2026 Nicholas G. Polson: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	49	1111	945	512	404	172	19353

Nicholas G. Polson publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Nicholas G. Polson sits on this spectrum.

42 publications 537+

This scientist: 172 publications — 50th percentile

50% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Nicholas G. Polson D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Nicholas G. Polson sits on this spectrum.

30 D-Index 86+

This scientist: 49 D-Index — 69th percentile

69% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

2006 - Fellow of the American Statistical Association (ASA)

Overview

Nicholas G. Polson is affiliated with the University of Chicago in the United States, focusing primarily on Computer Science research. Their work encompasses a range of subfields including Artificial Intelligence, Statistics and Probability, Management Science and Operations Research, Finance, and Signal Processing.

The scientist's research concentrates on several main topics such as Forecasting Techniques and Applications, Statistical Methods and Inference, Financial Risk and Volatility Modeling, Stock Market Forecasting Methods, Time Series Analysis and Forecasting, Bayesian Methods and Mixture Models, and Neural Networks and Applications.

Key recent publications by Nicholas G. Polson include:

Deep Learning in Characteristics-Sorted Factor Models, 2023, Journal of Financial and Quantitative Analysis
A family of multivariate non-gaussian time series models, 2020, Journal of Time Series Analysis
Merging two cultures: Deep and statistical learning, 2024, Wiley Interdisciplinary Reviews Computational Statistics
Bayesian Inference for Gamma Models, 2021, arXiv (Cornell University)
Global-Local Mixtures: A Unifying Framework, 2020, Sankhya A

Their frequent collaborators include Jyotishka Datta, Jianeng Xu, Anindya Bhadra, Vadim Sokolov, and Jingyu He.

Nicholas G. Polson has published extensively in various venues, with significant contributions to arXiv (Cornell University), where they have at least ten publications. Other venues include the Journal of Financial and Quantitative Analysis, Journal of Time Series Analysis, Wiley Interdisciplinary Reviews Computational Statistics, and Sankhya A.

In 2006, Nicholas G. Polson was awarded the status of Fellow of the American Statistical Association (ASA).

Best Publications

Bayesian Analysis of Stochastic Volatility Models

Eric Jacquier;Nicholas G Polson;Peter E Rossi

2395
Citations
The Impact of Jumps in Volatility and Returns

Bjørn Eraker;Michael Johannes;Nicholas Polson

1860
Citations
The horseshoe estimator for sparse signals

Carlos Marinho Carvalho;Nicholas G. Polson;James G Scott

1576
Citations
Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables

Nicholas G. Polson;James G. Scott;Jesse Windle

1146
Citations
Deep learning for short-term traffic flow prediction

Nicholas G. Polson;Vadim O. Sokolov

1110
Citations
A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling

Bradley P. Carlin;Nicholas G. Polson;David S. Stoffer

919
Citations
Bayesian analysis of stochastic volatility models with fat-tails and correlated errors

Eric Jacquier;Nicholas G. Polson;Peter E. Rossi

821
Citations
Deep learning for finance: deep portfolios

J. B. Heaton;N. G. Polson;J. H. Witte

791
Citations
The Impact of Jumps in Volatility and Returns

Michael S. Johannes;Bjorn Eraker;Nick Polson

611
Citations
On the half-cauchy prior for a global scale parameter

Nicholas G. Polson;James G. Scott

531
Citations
Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction

Nicholas G. Polson;James G. Scott;Bertrand Clarke;C. Severinski

518
Citations
Particle Learning and Smoothing

Carlos M. Carvalho;Michael Johannes;Hedibert Freitas Lopes;Nicholas Polson

492
Citations
A Bayesian analysis of the multinomial probit model with fully identified parameters

Robert E. McCulloch;Nicholas G. Polson;Peter E. Rossi

398
Citations
MCMC Methods for Continuous-Time Financial Econometrics

Michael Johannes;Nicholas Polson

376
Citations
[Bayesian Analysis of Stochastic Volatility Models]: Reply

Eric Jacquier;Nicholas G. Polson;Peter E. Rossi

289
Citations
Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices

Michael S. Johannes;Nicholas G. Polson;Jonathan R. Stroud

223
Citations
Data augmentation for support vector machines

Nicholas G. Polson;Steven L. Scott

201
Citations
Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model

Vanja Dukic;Hedibert F. Lopes;Nicholas G. Polson

200
Citations
On the Geometric Convergence of the Gibbs Sampler

Gareth O. Roberts;Nicholas G. Polson

200
Citations
Inference for nonconjugate Bayesian Models using the Gibbs sampler

Bradley P. Carlin;Nicholas G. Polson

189
Citations
Sequential Learning, Predictability, and Optimal Portfolio Returns

Michael Johannes;Arthur Korteweg;Nicholas Polson

189
Citations

Frequent Co-Authors

Peter E. Rossi University of California, Los Angeles

Robert B. Gramacy Virginia Tech

Gareth O. Roberts University of Warwick

Nozer D. Singpurwalla George Washington University

Peter Müller The University of Texas at Austin

Bradley P. Carlin University of Minnesota

Peter McCullagh University of Chicago

Ravi Kannan Microsoft (United States)

Alan Frieze Carnegie Mellon University

Giovanni Parmigiani Harvard University

External Links

Personal website of Nicholas G. Polson Google Scholar page

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