Journal: Statistics and Computing

Volume 22, Issue 6

1165 -- 1166Gilles Celeux. Approximate Bayesian computation methods
1167 -- 1180Jean-Michel Marin, Pierre Pudlo, Christian P. Robert, Robin J. Ryder. Approximate Bayesian computational methods
1181 -- 1197Chris P. Barnes, Sarah Filippi, Michael P. H. Stumpf, Thomas Thorne. Considerate approaches to constructing summary statistics for ABC model selection
1199 -- 1207Ross McVinish. Improving ABC for quantile distributions
1209 -- 1222Gareth W. Peters, Y. Fan, Scott A. Sisson. On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
1223 -- 1237Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy. Filtering via approximate Bayesian computation
1239 -- 1256Peter Neal. Efficient likelihood-free Bayesian Computation for household epidemics
1257 -- 1271Andrea Rau, Florence Jaffrézic, Jean-Louis Foulley, R. W. Doerge. Reverse engineering gene regulatory networks using approximate Bayesian computation
1273 -- 1276David J. Nott, Lucy Marshall, Minh-Ngoc Tran. The ensemble Kalman filter is an ABC algorithm

Volume 22, Issue 5

997 -- 1008Matti Vihola. Robust adaptive Metropolis algorithm with coerced acceptance rate
1009 -- 1020Pierre Del Moral, Arnaud Doucet, Ajay Jasra. An adaptive sequential Monte Carlo method for approximate Bayesian computation
1021 -- 1029Jeffrey L. Andrews, Paul D. McNicholas. Model-based clustering, classification, and discriminant analysis via mixtures of multivariate t-distributions - The tEIGEN family
1031 -- 1040Joshua C. C. Chan, Dirk P. Kroese. Improved cross-entropy method for estimation
1041 -- 1057Tristan Marshall, Gareth O. Roberts. An adaptive approach to Langevin MCMC
1059 -- 1067Jiguo Cao, Jing Cai, Liangliang Wang. Estimating curves and derivatives with parametric penalized spline smoothing
1069 -- 1084Minh-Ngoc Tran, David J. Nott, Chenlei Leng. The predictive Lasso
1085 -- 1098Xin-Yuan Song, Zhao-Hua Lu. Semiparametric transformation models with Bayesian P-splines
1099 -- 1111Gert van Valkenhoef, Tommi Tervonen, Bert de Brock, Hans Hillege. Algorithmic parameterization of mixed treatment comparisons
1113 -- 1123Sophie Donnet, Jean-Michel Marin. An empirical Bayes procedure for the selection of Gaussian graphical models
1125 -- 1133Ping-Feng Xu, Jianhua Guo, Man-Lai Tang. An improved Hara-Takamura procedure by sharing computations on junction tree in Gaussian graphical models
1135 -- 1154Wai-Yin Poon, Hai-Bin Wang. Latent variable models with ordinal categorical covariates
1155 -- 1164Leonid Kontorovich. Statistical estimation with bounded memory

Volume 22, Issue 4

849 -- 855Petros Dellaportas, Mohsen Pourahmadi. Cholesky-GARCH models with applications to finance
857 -- 865Jiguo Cao. Estimating generalized semiparametric additive models using parameter cascading
867 -- 876Joseph Sexton, Petter Laake. Boosted coefficient models
877 -- 895Marina I. Knight, Matthew A. Nunes, Guy P. Nason. Spectral estimation for locally stationary time series with missing observations
897 -- 916Nicolas Chopin, Tony Lelièvre, Gabriel Stoltz. Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
917 -- 929Guillem Rigaill, E. Lebarbier, S. Robin. Exact posterior distributions and model selection criteria for multiple change-point detection problems
931 -- 943Tomás Mrkvicka, Samuel Soubeyrand, Joël Chadoeuf. Goodness-of-fit test of the mark distribution in a point process with non-stationary marks
945 -- 957Ulrich Paquet, Blaise Thomson, Ole Winther. A hierarchical model for ordinal matrix factorization
959 -- 966Woojoo Lee, Youngjo Lee. Modifications of REML algorithm for HGLMs
967 -- 979Simos G. Meintanis, Jochen Einbeck. Goodness-of-fit tests in semi-linear models
981 -- 993John A. D. Aston, Jyh-Ying Peng, Donald E. K. Martin. Implied distributions in multiple change point problems
995 -- 996Steven G. Gilmour. John Lawson: Design and analysis of experiments with SAS - Chapman and Hall/CRC Press, 2010

Volume 22, Issue 3

677 -- 679Anestis Antoniadis, Alberto Pasanisi. Modeling of computer experiments for uncertainty propagation and sensitivity analysis
681 -- 701Luc Pronzato, Werner G. Müller. Design of computer experiments: space filling and beyond
703 -- 712Yves Auffray, Pierre Barbillon, Jean-Michel Marin. Maximin design on non hypercube domains and kernel interpolation
713 -- 722Robert B. Gramacy, Herbert K. H. Lee. Cases for the nugget in modeling computer experiments
723 -- 738Thomas Mühlenstädt, Olivier Roustant, Laurent Carraro, Sonja Kuhnt. Data-driven Kriging models based on FANOVA-decomposition
739 -- 751Valeria Sambucini. Confidence regions for the stationary point of a quadratic response surface based on the asymptotic distribution of its MLE
753 -- 772Serge Cohen, Sébastien Déjean, Sébastien Gadat. Adaptive sequential design for regression on multi-resolution bases
773 -- 793Julien Bect, David Ginsbourger, Ling Li, Victor Picheny, Emmanuel Vázquez. Sequential design of computer experiments for the estimation of a probability of failure
795 -- 808Frédéric Cérou, Pierre Del Moral, Teddy Furon, Arnaud Guyader. Sequential Monte Carlo for rare event estimation
809 -- 821Miguel Munoz Zuniga, Josselin Garnier, Emmanuel Remy, Etienne de Rocquigny. Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities
823 -- 831Astrid Jourdan. Global sensitivity analysis using complex linear models
833 -- 847Amandine Marrel, Bertrand Iooss, Sébastien Da Veiga, Mathieu Ribatet. Global sensitivity analysis of stochastic computer models with joint metamodels

Volume 22, Issue 2

337 -- 347Weixin Yao. Model based labeling for mixture models
349 -- 358Guglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-Alana. Deterministic versus stochastic seasonal fractional integration and structural breaks
359 -- 373D. Lamnisos, J. E. Griffin, M. F. J. Steel. Cross-validation prior choice in Bayesian probit regression with many covariates
375 -- 385Ata Kabán. Non-parametric detection of meaningless distances in high dimensional data
387 -- 396T. J. Harris, W. Yu. Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis
397 -- 413Jian Chen, Jeffrey S. Rosenthal. Decrypting classical cipher text using Markov chain Monte Carlo
415 -- 428Jason Wyse, Nial Friel. Block clustering with collapsed latent block models
429 -- 443David Campbell, Russell J. Steele. Smooth functional tempering for nonlinear differential equation models
445 -- 454Nickolay T. Trendafilov. DINDSCAL: direct INDSCAL
455 -- 470Jean-Patrick Baudry, Cathy Maugis, Bertrand Michel. Slope heuristics: overview and implementation
471 -- 483Kris Boudt, Jonathan Cornelissen, Christophe Croux. The Gaussian rank correlation estimator: robustness properties
485 -- 496Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé. Distributed detection/localization of change-points in high-dimensional network traffic data
497 -- 512David J. Nott, Minh-Ngoc Tran, Chenlei Leng. Variational approximation for heteroscedastic linear models and matching pursuit algorithms
513 -- 526Michael Amrein, Hans R. Künsch. Rate estimation in partially observed Markov jump processes with measurement errors
527 -- 544Hirokazu Yanagihara. A non-iterative optimization method for smoothness in penalized spline regression
545 -- 561Gerhard Tutz, Sebastian Petry. Nonparametric estimation of the link function including variable selection
563 -- 577Achilleas Achilleos, Aurore Delaigle. Local bandwidth selectors for deconvolution kernel density estimation
579 -- 595Francois Caron, Arnaud Doucet, Raphael Gottardo. On-line changepoint detection and parameter estimation with application to genomic data
597 -- 613Hossein Baghishani, Håvard Rue, Mohsen Mohammadzadeh. On a hybrid data cloning method and its application in generalized linear mixed models
615 -- 623Erik Lindström. A regularized bridge sampler for sparsely sampled diffusions
625 -- 637Alicja Jokiel-Rokita, Ryszard Magiera. Estimation of parameters for trend-renewal processes
639 -- 646Fortunato Pesarin, Luigi Salmaso. A review and some new results on permutation testing for multivariate problems
647 -- 659Sylvain Sardy, Maria-Pia Victoria-Feser. Isotone additive latent variable models
661 -- 675Fernando Ferraz do Nascimento, Dani Gamerman, Hedibert Freitas Lopes. A semiparametric Bayesian approach to extreme value estimation

Volume 22, Issue 1

1 -- 16Zdravko I. Botev, Dirk P. Kroese. Efficient Monte Carlo simulation via the generalized splitting method
17 -- 31Chih-Kang Chu, Jhao-Siang Siao, Lih-Chung Wang, Wen-Shuenn Deng. Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression
33 -- 52Kenneth Lo, Raphael Gottardo. Flexible mixture modeling via the multivariate t distribution with the Box-Cox transformation: an alternative to the skew-t distribution
53 -- 63Ian H. Dinwoodie. Sequential importance sampling of binary sequences
65 -- 78Gundula Behrens, Nial Friel, Merrilee Hurn. Tuning tempered transitions
79 -- 92Georgios Papageorgiou, John Hinde. Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities
93 -- 106Athanasios Kottas, Gilbert W. Fellingham. Bayesian semiparametric modeling and inference with mixtures of symmetric distributions
107 -- 120Jonathan J. Forster, Roger C. Gill, Antony M. Overstall. Reversible jump methods for generalised linear models and generalised linear mixed models
121 -- 139Cristian Meza, Felipe Osorio, Rolando De la Cruz. Estimation in nonlinear mixed-effects models using heavy-tailed distributions
141 -- 152Alessio Farcomeni. Quantile regression for longitudinal data based on latent Markov subject-specific parameters
153 -- 168Martin Slawski. The structured elastic net for quantile regression and support vector classification
169 -- 183Gianfranco Piras, Nancy Lozano-Gracia. Spatial J-test: some Monte Carlo evidence
185 -- 203Burton Wu, Clare A. McGrory, Anthony N. Pettitt. A new variational Bayesian algorithm with application to human mobility pattern modeling
205 -- 217S. P. Preston, Andrew T. A. Wood. Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions
219 -- 235Nicolas Städler, Peter Bühlmann. Missing values: sparse inverse covariance estimation and an extension to sparse regression
237 -- 249Giles Hooker, Saharon Rosset. Prediction-based regularization using data augmented regression
251 -- 257Andrew Redd. A comment on the orthogonalization of B-spline basis functions and their derivatives
259 -- 271José R. Berrendero, Antonio Cuevas, Beatriz Pateiro-López. A multivariate uniformity test for the case of unknown support
273 -- 285Jianhui Ning, Philip E. Cheng. A comparison study of nonparametric imputation methods
287 -- 299Hsiu J. Ho, Saumyadipta Pyne, Tsung I. Lin. Maximum likelihood inference for mixtures of skew Student-t-normal distributions through practical EM-type algorithms
301 -- 324Charles Bouveyron, Camille Brunet. Simultaneous model-based clustering and visualization in the Fisher discriminative subspace
325 -- 336Steffen Liebscher, Thomas Kirschstein, Claudia Becker. The flood algorithm - a multivariate, self-organizing-map-based, robust location and covariance estimator
337 -- 347Weixin Yao. Model based labeling for mixture models
349 -- 358Guglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-Alana. Deterministic versus stochastic seasonal fractional integration and structural breaks
359 -- 373D. Lamnisos, J. E. Griffin, M. F. J. Steel. Cross-validation prior choice in Bayesian probit regression with many covariates
375 -- 385Ata Kabán. Non-parametric detection of meaningless distances in high dimensional data
387 -- 396T. J. Harris, W. Yu. Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis
397 -- 413Jian Chen, Jeffrey S. Rosenthal. Decrypting classical cipher text using Markov chain Monte Carlo
415 -- 428Jason Wyse, Nial Friel. Block clustering with collapsed latent block models
429 -- 443David Campbell, Russell J. Steele. Smooth functional tempering for nonlinear differential equation models
445 -- 454Nickolay T. Trendafilov. DINDSCAL: direct INDSCAL
455 -- 470Jean-Patrick Baudry, Cathy Maugis, Bertrand Michel. Slope heuristics: overview and implementation
471 -- 483Kris Boudt, Jonathan Cornelissen, Christophe Croux. The Gaussian rank correlation estimator: robustness properties
485 -- 496Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé. Distributed detection/localization of change-points in high-dimensional network traffic data
497 -- 512David J. Nott, Minh-Ngoc Tran, Chenlei Leng. Variational approximation for heteroscedastic linear models and matching pursuit algorithms
513 -- 526Michael Amrein, Hans R. Künsch. Rate estimation in partially observed Markov jump processes with measurement errors
527 -- 544Hirokazu Yanagihara. A non-iterative optimization method for smoothness in penalized spline regression
545 -- 561Gerhard Tutz, Sebastian Petry. Nonparametric estimation of the link function including variable selection
563 -- 577Achilleas Achilleos, Aurore Delaigle. Local bandwidth selectors for deconvolution kernel density estimation
579 -- 595Francois Caron, Arnaud Doucet, Raphael Gottardo. On-line changepoint detection and parameter estimation with application to genomic data
597 -- 613Hossein Baghishani, Håvard Rue, Mohsen Mohammadzadeh. On a hybrid data cloning method and its application in generalized linear mixed models
615 -- 623Erik Lindström. A regularized bridge sampler for sparsely sampled diffusions
625 -- 637Alicja Jokiel-Rokita, Ryszard Magiera. Estimation of parameters for trend-renewal processes
639 -- 646Fortunato Pesarin, Luigi Salmaso. A review and some new results on permutation testing for multivariate problems
647 -- 659Sylvain Sardy, Maria-Pia Victoria-Feser. Isotone additive latent variable models
661 -- 675Fernando Ferraz do Nascimento, Dani Gamerman, Hedibert Freitas Lopes. A semiparametric Bayesian approach to extreme value estimation