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ORCIDStatistics and Computing, Volume 28
Volume 28, Number 1, January 2018
- Han Lin Shang
:
Bootstrap methods for stationary functional time series. 1-10 - Charles Bouveyron, Pierre Latouche, Rawya Zreik:
The stochastic topic block model for the clustering of vertices in networks with textual edges. 11-31 - Tao Wang, Mengjie Chen, Hongyu Zhao, Lixing Zhu:
Estimating a sparse reduction for general regression in high dimensions. 33-46 - Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, Yan Zhou:
Multilevel particle filters: normalizing constant estimation. 47-60 - Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
On the generalization of the hazard rate twisting-based simulation approach. 61-75 - Giles Hooker, Lucas Mentch:
Bootstrap bias corrections for ensemble methods. 77-86 - Robert Richardson, Athanasios Kottas, Bruno Sansó:
Bayesian non-parametric modeling for integro-difference equations. 87-101 - Sera Aylin Cakiroglu:
Optimal regular graph designs. 103-112 - Qinyi Zhang, Sarah Filippi, Arthur Gretton, Dino Sejdinovic:
Large-scale kernel methods for independence testing. 113-130 - Jere Koskela, Dario Spanò, Paul A. Jenkins:
Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo. 131-144 - Giuliano Galimberti, Annamaria Manisi, Gabriele Soffritti:
Modelling the role of variables in model-based cluster analysis. 145-169 - Sebastian Ament, Michael O'Neil:
Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics. 171-185 - Yong Wang, Shabnam Fani:
Nonparametric maximum likelihood computation of a U-shaped hazard function. 187-200 - Alberto Gascón, Eugenio Fco. Sánchez-Úbeda:
Automatic specification of piecewise linear additive models: application to forecasting natural gas demand. 201-217 - Mimi Zhang, Tim Bedford:
Vine copula approximation: a generic method for coping with conditional dependence. 219-237 - Felipe J. Medina-Aguayo, Anthony Lee, Gareth O. Roberts:
Erratum to: Stability of noisy Metropolis-Hastings. 239
Volume 28, Number 2, March 2018
- Douglas P. Wiens:
I-robust and D-robust designs on a finite design space. 241-258 - Linda S. L. Tan, David J. Nott:
Gaussian variational approximation with sparse precision matrices. 259-275 - Benedict J. Leimkuhler, Charles Matthews, Jonathan Weare:
Ensemble preconditioning for Markov chain Monte Carlo simulation. 277-290 - Ben Norwood, Rebecca Killick:
Long memory and changepoint models: a spectral classification procedure. 291-302 - Håkon Otneim, Dag Tjøstheim:
Conditional density estimation using the local Gaussian correlation. 303-321 - Matthias Killiches, Daniel Kraus, Claudia Czado:
Model distances for vine copulas in high dimensions. 323-341 - Antony M. Overstall, James M. McGree, Christopher C. Drovandi:
An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions. 343-358 - Lucia Paci, Francesco Finazzi:
Dynamic model-based clustering for spatio-temporal data. 359-374 - Russell B. Millar:
Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation. 375-385 - Christian Schellhase, Fabian Spanhel:
Estimating non-simplified vine copulas using penalized splines. 387-409 - Michael U. Gutmann, Ritabrata Dutta, Samuel Kaski, Jukka Corander:
Likelihood-free inference via classification. 411-425 - Ferran Espuny-Pujol, Karyn Morrissey, Paul Williamson:
A global optimisation approach to range-restricted survey calibration. 427-439 - Belmiro P. M. Duarte, Weng Kee Wong, Holger Dette:
Adaptive grid semidefinite programming for finding optimal designs. 441-460 - Deborshee Sen, Alexandre H. Thiéry, Ajay Jasra:
On coupling particle filter trajectories. 461-475 - Francesco Dotto, Alessio Farcomeni, Luis Angel García-Escudero, Agustín Mayo-Íscar:
A reweighting approach to robust clustering. 477-493
Volume 28, Number 3, May 2018
- Lan Jiang, Sumeetpal S. Singh:
Tracking multiple moving objects in images using Markov Chain Monte Carlo. 495-510 - Luo Xiao, Cai Li, William Checkley, Ciprian M. Crainiceanu:
Fast covariance estimation for sparse functional data. 511-522 - Luo Xiao, Cai Li, William Checkley, Ciprian M. Crainiceanu:
Erratum to: Fast covariance estimation for sparse functional data. 523 - Sabrina Vettori, Raphaël Huser, Marc G. Genton:
A comparison of dependence function estimators in multivariate extremes. 525-538 - David J. Hand, Peter Christen:
A note on using the F-measure for evaluating record linkage algorithms. 539-547 - Matteo Fasiolo, Flávio Eler de Melo, Simon Maskell:
Langevin incremental mixture importance sampling. 549-561 - Alexey Lindo, Sergei Zuyev, Serik Sagitov:
Nonparametric estimation for compound Poisson process via variational analysis on measures. 563-577 - E. Charitidou, Dimitris Fouskakis, Ioannis Ntzoufras:
Objective Bayesian transformation and variable selection using default Bayes factors. 579-594 - Charalampos Chanialidis, Ludger Evers, Tereza Neocleous, Agostino Nobile:
Efficient Bayesian inference for COM-Poisson regression models. 595-608 - Daniel W. Meyer:
Density estimation with distribution element trees. 609-632 - Rohan Shah, Dirk P. Kroese:
Without-replacement sampling for particle methods on finite state spaces. 633-652 - Francois Kamper, Johan A. du Preez, Sarel Steel, Stephan Wagner:
Regularized Gaussian belief propagation. 653-672 - Janek Thomas, Andreas Mayr, Bernd Bischl, Matthias Schmid, Adam Smith, Benjamin Hofner:
Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates. 673-687 - P. J. Paine, S. P. Preston, Michail Tsagris, Andrew T. A. Wood:
An elliptically symmetric angular Gaussian distribution. 689-697 - Zhiyong Chen, Hai-Bin Wang:
Latent single-index models for ordinal data. 699-711 - Yunlong Nie, Liangliang Wang, Baisen Liu, Jiguo Cao:
Supervised functional principal component analysis. 713-723
Volume 28, Number 4, July 2018
- Lluís Antoni Jiménez Rugama, Laurent Gilquin:
Reliable error estimation for Sobol' indices. 725-738 - Erin R. Leatherman, Thomas J. Santner, Angela M. Dean:
Computer experiment designs for accurate prediction. 739-751 - Hassan Pazira, Luigi Augugliaro, Ernst Wit:
Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter. 753-774 - Junlong Zhao, Hongyu Zhao, Lixing Zhu:
Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models. 775-793 - Tore Selland Kleppe:
Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets. 795-817 - Dennis Prangle, Richard G. Everitt, Theodore Kypraios:
A rare event approach to high-dimensional approximate Bayesian computation. 819-834 - Alfred Kume, Tomonari Sei:
On the exact maximum likelihood inference of Fisher-Bingham distributions using an adjusted holonomic gradient method. 835-847 - Didier Rullière, Nicolas Durrande, François Bachoc, Clément Chevalier:
Nested Kriging predictions for datasets with a large number of observations. 849-867 - Belinda Hernández, Adrian E. Raftery, Stephen R Pennington, Andrew C. Parnell:
Bayesian Additive Regression Trees using Bayesian model averaging. 869-890 - Clement Lee, Andrew Garbett, Darren J. Wilkinson:
A network epidemic model for online community commissioning data. 891-904 - Magali Champion, Victor Picheny, Matthieu Vignes:
Inferring large graphs using ℓ1 -penalized likelihood. 905-921 - Abdul-Lateef Haji-Ali, Raúl Tempone:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. 923-935 - Tilman M. Davies, Adrian J. Baddeley:
Fast computation of spatially adaptive kernel estimates. 937-956 - Leonardo Egidi, Roberta Pappadà, Francesco Pauli, Nicola Torelli:
Relabelling in Bayesian mixture models by pivotal units. 957-969 - Victor M. H. Ong, David J. Nott, Minh-Ngoc Tran, Scott A. Sisson, Christopher C. Drovandi:
Variational Bayes with synthetic likelihood. 971-988
Volume 28, Number 5, September 2018
- Marco Corneli, Pierre Latouche, Fabrice Rossi:
Multiple change points detection and clustering in dynamic networks. 989-1007 - Garritt L. Page, Fernando A. Quintana:
Calibrating covariate informed product partition models. 1009-1031 - Virgilio Gómez-Rubio, Håvard Rue:
Markov chain Monte Carlo with the Integrated Nested Laplace Approximation. 1033-1051 - Maria Myrto Folia, Magnus Rattray:
Trajectory inference and parameter estimation in stochastic models with temporally aggregated data. 1053-1072 - Shihao Yang, Yang Chen, Espen Bernton, Jun S. Liu:
On parallelizable Markov chain Monte Carlo algorithms with waste-recycling. 1073-1081 - Xin Wang, Vivekananda Roy, Zhengyuan Zhu:
A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach. 1083-1094 - Fanghu Dong, Guosheng Yin:
Maximum likelihood estimation for incomplete multinomial data via the weaver algorithm. 1095-1117
Volume 28, Number 6, November 2018
- Jonathan Law, Darren J. Wilkinson:
Composable models for online Bayesian analysis of streaming data. 1119-1137 - James D. B. Nelson, Alexander J. Gibberd, Corina Nafornita, Nick G. Kingsbury:
The locally stationary dual-tree complex wavelet model. 1139-1154 - Frédéric J. P. Richard:
Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures. 1155-1168 - Riccardo Rastelli, Nial Friel:
Optimal Bayesian estimators for latent variable cluster models. 1169-1186 - Iker Perez, David J. Hodge, Theodore Kypraios:
Auxiliary variables for Bayesian inference in multi-class queueing networks. 1187-1200 - Matthew Ludkin, Idris A. Eckley, Peter Neal:
Dynamic stochastic block models: parameter estimation and detection of changes in community structure. 1201-1213 - Andrew Golightly, Theodore Kypraios:
Efficient SMC2 schemes for stochastic kinetic models. 1215-1230 - Magali Champion, Victor Picheny, Matthieu Vignes:
Correction to: Inferring large graphs using ℓ1-penalized likelihood. 1231
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