of Sydney Business School (Sydney, AU)
Source: Self-asserted source
Minh-Ngoc Tran

Start-up grant

2015 to 2016 | Grant
University of Sydney (NSW, NSW, AU)
Source: Self-asserted source
Minh-Ngoc Tran

Flexible models and methods for cognitive model-based decision-making

Grant
Australian Research Council (ACT, ACT, AU)
Source: Self-asserted source
Minh-Ngoc Tran

Works (28)

A long short-term memory enhanced realized conditional heteroskedasticity model

Economic Modelling
2025-01 | Journal article
DOI: 10.1016/j.econmod.2024.106922
Contributors: Chen Liu; Chao Wang; Minh-Ngoc Tran; Robert Kohn
Source: check_circle
Crossref

Deep learning enhanced volatility modeling with covariates

Finance Research Letters
2024-11 | Journal article
DOI: 10.1016/j.frl.2024.106145
Contributors: Hien Thi Nguyen; Hoang Nguyen; Minh-Ngoc Tran
Source: check_circle
Crossref

Efficient selection between hierarchical cognitive models: Cross-validation with variational Bayes.

Psychological Methods
2024-02 | Journal article
DOI: 10.1037/met0000458
Contributors: Viet Hung Dao; David Gunawan; Minh-Ngoc Tran; Robert Kohn; Guy E. Hawkins; Scott D. Brown
Source: check_circle
Crossref

Time-evolving psychological processes over repeated decisions.

Psychological Review
2022-04 | Journal article
DOI: 10.1037/rev0000351
Contributors: David Gunawan; Guy E. Hawkins; Robert Kohn; Minh-Ngoc Tran; Scott D. Brown
Source: check_circle
Crossref

Variational Bayes on manifolds

Statistics and Computing
2021-11 | Journal article
DOI: 10.1007/s11222-021-10047-1
Contributors: Minh-Ngoc Tran; Dang H. Nguyen; Duy Nguyen
Source: check_circle
Crossref

Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins

Statistics and Computing
2019-09-10 | Journal article
DOI: 10.1007/s11222-018-9846-y
Contributors: D. Gunawan; M.-N. Tran; K. Suzuki; J. Dick; R. Kohn
Source: check_circle
Crossref

Likelihood-free inference in high dimensions with synthetic likelihood

Computational Statistics and Data Analysis
2018 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Speeding Up MCMC by Efficient Data Subsampling

Journal of the American Statistical Association
2018 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Variational Bayes with Synthetic Likelihood

Statistics and Computing
2018 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Improving the Efficiency of Fully Bayesian Optimal Design of Experiments using Randomised Quasi-Monte Carlo

Bayesian Analysis
2017 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Variational Bayes with Intractable Likelihood

Journal of Computational and Graphical Statistics
2017 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Speeding up MCMC by delayed acceptance and data subsampling

Journal of Computational and Graphical Statistics
2017-04-01 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals

Statistics and Computing
2016 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Parallel variational Bayes for large datasets with an application to generalized linear mixed models

Journal of Computational and Graphical Statistics
2016 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Flexible multivariate density estimation with marginal adaptation

Journal of Computational and Graphical Statistics
2014 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Bayesian Adaptive Lasso

Annals of the Institute of Statistical Mathematics
2014 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Copula-type estimators for flexible multivariate density modeling using mixtures

Journal of Computational and Graphical Statistics
2014 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Importance sampling squared for Bayesian inference in latent variable models

2014 | Website
Source: Self-asserted source
Minh-Ngoc Tran

The structural features and the deliberative quality of online discussions

Telematics and informatics
2013 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts

Electronic Journal of Statistics
2012 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

The ensemble Kalman filter is an ABC algorithm

Statistics and Computing
2012 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

The predictive Lasso

Statistics and Computing
2012 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Variational approximation for heteroscedastic linear models and matching pursuit algorithms

Statistics and Computing
2012 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

A criterion for optimal predictive model selection

Communications in Statistics: Theory and Methods
2011 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

The loss rank criterion for variable selection in linear regression analysis

Scandinavian Journal of Statistics
2011 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Model selection with the loss rank principle

Computational Statistics and Data Analysis
2010 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Penalized maximum likelihood principle for choosing ridge parameter

Communications in Statistics-Simulation and Computation
2009 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Central limit theorems for functional of jump Markov processes

Vietnam Journal of Mathematics
2006 | Journal article
Source: Self-asserted source
Minh-Ngoc Tran

Peer review (4 reviews for 1 publication/grant)

Review activity for Statistics and Computing (4)
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