Zambon, Lorenzo; Azzimonti, Dario; Corani, Giorgio Efficient probabilistic reconciliation of forecasts for real-valued and count time series. (English) Zbl 07800658 Stat. Comput. 34, No. 1, Paper No. 21, 15 p. (2024). MSC: 62-08 62M10 62M20 PDFBibTeX XMLCite \textit{L. Zambon} et al., Stat. Comput. 34, No. 1, Paper No. 21, 15 p. (2024; Zbl 07800658) Full Text: DOI arXiv OA License
Gryvill, Håkon; Tjelmeland, Håkon A sparse matrix formulation of model-based ensemble Kalman filter. (English) Zbl 1517.62021 Stat. Comput. 33, No. 3, Paper No. 63, 23 p. (2023). MSC: 62-08 62F15 62M20 PDFBibTeX XMLCite \textit{H. Gryvill} and \textit{H. Tjelmeland}, Stat. Comput. 33, No. 3, Paper No. 63, 23 p. (2023; Zbl 1517.62021) Full Text: DOI arXiv
Rügamer, David; Baumann, Philipp F. M.; Kneib, Thomas; Hothorn, Torsten Probabilistic time series forecasts with autoregressive transformation models. (English) Zbl 1516.62028 Stat. Comput. 33, No. 2, Paper No. 37, 11 p. (2023). MSC: 62-08 62M10 62M20 PDFBibTeX XMLCite \textit{D. Rügamer} et al., Stat. Comput. 33, No. 2, Paper No. 37, 11 p. (2023; Zbl 1516.62028) Full Text: DOI arXiv
Wen, Linjie; Li, Jinglai Affine-mapping based variational ensemble Kalman filter. (English) Zbl 1499.62039 Stat. Comput. 32, No. 6, Paper No. 97, 15 p. (2022). MSC: 62-08 62F15 62M20 65C05 93E11 PDFBibTeX XMLCite \textit{L. Wen} and \textit{J. Li}, Stat. Comput. 32, No. 6, Paper No. 97, 15 p. (2022; Zbl 1499.62039) Full Text: DOI arXiv
Lin, Cunjie; Qiao, Nan; Zhang, Wenli; Li, Yang; Ma, Shuangge Default risk prediction and feature extraction using a penalized deep neural network. (English) Zbl 1496.62015 Stat. Comput. 32, No. 5, Paper No. 76, 17 p. (2022). MSC: 62-08 62N05 62P20 68T07 PDFBibTeX XMLCite \textit{C. Lin} et al., Stat. Comput. 32, No. 5, Paper No. 76, 17 p. (2022; Zbl 1496.62015) Full Text: DOI
Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan A 4D-Var method with flow-dependent background covariances for the shallow-water equations. (English) Zbl 1495.62013 Stat. Comput. 32, No. 4, Paper No. 65, 15 p. (2022). MSC: 62-08 62M20 86A05 PDFBibTeX XMLCite \textit{D. Paulin} et al., Stat. Comput. 32, No. 4, Paper No. 65, 15 p. (2022; Zbl 1495.62013) Full Text: DOI arXiv
Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. (English) Zbl 1493.62548 Stat. Comput. 32, No. 3, Paper No. 38, 25 p. (2022). MSC: 62M20 60G35 62F15 65C05 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., Stat. Comput. 32, No. 3, Paper No. 38, 25 p. (2022; Zbl 1493.62548) Full Text: DOI arXiv
Manderson, Andrew A.; Goudie, Robert J. B. A numerically stable algorithm for integrating Bayesian models using Markov melding. (English) Zbl 1484.62006 Stat. Comput. 32, No. 2, Paper No. 24, 13 p. (2022). MSC: 62-08 62F15 62P10 PDFBibTeX XMLCite \textit{A. A. Manderson} and \textit{R. J. B. Goudie}, Stat. Comput. 32, No. 2, Paper No. 24, 13 p. (2022; Zbl 1484.62006) Full Text: DOI arXiv
Elvira, Víctor; Miguez, Joaquín; Djurić, Petar M. On the performance of particle filters with adaptive number of particles. (English) Zbl 1478.62006 Stat. Comput. 31, No. 6, Paper No. 81, 18 p. (2021). MSC: 62-08 62M20 65C05 93E11 PDFBibTeX XMLCite \textit{V. Elvira} et al., Stat. Comput. 31, No. 6, Paper No. 81, 18 p. (2021; Zbl 1478.62006) Full Text: DOI arXiv
Zhao, Zheng; Emzir, Muhammad; Särkkä, Simo Deep state-space Gaussian processes. (English) Zbl 1475.62068 Stat. Comput. 31, No. 6, Paper No. 75, 26 p. (2021). MSC: 62-08 62M20 PDFBibTeX XMLCite \textit{Z. Zhao} et al., Stat. Comput. 31, No. 6, Paper No. 75, 26 p. (2021; Zbl 1475.62068) Full Text: DOI arXiv
Caballero, Renzo; Kebaier, Ahmed; Scavino, Marco; Tempone, Raúl Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. (English) Zbl 1475.62021 Stat. Comput. 31, No. 5, Paper No. 64, 19 p. (2021). MSC: 62-08 60H10 62M20 65K10 PDFBibTeX XMLCite \textit{R. Caballero} et al., Stat. Comput. 31, No. 5, Paper No. 64, 19 p. (2021; Zbl 1475.62021) Full Text: DOI arXiv
Fasano, Augusto; Rebaudo, Giovanni; Durante, Daniele; Petrone, Sonia A closed-form filter for binary time series. (English) Zbl 1475.62030 Stat. Comput. 31, No. 4, Paper No. 47, 20 p. (2021). MSC: 62-08 62M10 62M20 62P05 PDFBibTeX XMLCite \textit{A. Fasano} et al., Stat. Comput. 31, No. 4, Paper No. 47, 20 p. (2021; Zbl 1475.62030) Full Text: DOI arXiv
Zammit-Mangion, Andrew; Rougier, Jonathan Multi-scale process modelling and distributed computation for spatial data. (English) Zbl 1452.62364 Stat. Comput. 30, No. 6, 1609-1627 (2020). MSC: 62H11 05C15 62-08 62M20 62P12 65C05 PDFBibTeX XMLCite \textit{A. Zammit-Mangion} and \textit{J. Rougier}, Stat. Comput. 30, No. 6, 1609--1627 (2020; Zbl 1452.62364) Full Text: DOI arXiv
Park, Joonha; Ionides, Edward L. Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter. (English) Zbl 1452.62598 Stat. Comput. 30, No. 5, 1497-1522 (2020). MSC: 62L12 62H11 62M20 62P10 65C05 PDFBibTeX XMLCite \textit{J. Park} and \textit{E. L. Ionides}, Stat. Comput. 30, No. 5, 1497--1522 (2020; Zbl 1452.62598) Full Text: DOI arXiv
Jasra, Ajay; Yu, Fangyuan; Heng, Jeremy Multilevel particle filters for the non-linear filtering problem in continuous time. (English) Zbl 1452.62696 Stat. Comput. 30, No. 5, 1381-1402 (2020). MSC: 62M20 60J60 62-08 65C05 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 30, No. 5, 1381--1402 (2020; Zbl 1452.62696) Full Text: DOI arXiv
Sanna Passino, Francesco; Heard, Nicholas A. Classification of periodic arrivals in event time data for filtering computer network traffic. (English) Zbl 1452.62465 Stat. Comput. 30, No. 5, 1241-1254 (2020). MSC: 62H30 62M10 62M20 62P30 PDFBibTeX XMLCite \textit{F. Sanna Passino} and \textit{N. A. Heard}, Stat. Comput. 30, No. 5, 1241--1254 (2020; Zbl 1452.62465) Full Text: DOI
Wickramasuriya, Shanika L.; Turlach, Berwin A.; Hyndman, Rob J. Optimal non-negative forecast reconciliation. (English) Zbl 1452.62706 Stat. Comput. 30, No. 5, 1167-1182 (2020). MSC: 62M30 62M20 62M10 PDFBibTeX XMLCite \textit{S. L. Wickramasuriya} et al., Stat. Comput. 30, No. 5, 1167--1182 (2020; Zbl 1452.62706) Full Text: DOI Link
Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy High-dimensional VAR with low-rank transition. (English) Zbl 1448.62130 Stat. Comput. 30, No. 4, 1139-1153 (2020). MSC: 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Stat. Comput. 30, No. 4, 1139--1153 (2020; Zbl 1448.62130) Full Text: DOI arXiv
Sang, Peijun; Cao, Jiguo Functional single-index quantile regression models. (English) Zbl 1447.62138 Stat. Comput. 30, No. 4, 771-781 (2020). MSC: 62R10 62G08 62G35 62M20 62P12 62P10 PDFBibTeX XMLCite \textit{P. Sang} and \textit{J. Cao}, Stat. Comput. 30, No. 4, 771--781 (2020; Zbl 1447.62138) Full Text: DOI
Wang, Fan; Mukherjee, Sach; Richardson, Sylvia; Hill, Steven M. High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking. (English) Zbl 1437.62151 Stat. Comput. 30, No. 3, 697-719 (2020). MSC: 62G08 62J05 62J07 62-08 PDFBibTeX XMLCite \textit{F. Wang} et al., Stat. Comput. 30, No. 3, 697--719 (2020; Zbl 1437.62151) Full Text: DOI arXiv
Akyildiz, Ömer Deniz; Míguez, Joaquín Nudging the particle filter. (English) Zbl 1436.62447 Stat. Comput. 30, No. 2, 305-330 (2020). MSC: 62M20 62P05 62G35 PDFBibTeX XMLCite \textit{Ö. D. Akyildiz} and \textit{J. Míguez}, Stat. Comput. 30, No. 2, 305--330 (2020; Zbl 1436.62447) Full Text: DOI arXiv
Leonelli, Manuele; Gamerman, Dani Semiparametric bivariate modelling with flexible extremal dependence. (English) Zbl 1436.62176 Stat. Comput. 30, No. 2, 221-236 (2020). MSC: 62G32 62H05 62G08 PDFBibTeX XMLCite \textit{M. Leonelli} and \textit{D. Gamerman}, Stat. Comput. 30, No. 2, 221--236 (2020; Zbl 1436.62176) Full Text: DOI
Jasra, Ajay; Law, Kody J. H.; Osei, Prince Peprah Multilevel particle filters for Lévy-driven stochastic differential equations. (English) Zbl 1430.62209 Stat. Comput. 29, No. 4, 775-789 (2019). MSC: 62M20 60G51 60H10 62P05 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 29, No. 4, 775--789 (2019; Zbl 1430.62209) Full Text: DOI arXiv
Folia, Maria Myrto; Rattray, Magnus Trajectory inference and parameter estimation in stochastic models with temporally aggregated data. (English) Zbl 1405.62121 Stat. Comput. 28, No. 5, 1053-1072 (2018). MSC: 62M20 62G05 60H10 92C45 PDFBibTeX XMLCite \textit{M. M. Folia} and \textit{M. Rattray}, Stat. Comput. 28, No. 5, 1053--1072 (2018; Zbl 1405.62121) Full Text: DOI
Page, Garritt L.; Quintana, Fernando A. Calibrating covariate informed product partition models. (English) Zbl 1405.62123 Stat. Comput. 28, No. 5, 1009-1031 (2018). MSC: 62M20 62H30 PDFBibTeX XMLCite \textit{G. L. Page} and \textit{F. A. Quintana}, Stat. Comput. 28, No. 5, 1009--1031 (2018; Zbl 1405.62123) Full Text: DOI
Leatherman, Erin R.; Santner, Thomas J.; Dean, Angela M. Computer experiment designs for accurate prediction. (English) Zbl 1384.62281 Stat. Comput. 28, No. 4, 739-751 (2018). MSC: 62K99 05B15 PDFBibTeX XMLCite \textit{E. R. Leatherman} et al., Stat. Comput. 28, No. 4, 739--751 (2018; Zbl 1384.62281) Full Text: DOI
Gascón, Alberto; Sánchez-Úbeda, Eugenio F. Automatic specification of piecewise linear additive models: application to forecasting natural gas demand. (English) Zbl 1384.62322 Stat. Comput. 28, No. 1, 201-217 (2018). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{A. Gascón} and \textit{E. F. Sánchez-Úbeda}, Stat. Comput. 28, No. 1, 201--217 (2018; Zbl 1384.62322) Full Text: DOI
Sen, Deborshee; Thiery, Alexandre H.; Jasra, Ajay On coupling particle filter trajectories. (English) Zbl 1384.65006 Stat. Comput. 28, No. 2, 461-475 (2018). MSC: 65C05 60J22 62M20 PDFBibTeX XMLCite \textit{D. Sen} et al., Stat. Comput. 28, No. 2, 461--475 (2018; Zbl 1384.65006) Full Text: DOI arXiv
Samé, Allou; Govaert, Gérard Segmental dynamic factor analysis for time series of curves. (English) Zbl 1384.62294 Stat. Comput. 27, No. 6, 1617-1637 (2017). MSC: 62M10 62M20 60G50 PDFBibTeX XMLCite \textit{A. Samé} and \textit{G. Govaert}, Stat. Comput. 27, No. 6, 1617--1637 (2017; Zbl 1384.62294) Full Text: DOI HAL
Katzfuss, Matthias; Hammerling, Dorit Parallel inference for massive distributed spatial data using low-rank models. (English) Zbl 1505.62217 Stat. Comput. 27, No. 2, 363-375 (2017). MSC: 62-08 62H11 62M30 62M20 62P12 PDFBibTeX XMLCite \textit{M. Katzfuss} and \textit{D. Hammerling}, Stat. Comput. 27, No. 2, 363--375 (2017; Zbl 1505.62217) Full Text: DOI arXiv
Kleppe, Tore Selland; Skaug, Hans J. Bandwidth selection in pre-smoothed particle filters. (English) Zbl 1505.62230 Stat. Comput. 26, No. 5, 1009-1024 (2016). MSC: 62-08 62M20 65C05 PDFBibTeX XMLCite \textit{T. S. Kleppe} and \textit{H. J. Skaug}, Stat. Comput. 26, No. 5, 1009--1024 (2016; Zbl 1505.62230) Full Text: DOI arXiv
Bhadra, Anindya; Ionides, Edward L. Adaptive particle allocation in iterated sequential Monte Carlo via approximating meta-models. (English) Zbl 1342.62153 Stat. Comput. 26, No. 1-2, 393-407 (2016). MSC: 62M20 65C05 PDFBibTeX XMLCite \textit{A. Bhadra} and \textit{E. L. Ionides}, Stat. Comput. 26, No. 1--2, 393--407 (2016; Zbl 1342.62153) Full Text: DOI
Faraway, Julian J. Does data splitting improve prediction? (English) Zbl 1342.62025 Stat. Comput. 26, No. 1-2, 49-60 (2016). MSC: 62F10 62-07 62C05 PDFBibTeX XMLCite \textit{J. J. Faraway}, Stat. Comput. 26, No. 1--2, 49--60 (2016; Zbl 1342.62025) Full Text: DOI arXiv Link
Jacob, Pierre E.; Murray, Lawrence M.; Rubenthaler, Sylvain Path storage in the particle filter. (English) Zbl 1332.62359 Stat. Comput. 25, No. 2, 487-496 (2015). MSC: 62M20 65C40 PDFBibTeX XMLCite \textit{P. E. Jacob} et al., Stat. Comput. 25, No. 2, 487--496 (2015; Zbl 1332.62359) Full Text: DOI arXiv
Gelman, Andrew; Hwang, Jessica; Vehtari, Aki Understanding predictive information criteria for Bayesian models. (English) Zbl 1332.62090 Stat. Comput. 24, No. 6, 997-1016 (2014). MSC: 62F15 62B10 PDFBibTeX XMLCite \textit{A. Gelman} et al., Stat. Comput. 24, No. 6, 997--1016 (2014; Zbl 1332.62090) Full Text: DOI arXiv
Franz, Jürgen; Jokiel-Rokita, Alicja; Magiera, Ryszard Prediction in trend-renewal processes for repairable systems. (English) Zbl 1325.60141 Stat. Comput. 24, No. 4, 633-649 (2014). MSC: 60K05 62N05 90B25 60G25 62F10 62M20 PDFBibTeX XMLCite \textit{J. Franz} et al., Stat. Comput. 24, No. 4, 633--649 (2014; Zbl 1325.60141) Full Text: DOI
Borowski, Matthias; Fried, Roland Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM – Slope Comparing Adaptive Repeated Median. (English) Zbl 1325.62176 Stat. Comput. 24, No. 4, 597-613 (2014). MSC: 62M20 62M07 94A12 60G35 62L12 62G35 PDFBibTeX XMLCite \textit{M. Borowski} and \textit{R. Fried}, Stat. Comput. 24, No. 4, 597--613 (2014; Zbl 1325.62176) Full Text: DOI
Petetin, Yohan; Desbouvries, François Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis. (English) Zbl 1322.62218 Stat. Comput. 23, No. 6, 759-775 (2013). MSC: 62M20 62G09 62D05 PDFBibTeX XMLCite \textit{Y. Petetin} and \textit{F. Desbouvries}, Stat. Comput. 23, No. 6, 759--775 (2013; Zbl 1322.62218) Full Text: DOI
Welsh, A. H.; Wiens, Douglas P. Robust model-based sampling designs. (English) Zbl 1322.62064 Stat. Comput. 23, No. 6, 689-701 (2013). MSC: 62C20 62D05 62K05 PDFBibTeX XMLCite \textit{A. H. Welsh} and \textit{D. P. Wiens}, Stat. Comput. 23, No. 6, 689--701 (2013; Zbl 1322.62064) Full Text: DOI
Botev, Zdravko I.; L’Ecuyer, Pierre; Tuffin, Bruno Markov chain importance sampling with applications to rare event probability estimation. (English) Zbl 1322.62010 Stat. Comput. 23, No. 2, 271-285 (2013). MSC: 62-07 62M20 62P05 62G08 65C05 PDFBibTeX XMLCite \textit{Z. I. Botev} et al., Stat. Comput. 23, No. 2, 271--285 (2013; Zbl 1322.62010) Full Text: DOI
Prado, Raquel; Lopes, Hedibert F. Sequential parameter learning and filtering in structured autoregressive state-space models. (English) Zbl 1322.62219 Stat. Comput. 23, No. 1, 43-57 (2013). MSC: 62M20 62L12 68T05 62P10 PDFBibTeX XMLCite \textit{R. Prado} and \textit{H. F. Lopes}, Stat. Comput. 23, No. 1, 43--57 (2013; Zbl 1322.62219) Full Text: DOI
Caron, François; Doucet, Arnaud; Gottardo, Raphael On-line changepoint detection and parameter estimation with application to genomic data. (English) Zbl 1322.62085 Stat. Comput. 22, No. 2, 579-595 (2012). MSC: 62F10 62L10 62F15 62P10 62M20 92D10 PDFBibTeX XMLCite \textit{F. Caron} et al., Stat. Comput. 22, No. 2, 579--595 (2012; Zbl 1322.62085) Full Text: DOI
Nott, David J.; Marshall, Lucy; Ngoc, Tran Minh The ensemble Kalman filter is an ABC algorithm. (English) Zbl 1252.62094 Stat. Comput. 22, No. 6, 1273-1276 (2012). MSC: 62M20 62F15 65C60 PDFBibTeX XMLCite \textit{D. J. Nott} et al., Stat. Comput. 22, No. 6, 1273--1276 (2012; Zbl 1252.62094) Full Text: DOI
Jasra, Ajay; Singh, Sumeetpal S.; Martin, James S.; McCoy, Emma Filtering via approximate Bayesian computation. (English) Zbl 1252.62093 Stat. Comput. 22, No. 6, 1223-1237 (2012). MSC: 62M20 62F15 65C05 62L99 65C60 PDFBibTeX XMLCite \textit{A. Jasra} et al., Stat. Comput. 22, No. 6, 1223--1237 (2012; Zbl 1252.62093) Full Text: DOI
Tran, Minh-Ngoc; Nott, David J.; Leng, Chenlei The predictive Lasso. (English) Zbl 1252.62075 Stat. Comput. 22, No. 5, 1069-1084 (2012). MSC: 62J12 62J07 65C60 PDFBibTeX XMLCite \textit{M.-N. Tran} et al., Stat. Comput. 22, No. 5, 1069--1084 (2012; Zbl 1252.62075) Full Text: DOI arXiv
Meligkotsidou, Loukia; Dellaportas, Petros Forecasting with non-homogeneous hidden Markov models. (English) Zbl 1258.65010 Stat. Comput. 21, No. 3, 439-449 (2011). MSC: 65C60 65C05 65C40 60J22 62M20 PDFBibTeX XMLCite \textit{L. Meligkotsidou} and \textit{P. Dellaportas}, Stat. Comput. 21, No. 3, 439--449 (2011; Zbl 1258.65010) Full Text: DOI
Jasra, Ajay; Holmes, Christopher C. Stochastic boosting algorithms. (English) Zbl 1258.65004 Stat. Comput. 21, No. 3, 335-347 (2011). MSC: 65C05 62C10 65C60 62J05 62M20 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{C. C. Holmes}, Stat. Comput. 21, No. 3, 335--347 (2011; Zbl 1258.65004) Full Text: DOI
Meligkotsidou, Loukia; Dellaportas, Petros Forecasting with non-homogeneous hidden Markov models. (English) Zbl 1253.91184 Stat. Comput. 21, No. 3, 439-449 (2011). MSC: 91G30 62F15 62M05 62P05 PDFBibTeX XMLCite \textit{L. Meligkotsidou} and \textit{P. Dellaportas}, Stat. Comput. 21, No. 3, 439--449 (2011; Zbl 1253.91184) Full Text: DOI
Fushiki, Tadayoshi Estimation of prediction error by using \(K\)-fold cross-validation. (English) Zbl 1254.62099 Stat. Comput. 21, No. 2, 137-146 (2011). MSC: 62M20 62G05 65C60 PDFBibTeX XMLCite \textit{T. Fushiki}, Stat. Comput. 21, No. 2, 137--146 (2011; Zbl 1254.62099) Full Text: DOI
Duan, Jin-chuan; Fulop, Andras A stable estimator of the information matrix under EM for dependent data. (English) Zbl 1274.62364 Stat. Comput. 21, No. 1, 83-91 (2011). MSC: 62H12 65C20 62F10 62M20 PDFBibTeX XMLCite \textit{J.-c. Duan} and \textit{A. Fulop}, Stat. Comput. 21, No. 1, 83--91 (2011; Zbl 1274.62364) Full Text: DOI