default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDStatistics and Computing, Volume 25
Volume 25, Number 1, January 2015
- Antonietta Mira, Christian P. Robert
:
An introduction to the special issue "Joint IMS-ISBA meeting - MCMSki 4". 1 - Heikki Haario:
Introduction to "Quantitative bounds of convergence for geometrically ergodic Markov Chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm" by A. Durmus, É. Moulines. 3 - Alain Durmus, Eric Moulines:
Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis Adjusted Langevin Algorithm. 5-19 - Nial Friel:
Introduction to "Pre-processing for approximate Bayesian computation in image analysis" by M. Moores, C. Drovandi, K. Mengersen, C. Robert. 21 - Matthew T. Moores, Christopher C. Drovandi, Kerrie L. Mengersen, Christian P. Robert:
Pre-processing for approximate Bayesian computation in image analysis. 23-33 - Bradley P. Carlin:
Introduction to "Cuts in Bayesian graphical models" by M. Plummer. 35 - Martyn Plummer:
Cuts in Bayesian graphical models. 37-43 - Håvard Rue:
Introduction to "Fast matrix computations for functional additive models" by S. Barthelmé. 45 - Simon Barthelmé:
Fast matrix computations for functional additive models. 47-63 - Peter Müller:
Introduction to "On a class of σ-stable Poisson-Kingman models and an effective marginalized sampler" by S. Favaro, M. Lomeli, Y. W. Teh. 65-66 - Stefano Favaro, Maria Lomeli, Yee Whye Teh:
On a class of σ-stable Poisson-Kingman models and an effective marginalized sampler. 67-78 - Christophe Andrieu:
Introduction to "Particle Metropolis-Hastings using gradient and Hessian information" by J. Dahlin, F. Lindsten, T. Schön. 79 - Johan Dahlin, Fredrik Lindsten, Thomas B. Schön:
Particle Metropolis-Hastings using gradient and Hessian information. 81-92 - Stefano Peluso:
Introduction to "On the use of Markov chain Monte Carlo methods for the sampling of mixture models" by R. Douc, F. Maire, J. Olsson. 93-94 - Randal Douc, Florian Maire, Jimmy Olsson:
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective. 95-110 - Nial Friel:
Introduction to "Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks" by A. Caimo, A. Mira. 111 - Alberto Caimo, Antonietta Mira:
Efficient computational strategies for doubly intractable problems with applications to Bayesian social networks. 113-125 - Christian P. Robert:
Introduction to "Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields" by J. Stoehr, P. Pudlo, L. Cucala. 127 - Julien Stoehr, Pierre Pudlo, Lionel Cucala:
Adaptive ABC model choice and geometric summary statistics for hidden Gibbs random fields. 129-141 - Robin J. Ryder:
Introduction to "Scalable inference for Markov processes with intractable likelihoods" by J. Owen, D. Wilkinson, C. Gillespie. 143 - Jamie Owen, Darren J. Wilkinson, Colin S. Gillespie:
Scalable inference for Markov processes with intractable likelihoods. 145-156 - Colin Fox:
Introduction to "Efficient local updates for undirected graphical models" by F. Stingo, G. Marchetti. 157 - Francesco C. Stingo, Giovanni M. Marchetti:
Efficient local updates for undirected graphical models. 159-171
Volume 25, Number 2, March 2015
- Patrick Breheny, Jian Huang:
Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors. 173-187 - Mengmeng Guo, Lan Zhou, Jianhua Z. Huang, Wolfgang Karl Härdle:
Functional data analysis of generalized regression quantiles. 189-202 - Livio Corain, Luigi Salmaso:
Improving power of multivariate combination-based permutation tests. 203-214 - Francesca Greselin, Salvatore Ingrassia:
Maximum likelihood estimation in constrained parameter spaces for mixtures of factor analyzers. 215-226 - Jack Kuipers, Giusi Moffa:
Uniform random generation of large acyclic digraphs. 227-242 - Christelle Vergé, Cyrille Dubarry, Pierre Del Moral, Eric Moulines:
On parallel implementation of sequential Monte Carlo methods: the island particle model. 243-260 - Francesca Martella, Donatella Vicari, Maurizio Vichi:
Partitioning predictors in multivariate regression models. 261-272 - Ray-Bing Chen, Meihui Guo, Wolfgang K. Härdle, Shih-Feng Huang:
COPICA - independent component analysis via copula techniques. 273-288 - Simon R. White, Theodore Kypraios, S. P. Preston:
Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution. 289-301 - Yann Guédon:
Segmentation uncertainty in multiple change-point models. 303-320 - Tomonari Sei, Alfred Kume:
Calculating the normalising constant of the Bingham distribution on the sphere using the holonomic gradient method. 321-332 - Peter Neal, Theodore Kypraios:
Exact Bayesian inference via data augmentation. 333-347 - Xuxu Wang, Yong Wang:
Nonparametric multivariate density estimation using mixtures. 349-364 - Roland Fried, Inoncent Agueusop, Björn Bornkamp, Konstantinos Fokianos, Jana Fruth, Katja Ickstadt:
Retrospective Bayesian outlier detection in INGARCH series. 365-374 - Helgi Tómasson:
Some computational aspects of Gaussian CARMA modelling. 375-387 - Avishek Chakraborty, Swarup De, Kenneth P. Bowman, Huiyan Sang, Marc G. Genton, Bani K. Mallick:
An adaptive spatial model for precipitation data from multiple satellites over large regions. 389-405 - Eugenia Koblents, Joaquín Míguez:
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models. 407-425 - Simo Särkkä, Jouni Hartikainen, Isambi Sailon Mbalawata, Heikki Haario:
Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC. 427-437 - Ricardo A. Maronna, Fernanda Méndez, Victor J. Yohai:
Robust nonlinear principal components. 439-448 - Laure Sansonnet, Christine Tuleau-Malot:
A model of Poissonian interactions and detection of dependence. 449-470 - Marie Verbanck, Julie Josse, François Husson:
Regularised PCA to denoise and visualise data. 471-486 - Pierre E. Jacob, Lawrence M. Murray, Sylvain Rubenthaler:
Path storage in the particle filter. 487-496
Volume 25, Number 3, May 2015
- Lizbeth Naranjo, Carlos J. Pérez, Jacinto Martín:
Bayesian analysis of some models that use the asymmetric exponential power distribution. 497-514 - Francesco Bartolucci, Alessio Farcomeni:
Information matrix for hidden Markov models with covariates. 515-526 - Therese Graversen, Steffen L. Lauritzen:
Computational aspects of DNA mixture analysis - Exact inference using auxiliary variables in a Bayesian network. 527-541 - Natalya Pya, Simon N. Wood:
Shape constrained additive models. 543-559 - Elias David Niño Ruiz, Adrian Sandu, Jeffrey L. Anderson:
An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula. 561-577 - Gaorong Li, Peng Lai, Heng Lian:
Variable selection and estimation for partially linear single-index models with longitudinal data. 579-593 - Sinan Yildirim, Lan Jiang, Sumeetpal S. Singh, Thomas Dean:
Calibrating the Gaussian multi-target tracking model. 595-608 - Niels Richard Hansen:
Nonparametric likelihood based estimation of linear filters for point processes. 609-618 - Luis Angel García-Escudero, Alfonso Gordaliza, Carlos Matrán, Agustín Mayo-Íscar:
Avoiding spurious local maximizers in mixture modeling. 619-633 - Steve Su:
Flexible parametric quantile regression model. 635-650 - Yuao Hu, Kaifeng Zhao, Heng Lian:
Bayesian quantile regression for partially linear additive models. 651-668 - Alexei Manso Corrêa Machado:
Dependence aliasing and the control of family-wise error rate in multiple hypothesis testing. 669-681 - Filipe J. Marques, Carlos Agra Coelho, Miguel de Carvalho:
On the distribution of linear combinations of independent Gumbel random variables. 683-701
Volume 25, Number 4, July 2015
- Editor's note: 25th Anniversary Special Issue. 703
- David J. Hand:
Statistics and computing: the genesis of data science. 705-711 - Jean-Patrick Baudry, Gilles Celeux:
EM for mixtures - Initialization requires special care. 713-726 - Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart:
Sequential Monte Carlo methods for Bayesian elliptic inverse problems. 727-737 - Ricardo Bezerra de Andrade e Silva, Alfredo A. Kalaitzis:
Bayesian inference via projections. 739-753 - Bernhard Schölkopf, Krikamol Muandet, Kenji Fukumizu, Stefan Harmeling, Jonas Peters:
Computing functions of random variables via reproducing kernel Hilbert space representations. 755-766 - Simon Barthelmé, Nicolas Chopin:
The Poisson transform for unnormalised statistical models. 767-780 - Panos Toulis, Edoardo M. Airoldi:
Scalable estimation strategies based on stochastic approximations: classical results and new insights. 781-795 - Sergio Bacallado, Persi Diaconis, Susan P. Holmes:
de Finetti Priors using Markov chain Monte Carlo computations. 797-808 - Ying Liu, Andrew Gelman, Tian Zheng:
Simulation-efficient shortest probability intervals. 809-819 - Christian Hennig, Chien-Ju Lin:
Flexible parametric bootstrap for testing homogeneity against clustering and assessing the number of clusters. 821-833 - Peter J. Green, Krzysztof Latuszynski, Marcelo Pereyra, Christian P. Robert:
Bayesian computation: a summary of the current state, and samples backwards and forwards. 835-862
Volume 25, Number 5, September 2015
- Kei Hirose, Michio Yamamoto:
Sparse estimation via nonconcave penalized likelihood in factor analysis model. 863-875 - Moreno Bevilacqua, Carlo Gaetan:
Comparing composite likelihood methods based on pairs for spatial Gaussian random fields. 877-892 - Antoine Deleforge, Florence Forbes, Radu Horaud:
High-dimensional regression with gaussian mixtures and partially-latent response variables. 893-911 - Matthias Borowski, Dennis Busse, Roland Fried:
Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure. 913-928 - Tommi Mononen:
A case study of the widely applicable Bayesian information criterion and its optimality. 929-940 - María Xosé Rodríguez-Álvarez, Dae-Jin Lee, Thomas Kneib, María Durbán, Paul H. C. Eilers:
Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm. 941-957 - José E. Chacón, Tarn Duong:
Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density. 959-974 - Ray-Bing Chen, Shin-Perng Chang, Weichung Wang, Heng-Chih Tung, Weng Kee Wong:
Minimax optimal designs via particle swarm optimization methods. 975-988 - Giang Trinh, Alan Genz:
Bivariate conditioning approximations for multivariate normal probabilities. 989-996 - Mathew W. McLean, Giles Hooker, David Ruppert:
Restricted likelihood ratio tests for linearity in scalar-on-function regression. 997-1008 - Alfonso Iodice D'Enza, Angelos I. Markos:
Low-dimensional tracking of association structures in categorical data. 1009-1022 - David I. Hastie, Silvia Liverani, Sylvia Richardson:
Sampling from Dirichlet process mixture models with unknown concentration parameter: mixing issues in large data implementations. 1023-1037 - Andrew Golightly, Daniel A. Henderson, Chris Sherlock:
Delayed acceptance particle MCMC for exact inference in stochastic kinetic models. 1039-1055
Volume 25, Number 6, November 2015
- Ivan Vujacic, Itai Dattner, Javier González, Ernst Wit:
Time-course window estimator for ordinary differential equations linear in the parameters. 1057-1070 - Eugen Pircalabelu, Gerda Claeskens, Lourens J. Waldorp:
A focused information criterion for graphical models. 1071-1092 - Minh Khoa Nguyen, Steve Phelps, Wing Lon Ng:
Simulation based calibration using extended balanced augmented empirical likelihood. 1093-1112 - Selin Damla Ahipasaoglu:
A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach. 1113-1127 - Yi Yang, Hui Zou:
A fast unified algorithm for solving group-lasso penalize learning problems. 1129-1141 - Charles Bouveyron, Mathieu Fauvel, Stéphane Girard:
Kernel discriminant analysis and clustering with parsimonious Gaussian process models. 1143-1162 - Luis Mauricio Castro, Denise Reis Costa, Marcos Oliveira Prates, Victor Hugo Lachos:
Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution. 1163-1183 - Hajo Holzmann, Florian Schwaiger:
Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering. 1185-1200 - Christine Keribin, Vincent Brault, Gilles Celeux, Gérard Govaert:
Estimation and selection for the latent block model on categorical data. 1201-1216 - Carlo Albert, Hans R. Künsch, Andreas Scheidegger:
A simulated annealing approach to approximate Bayes computations. 1217-1232 - G. K. Robinson:
Practical computing for finite moment log-stable distributions to model financial risk. 1233-1246 - Elisabeth Waldmann, Thomas Kneib:
Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression. 1247-1263 - Victor Picheny:
Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction. 1265-1280 - Francisco J. Rubio:
Letter to the Editor: on the use of improper priors for the shape parameters of asymmetric exponential power models. 1281-1287
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
last updated on 2026-01-22 00:38 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
