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Statistics and Computing

Short Title: Stat. Comput.
Publisher: Springer US, New York, NY
ISSN: 0960-3174; 1573-1375/e
Online: http://link.springer.com/journal/volumesAndIssues/11222
Comments: Indexed cover-to-cover
Documents Indexed: 938 Publications (since 2002)
References Indexed: 913 Publications with 34,219 References.
all top 5

Authors

15 Jasra, Ajay
11 Friel, Nial
11 Kneib, Thomas
10 Nott, David John
9 Särkkä, Simo
8 Drovandi, Christopher C.
8 Robin, Stéphane
7 Cao, Jiguo
7 Eckley, Idris A.
7 Fearnhead, Paul
7 Griffin, Jim E.
7 Hooker, Giles
7 Mayo-Iscar, Agustin
7 Míguez, Joaquín
7 Ntzoufras, Ioannis
7 Oates, Chris J.
7 Tran, Minh Ngoc
6 Forbes, Florence
6 García-Escudero, Luis Angel
6 Kypraios, Theodore
6 McLachlan, Geoffrey John
6 Moulines, Eric
6 Nunes, Matthew A.
6 Tempone, Raúl F.
6 Tutz, Gerhard E.
6 Vehtari, Aki
5 Bouveyron, Charles
5 Corander, Jukka
5 Golightly, Andrew
5 Greselin, Francesca
5 Heard, Nicholas A.
5 Hennig, Philipp
5 Kottas, Athanasios
5 Latouche, Pierre
5 Lian, Heng
5 Liang, Faming
5 Pettitt, Anthony N.
5 Picheny, Victor
5 Roberts, Gareth O.
5 Singh, Sumeetpal S.
5 Walker, Stephen Grahm
5 Wong, Wengkee
5 Zhu, Lixing
4 Chen, Ray-Bing
4 Chopin, Nicolas
4 Dellaportas, Petros
4 Duarte, Belmiro P. M.
4 Everitt, Richard Geoffrey
4 Farcomeni, Alessio
4 Fried, Roland
4 Galimberti, Giuliano
4 Gelman, Andrew
4 Genton, Marc G.
4 Hahn, Georg
4 Huang, Jianhua Z.
4 Josse, Julie
4 Kohn, Robert J.
4 Marra, Giampiero
4 Mateu, Jorge
4 McNicholas, Paul D.
4 Meligkotsidou, Loukia
4 Mrkvička, Tomáš
4 Murphy, Thomas Brendan
4 Preston, Simon P.
4 Rue, Håvard
4 Salmaso, Luigi
4 Sherlock, Chris
4 Sisson, Scott A.
4 Soffritti, Gabriele
4 Stuart, Andrew M.
4 Tan, Linda S. L.
4 Wilkinson, Darren James
4 Wood, Simon N.
3 Adams, Niall M.
3 Akyildiz, Ömer Deniz
3 Allard, Denis
3 Alquier, Pierre
3 Andrews, Jeffrey L.
3 Baddeley, Adrian John
3 Barbillon, Pierre
3 Ben Rached, Nadhir
3 Botev, Zdravko I.
3 Cappozzo, Andrea
3 Caron, François
3 Celeux, Gilles
3 Del Moral, Pierre
3 Doucet, Arnaud
3 Eidsvik, Jo
3 Forster, Jonathan J.
3 Fort, Gersende
3 Gillespie, Colin S.
3 Gordaliza, Alfonso
3 Gramacy, Robert B.
3 Grandvalet, Yves
3 Guédon, Yann
3 Gunawan, David
3 Hand, David J.
3 Hennig, Christian
3 Hothorn, Torsten
3 Husmeier, Dirk
...and 1,623 more Authors

Publications by Year

Citations contained in zbMATH Open

667 Publications have been cited 4,315 times in 3,168 Documents Cited by Year
Approximate Bayesian computational methods. Zbl 1252.62022
Marin, Jean-Michel; Pudlo, Pierre; Robert, Christian P. Robert; Ryder, Robin J.
108
2012
Understanding predictive information criteria for Bayesian models. Zbl 1332.62090
Gelman, Andrew; Hwang, Jessica; Vehtari, Aki
88
2014
Slice sampling mixture models. Zbl 1256.65006
Kalli, Maria; Griffin, Jim E.; Walker, Stephen G.
85
2011
An adaptive sequential Monte Carlo method for approximate Bayesian computation. Zbl 1252.65025
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
76
2012
On Bayesian model and variable selection using MCMC. Zbl 1247.62086
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
71
2002
Slope heuristics: overview and implementation. Zbl 1322.62007
Baudry, Jean-Patrick; Maugis, Cathy; Michel, Bertrand
57
2012
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. Zbl 06737719
Vehtari, Aki; Gelman, Andrew; Gabry, Jonah
53
2017
Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results. Zbl 1325.62107
Lee, Sharon; McLachlan, Geoffrey J.
51
2014
Sequential design of computer experiments for the estimation of a probability of failure. Zbl 1252.62081
Bect, Julien; Ginsbourger, David; Li, Ling; Picheny, Victor
49
2012
Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors. Zbl 1331.62359
Breheny, Patrick; Huang, Jian
46
2015
Sequential Monte Carlo for rare event estimation. Zbl 1252.62083
Cérou, Frédéric; Del Moral, Pierre; Furon, Teddy; Guyader, Arnaud
41
2012
Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions. Zbl 1252.62062
Andrews, Jeffrey L.; Mcnicholas, Paul D.
41
2012
Cases for the nugget in modeling computer experiments. Zbl 1252.62098
Gramacy, Robert B.; Lee, Herbert K. H.
38
2012
Design of computer experiments: space filling and beyond. Zbl 1252.62080
Pronzato, Luc; Müller, Werner G.
36
2012
Extending mixtures of multivariate \(t\)-factor analyzers. Zbl 1255.62171
Andrews, Jeffrey L.; McNicholas, Paul D.
33
2011
D-optimal designs via a cocktail algorithm. Zbl 1270.62107
Yu, Yaming
33
2011
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels. Zbl 1342.60122
Alquier, P.; Friel, N.; Everitt, R.; Boland, A.
32
2016
Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models. Zbl 1420.60020
Lee, Sharon X.; McLachlan, Geoffrey J.
29
2016
Exploring the number of groups in robust model-based clustering. Zbl 1221.62093
García-Escudero, L. A.; Gordaliza, A.; Matrán, C.; Mayo-Iscar, A.
27
2011
Filtering via approximate Bayesian computation. Zbl 1252.62093
Jasra, Ajay; Singh, Sumeetpal S.; Martin, James S.; McCoy, Emma
26
2012
Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions. Zbl 1247.62069
Rayner, G. D.; MacGillivray, H. L.
26
2002
Hierarchical Bayesian level set inversion. Zbl 1384.62084
Dunlop, Matthew M.; Iglesias, Marco A.; Stuart, Andrew M.
26
2017
Robust adaptive Metropolis algorithm with coerced acceptance rate. Zbl 1252.65024
Vihola, Matti
25
2012
Efficient Monte Carlo simulation via the generalized splitting method. Zbl 1322.65002
Botev, Zdravko I.; Kroese, Dirk P.
25
2012
Model-based clustering based on sparse finite Gaussian mixtures. Zbl 1342.62109
Malsiner-Walli, Gertraud; Frühwirth-Schnatter, Sylvia; Grün, Bettina
25
2016
Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution. Zbl 1325.62113
Lin, Tsung-I; Ho, Hsiu J.; Lee, Chia-Rong
25
2014
Statistical inference for a single-index varying-coefficient model. Zbl 1322.62126
Xue, Liugen; Pang, Zhen
24
2013
A fast unified algorithm for solving group-lasso penalize learning problems. Zbl 1331.62343
Yang, Yi; Zou, Hui
23
2015
A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering. Zbl 1332.62204
Forbes, Florence; Wraith, Darren
23
2014
Non-reversible Metropolis-Hastings. Zbl 1360.65040
Bierkens, Joris
22
2016
Quantile regression for longitudinal data based on latent Markov subject-specific parameters. Zbl 1322.62206
Farcomeni, Alessio
22
2012
Block clustering with collapsed latent block models. Zbl 1322.62046
Wyse, Jason; Friel, Nial
22
2012
Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Zbl 1331.65012
Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M.
22
2015
Sequential Monte Carlo on large binary sampling spaces. Zbl 1322.62035
Schäfer, Christian; Chopin, Nicolas
21
2013
Statistical analysis of differential equations: introducing probability measures on numerical solutions. Zbl 1384.62082
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
21
2017
Estimation in nonlinear mixed-effects models using heavy-tailed distributions. Zbl 1322.62030
Meza, Cristian; Osorio, Felipe; De la Cruz, Rolando
20
2012
Estimation and selection for the latent block model on categorical data. Zbl 1331.62149
Keribin, Christine; Brault, Vincent; Celeux, Gilles; Govaert, Gérard
20
2015
Model-free feature screening for ultrahigh dimensional censored regression. Zbl 1384.62144
Zhou, Tingyou; Zhu, Liping
20
2017
Finite mixtures of matrix normal distributions for classifying three-way data. Zbl 1221.62083
Viroli, Cinzia
19
2011
Comparison of Bayesian predictive methods for model selection. Zbl 06737693
Piironen, Juho; Vehtari, Aki
19
2017
Simultaneous model-based clustering and visualization in the Fisher discriminative subspace. Zbl 1322.62162
Bouveyron, Charles; Brunet, Camille
19
2012
An advancement in clustering via nonparametric density estimation. Zbl 1322.62175
Menardi, Giovanna; Azzalini, Adelchi
19
2014
Linear quantile mixed models. Zbl 1325.62010
Geraci, Marco; Bottai, Matteo
19
2014
Shape constrained additive models. Zbl 1331.62367
Pya, Natalya; Wood, Simon N.
19
2015
On optimal multiple changepoint algorithms for large data. Zbl 06697671
Maidstone, Robert; Hocking, Toby; Rigaill, Guillem; Fearnhead, Paul
18
2017
Smoothing combined estimating equations in quantile regression for longitudinal data. Zbl 1325.62141
Leng, Chenlei; Zhang, Weiping
18
2014
Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation. Zbl 1325.62139
Groll, Andreas; Tutz, Gerhard
18
2014
Bayesian computation: a summary of the current state, and samples backwards and forwards. Zbl 1331.62017
Green, Peter J.; Łatuszyński, Krzysztof; Pereyra, Marcelo; Robert, Christian P.
18
2015
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
17
2011
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors. Zbl 1252.62015
Chopin, Nicolas; Lelièvre, Tony; Stoltz, Gabriel
17
2012
Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution. Zbl 1322.62173
Lo, Kenneth; Gottardo, Raphael
17
2012
Model based labeling for mixture models. Zbl 1322.62047
Yao, Weixin
17
2012
Mixture of latent trait analyzers for model-based clustering of categorical data. Zbl 1325.62122
Gollini, Isabella; Murphy, Thomas Brendan
17
2014
Delayed acceptance particle MCMC for exact inference in stochastic kinetic models. Zbl 1332.60117
Golightly, Andrew; Henderson, Daniel A.; Sherlock, Chris
17
2015
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Zbl 1274.62400
Kojadinovic, Ivan; Yan, Jun
17
2011
Smooth functional tempering for nonlinear differential equation models. Zbl 1322.62011
Campbell, David; Steele, Russell J.
16
2012
Proximal Markov chain Monte Carlo algorithms. Zbl 06604163
Pereyra, Marcelo
16
2016
Parameter estimation in high dimensional Gaussian distributions. Zbl 1325.62006
Aune, Erlend; Simpson, Daniel P.; Eidsvik, Jo
16
2014
Avoiding spurious local maximizers in mixture modeling. Zbl 1331.62100
García-Escudero, L. A.; Gordaliza, A.; Matrán, C.; Mayo-Iscar, A.
16
2015
Likelihood-free inference via classification. Zbl 1384.62089
Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka
16
2018
Extending mixtures of multivariate \(t\)-factor analyzers. Zbl 1255.62175
Andrews, Jeffrey L.; Mcnicholas, Paul D.
15
2011
A computationally efficient nonparametric approach for changepoint detection. Zbl 06737712
Haynes, Kaylea; Fearnhead, Paul; Eckley, Idris A.
15
2017
Global sensitivity analysis of stochastic computer models with joint metamodels. Zbl 1252.62120
Marrel, Amandine; Iooss, Bertrand; da Veiga, Sébastien
15
2012
A review and some new results on permutation testing for multivariate problems. Zbl 1322.62155
Pesarin, Fortunato; Salmaso, Luigi
15
2012
Interacting multiple try algorithms with different proposal distributions. Zbl 1322.65003
Casarin, Roberto; Craiu, Radu; Leisen, Fabrizio
15
2013
Improving power posterior estimation of statistical evidence. Zbl 1322.62098
Friel, Nial; Hurn, Merrilee; Wyse, Jason
15
2014
Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach. Zbl 06604169
Klein, Nadja; Kneib, Thomas
15
2016
A reweighting approach to robust clustering. Zbl 1384.62193
Dotto, Francesco; Farcomeni, Alessio; García-Escudero, Luis Angel; Mayo-Iscar, Agustín
15
2018
Exact posterior distributions and model selection criteria for multiple change-point detection problems. Zbl 1252.62027
Rigaill, G.; Lebarbier, Émilie; Robin, Stéphane
14
2012
Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms. Zbl 1322.62087
Ho, Hsiu J.; Pyne, Saumyadipta; Lin, Tsung I.
14
2012
A semiparametric Bayesian approach to extreme value estimation. Zbl 1322.62049
Ferraz do Nascimento, Fernando; Gamerman, Dani; Lopes, Hedibert Freitas
14
2012
Bayesian quantile regression for single-index models. Zbl 1325.62089
Hu, Yuao; Gramacy, Robert B.; Lian, Heng
14
2013
Multilevel structured additive regression. Zbl 1325.62179
Lang, Stefan; Umlauf, Nikolaus; Wechselberger, Peter; Harttgen, Kenneth; Kneib, Thomas
14
2014
On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023
Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric
14
2015
Pre-processing for approximate Bayesian computation in image analysis. Zbl 1331.62158
Moores, Matthew T.; Drovandi, Christopher C.; Mengersen, Kerrie; Robert, Christian P.
14
2015
Marginal maximum a posteriori estimation using Markov chain Monte Carlo. Zbl 1247.62087
Doucet, Arnaud; Godsill, Simon J.; Robert, Christian P.
14
2002
Multivariate linear regression with non-normal errors: a solution based on mixture models. Zbl 1221.62106
Soffritti, Gabriele; Galimberti, Giuliano
13
2011
Segmentation of the mean of heteroscedastic data via cross-validation. Zbl 1221.62061
Arlot, Sylvain; Celisse, Alain
13
2011
Copula regression spline models for binary outcomes. Zbl 06652990
Radice, Rosalba; Marra, Giampiero; Wojtyś, Małgorzata
13
2016
Model-based clustering using copulas with applications. Zbl 06652996
Kosmidis, Ioannis; Karlis, Dimitris
13
2016
On confidence intervals for semiparametric expectile regression. Zbl 1322.62136
Sobotka, Fabian; Kauermann, Göran; Waltrup, Linda Schulze; Kneib, Thomas
13
2013
Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models. Zbl 1322.62198
Zhang, Yanwei
13
2013
Sparse estimation via nonconcave penalized likelihood in factor analysis model. Zbl 1332.62194
Hirose, Kei; Yamamoto, Michio
13
2015
Minimax optimal designs via particle swarm optimization methods. Zbl 1332.62265
Chen, Ray-Bing; Chang, Shin-Perng; Wang, Weichung; Tung, Heng-Chih; Wong, Weng Kee
13
2015
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation. Zbl 1252.65022
Peters, G. W.; Fan, Y.; Sisson, S. A.
12
2012
Computing projection depth and its associated estimators. Zbl 1325.62014
Liu, Xiaohui; Zuo, Yijun
12
2014
Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models. Zbl 1325.62008
Browne, Ryan P.; McNicholas, Paul D.
12
2014
Variable selection and estimation for partially linear single-index models with longitudinal data. Zbl 1331.62336
Li, Gaorong; Lai, Peng; Lian, Heng
12
2015
EM for mixtures. Initialization requires special care. Zbl 1331.62301
Baudry, Jean-Patrick; Celeux, Gilles
12
2015
Snipping for robust \(k\)-means clustering under component-wise contamination. Zbl 1332.62203
Farcomeni, Alessio
12
2014
A quasi-Newton acceleration for high-dimensional optimization algorithms. Zbl 1284.90095
Zhou, Hua; Alexander, David; Lange, Kenneth
12
2011
Fast simulation of truncated Gaussian distributions. Zbl 1284.65015
Chopin, Nicolas
12
2011
Robust estimation of mixtures of regressions with random covariates, via trimming and constraints. Zbl 06697663
García-Escudero, L. A.; Gordaliza, A.; Greselin, F.; Ingrassia, S.; Mayo-Iscar, A.
11
2017
Efficient likelihood-free Bayesian computation for household epidemics. Zbl 1252.62112
Neal, Peter
11
2012
Straightforward intermediate rank tensor product smoothing in mixed models. Zbl 1322.62197
Wood, Simon N.; Scheipl, Fabian; Faraway, Julian J.
11
2013
Zero variance Markov chain Monte Carlo for Bayesian estimators. Zbl 1322.62212
Mira, Antonietta; Solgi, Reza; Imparato, Daniele
11
2013
Nonparametric estimation of the ROC curve based on smoothed empirical distribution functions. Zbl 1322.62122
Jokiel-Rokita, Alicja; Pulit, Michał
11
2013
Inference in finite state space non parametric hidden Markov models and applications. Zbl 1342.62141
Gassiat, E.; Cleynen, A.; Robin, S.
11
2016
Bootstrapping and permuting paired \(t\)-test type statistics. Zbl 1325.62097
Konietschke, Frank; Pauly, Markus
11
2014
Split Hamiltonian Monte Carlo. Zbl 1325.62018
Shahbaba, Babak; Lan, Shiwei; Johnson, Wesley O.; Neal, Radford M.
11
2014
Convergence rates for optimised adaptive importance samplers. Zbl 1461.62010
Akyildiz, Ömer Deniz; Míguez, Joaquín
2
2021
Unbiased estimation of the gradient of the log-likelihood in inverse problems. Zbl 1475.62038
Jasra, Ajay; Law, Kody J. H.; Lu, Deng
1
2021
Deep mixtures of unigrams for uncovering topics in textual data. Zbl 1475.62063
Viroli, Cinzia; Anderlucci, Laura
1
2021
Bayesian ODE solvers: the maximum a posteriori estimate. Zbl 1475.62061
Tronarp, Filip; Särkkä, Simo; Hennig, Philipp
1
2021
Gaussian process learning via Fisher scoring of Vecchia’s approximation. Zbl 1475.62033
Guinness, Joseph
1
2021
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation. Zbl 1475.62026
De Bortoli, Valentin; Durmus, Alain; Pereyra, Marcelo; Vidal, Ana F.
1
2021
Regularized bi-directional co-clustering. Zbl 1475.62012
Affeldt, Séverine; Labiod, Lazhar; Nadif, Mohamed
1
2021
A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz
1
2021
A closed-form filter for binary time series. Zbl 1475.62030
Fasano, Augusto; Rebaudo, Giovanni; Durante, Daniele; Petrone, Sonia
1
2021
Bayesian numerical methods for nonlinear partial differential equations. Zbl 1475.62064
Wang, Junyang; Cockayne, Jon; Chkrebtii, Oksana; Sullivan, T. J.; Oates, Chris. J.
1
2021
Ensemble slice sampling. Parallel, black-box and gradient-free inference for correlated & multimodal distributions. Zbl 1475.62040
Karamanis, Minas; Beutler, Florian
1
2021
Generalized parallel tempering on Bayesian inverse problems. Zbl 1476.62015
Latz, Jonas; Madrigal-Cianci, Juan P.; Nobile, Fabio; Tempone, Raúl
1
2021
A Metropolis-class sampler for targets with non-convex support. Zbl 1475.62051
Moriarty, John; Vogrinc, Jure; Zocca, Alessandro
1
2021
Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data. Zbl 1461.62018
Holbrook, Andrew J.; Loeffler, Charles E.; Flaxman, Seth R.; Suchard, Marc A.
1
2021
Rank-one multi-reference factor analysis. Zbl 1461.62009
Aizenbud, Yariv; Landa, Boris; Shkolnisky, Yoel
1
2021
Ensemble Kalman inversion: mean-field limit and convergence analysis. Zbl 1462.62023
Ding, Zhiyan; Li, Qin
1
2021
Robust fitting for generalized additive models for location, scale and shape. Zbl 1461.62008
Aeberhard, William H.; Cantoni, Eva; Marra, Giampiero; Radice, Rosalba
1
2021
Regularizing axis-aligned ensembles via data rotations that favor simpler learners. Zbl 1461.62013
Blaser, Rico; Fryzlewicz, Piotr
1
2021
Hilbert space methods for reduced-rank Gaussian process regression. Zbl 1436.62316
Solin, Arno; Särkkä, Simo
9
2020
Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration. Zbl 07241238
Abdulle, Assyr; Garegnani, Giacomo
8
2020
Approximation and sampling of multivariate probability distributions in the tensor train decomposition. Zbl 1436.62192
Dolgov, Sergey; Anaya-Izquierdo, Karim; Fox, Colin; Scheichl, Robert
6
2020
Central quantile subspace. Zbl 1437.62140
Christou, Eliana
5
2020
Convergence rates of Gaussian ODE filters. Zbl 1451.65098
Kersting, Hans; Sullivan, T. J.; Hennig, Philipp
5
2020
Faster model matrix crossproducts for large generalized linear models with discretized covariates. Zbl 1436.62352
Li, Zheyuan; Wood, Simon N.
4
2020
The minimum regularized covariance determinant estimator. Zbl 1436.62197
Boudt, Kris; Rousseeuw, Peter J.; Vanduffel, Steven; Verdonck, Tim
4
2020
Fast and exact simulation of Gaussian random fields defined on the sphere cross time. Zbl 07174239
Cuevas, Francisco; Allard, Denis; Porcu, Emilio
4
2020
Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments. Zbl 1436.62337
Glaws, Andrew; Constantine, Paul G.; Cook, R. Dennis
4
2020
Weighted likelihood mixture modeling and model-based clustering. Zbl 1436.62255
Greco, Luca; Agostinelli, Claudio
4
2020
Variance reduction for Markov chains with application to MCMC. Zbl 1447.62107
Belomestny, D.; Iosipoi, L.; Moulines, E.; Naumov, A.; Samsonov, S.
4
2020
Modified Hamiltonian Monte Carlo for Bayesian inference. Zbl 1436.62098
Radivojević, Tijana; Akhmatskaya, Elena
3
2020
Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. Zbl 07174263
Buckwar, Evelyn; Tamborrino, Massimiliano; Tubikanec, Irene
3
2020
Bayesian estimation of the latent dimension and communities in stochastic blockmodels. Zbl 1452.62404
Sanna Passino, Francesco; Heard, Nicholas A.
3
2020
Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset. Zbl 1452.62987
Soize, Christian; Ghanem, Roger G.; Desceliers, Christophe
3
2020
Composite likelihood methods for histogram-valued random variables. Zbl 1452.62337
Whitaker, T.; Beranger, B.; Sisson, S. A.
3
2020
The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the \(d\)-sphere. Zbl 1461.62011
Alegría, Alfredo; Emery, Xavier; Lantuéjoul, Christian
3
2020
Mean and median bias reduction in generalized linear models. Zbl 1436.62351
Kosmidis, Ioannis; Pagui, Euloge Clovis Kenne; Sartori, Nicola
2
2020
Optimal exact designs of experiments via mixed integer nonlinear programming. Zbl 1436.62373
Duarte, Belmiro P. M.; Granjo, José F. O.; Wong, Weng Kee
2
2020
A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals. Zbl 1436.62414
Bock, Olivier; Collilieux, Xavier; Guillamon, François; Lebarbier, Emilie; Pascal, Claire
2
2020
Inference for \(L_2\)-boosting. Zbl 1436.62332
Rügamer, David; Greven, Sonja
2
2020
Data-driven stochastic inversion via functional quantization. Zbl 1436.62716
El Amri, Mohamed Reda; Helbert, Céline; Lepreux, Olivier; Zuniga, Miguel Munoz; Prieur, Clémentine; Sinoquet, Delphine
2
2020
Robust Bayesian synthetic likelihood via a semi-parametric approach. Zbl 1436.62090
An, Ziwen; Nott, David J.; Drovandi, Christopher
2
2020
High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking. Zbl 1437.62151
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2
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Coordinate sampler: a non-reversible Gibbs-like MCMC sampler. Zbl 1437.62115
Wu, Changye; Robert, Christian P.
2
2020
Mini-batch learning of exponential family finite mixture models. Zbl 1447.62073
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2
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Detecting anomalies in fibre systems using 3-dimensional image data. Zbl 1447.62078
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2
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Joint models with multiple longitudinal outcomes and a time-to-event outcome: a corrected two-stage approach. Zbl 1447.62117
Mauff, Katya; Steyerberg, Ewout; Kardys, Isabella; Boersma, Eric; Rizopoulos, Dimitris
2
2020
High-dimensional VAR with low-rank transition. Zbl 1448.62130
Alquier, Pierre; Bertin, Karine; Doukhan, Paul; Garnier, Rémy
2
2020
A Laplace-based algorithm for Bayesian adaptive design. Zbl 1452.62596
Senarathne, S. G. J.; Drovandi, C. C.; McGree, J. M.
2
2020
Multilevel particle filters for the non-linear filtering problem in continuous time. Zbl 1452.62696
Jasra, Ajay; Yu, Fangyuan; Heng, Jeremy
2
2020
BayesProject: fast computation of a projection direction for multivariate changepoint detection. Zbl 1452.62310
Hahn, Georg; Fearnhead, Paul; Eckley, Idris A.
2
2020
Properties of the stochastic approximation EM algorithm with mini-batch sampling. Zbl 1458.62184
Kuhn, Estelle; Matias, Catherine; Rebafka, Tabea
2
2020
Empirical geodesic graphs and CAT\((k)\) metrics for data analysis. Zbl 1436.62268
Kobayashi, Kei; Wynn, Henry P.
1
2020
Weight-preserving simulated tempering. Zbl 1431.60082
Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
1
2020
Parsimonious periodic autoregressive models for time series with evolving trend and seasonality. Zbl 1436.62411
Battaglia, Francesco; Cucina, Domenico; Rizzo, Manuel
1
2020
Transformation boosting machines. Zbl 1436.62140
Hothorn, Torsten
1
2020
Spherical regression models with general covariates and anisotropic errors. Zbl 1436.62314
Paine, P. J.; Preston, S. P.; Tsagris, M.; Wood, Andrew T. A.
1
2020
Nonparametric self-exciting models for computer network traffic. Zbl 1436.62122
Price-Williams, Matthew; Heard, Nicholas A.
1
2020
Semiparametric bivariate modelling with flexible extremal dependence. Zbl 1436.62176
Leonelli, Manuele; Gamerman, Dani
1
2020
Nudging the particle filter. Zbl 1436.62447
Akyildiz, Ömer Deniz; Míguez, Joaquín
1
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Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components. Zbl 1436.62280
Papastamoulis, Panagiotis
1
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Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Zbl 07174256
Giles, Michael B.; Majka, Mateusz B.; Szpruch, Lukasz; Vollmer, Sebastian J.; Zygalakis, Konstantinos C.
1
2020
Regularized estimation for highly multivariate log Gaussian Cox processes. Zbl 1437.62274
Choiruddin, Achmad; Cuevas-Pacheco, Francisco; Coeurjolly, Jean-François; Waagepetersen, Rasmus
1
2020
Sequential Monte Carlo with transformations. Zbl 1437.62108
Everitt, Richard G.; Culliford, Richard; Medina-Aguayo, Felipe; Wilson, Daniel J.
1
2020
Functional single-index quantile regression models. Zbl 1447.62138
Sang, Peijun; Cao, Jiguo
1
2020
Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations. Zbl 1447.62135
Liu, Qiang; Tong, Xin T.
1
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Likelihood-free approximate Gibbs sampling. Zbl 1447.62012
Rodrigues, G. S.; Nott, David J.; Sisson, S. A.
1
2020
High-dimensional changepoint detection via a geometrically inspired mapping. Zbl 1448.62132
Grundy, Thomas; Killick, Rebecca; Mihaylov, Gueorgui
1
2020
Markov chain Monte Carlo algorithms with sequential proposals. Zbl 1452.62108
Park, Joonha; Atchadé, Yves
1
2020
Model-based clustering with determinant-and-shape constraint. Zbl 1452.62443
García-Escudero, Luis Angel; Mayo-Iscar, Agustín; Riani, Marco
1
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Comparing clusterings and numbers of clusters by aggregation of calibrated clustering validity indexes. Zbl 1452.62430
Akhanli, Serhat Emre; Hennig, Christian
1
2020
Imputation and low-rank estimation with missing not at random data. Zbl 1452.62174
Sportisse, Aude; Boyer, Claire; Josse, Julie
1
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On some consistent tests of mutual independence among several random vectors of arbitrary dimensions. Zbl 1452.62355
Roy, Angshuman; Sarkar, Soham; Ghosh, Anil K.; Goswami, Alok
1
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Subsampling sequential Monte Carlo for static Bayesian models. Zbl 1452.62985
Gunawan, David; Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc
1
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Anomaly and novelty detection for robust semi-supervised learning. Zbl 1461.62015
Cappozzo, Andrea; Greselin, Francesca; Murphy, Thomas Brendan
1
2020
A probabilistic model for the numerical solution of initial value problems. Zbl 07119314
Schober, Michael; Särkkä, Simo; Hennig, Philipp
10
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Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective. Zbl 1435.65020
Tronarp, Filip; Kersting, Hans; Särkkä, Simo; Hennig, Philipp
9
2019
A modern retrospective on probabilistic numerics. Zbl 1431.60002
Oates, C. J.; Sullivan, T. J.
9
2019
Strong convergence rates of probabilistic integrators for ordinary differential equations. Zbl 1431.65122
Lie, Han Cheng; Stuart, A. M.; Sullivan, T. J.
8
2019
Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions. Zbl 1430.62105
Maleki, Mohsen; Wraith, Darren; Arellano-Valle, Reinaldo B.
8
2019
Control variates for stochastic gradient MCMC. Zbl 1430.62265
Baker, Jack; Fearnhead, Paul; Fox, Emily B.; Nemeth, Christopher
7
2019
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Zbl 1430.62027
Giles, Michael B.; Goda, Takashi
7
2019
Bayesian nonparametric spectral density estimation using B-spline priors. Zbl 1430.62072
Edwards, Matthew C.; Meyer, Renate; Christensen, Nelson
5
2019
Robust clustering tools based on optimal transportation. Zbl 1430.62130
del Barrio, E.; Cuesta-Albertos, J. A.; Matrán, C.; Mayo-Íscar, A.
5
2019
Rejection sampling for tempered Lévy processes. Zbl 07119338
Grabchak, Michael
5
2019
Adaptive step-size selection for state-space probabilistic differential equation solvers. Zbl 1436.62092
Chkrebtii, Oksana A.; Campbell, David A.
4
2019
Bayesian nonparametric clustering for large data sets. Zbl 1430.62146
Zuanetti, Daiane Aparecida; Müller, Peter; Zhu, Yitan; Yang, Shengjie; Ji, Yuan
4
2019
Resample-smoothing of Voronoi intensity estimators. Zbl 1430.62073
Moradi, M. Mehdi; Cronie, Ottmar; Rubak, Ege; Lachieze-Rey, Raphael; Mateu, Jorge; Baddeley, Adrian
4
2019
Penalized estimation of directed acyclic graphs from discrete data. Zbl 1430.62018
Gu, Jiaying; Fu, Fei; Zhou, Qing
3
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Irreversible samplers from jump and continuous Markov processes. Zbl 1430.62060
Ma, Yi-An; Fox, Emily B.; Chen, Tianqi; Wu, Lei
3
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Clustering time series by linear dependency. Zbl 1430.62191
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3
2019
Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins. Zbl 1430.62101
Gunawan, D.; Tran, M.-N.; Suzuki, K.; Dick, J.; Kohn, R.
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2019
Fast automatic Bayesian cubature using lattice sampling. Zbl 1435.62028
Jagadeeswaran, R.; Hickernell, Fred J.
2
2019
Probabilistic linear solvers: a unifying view. Zbl 1435.62027
Bartels, Simon; Cockayne, Jon; Ipsen, Ilse C. F.; Hennig, Philipp
2
2019
Langevin diffusions on the torus: estimation and applications. Zbl 07119307
García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas
2
2019
Double-parallel Monte Carlo for Bayesian analysis of big data. Zbl 1430.62278
Xue, Jingnan; Liang, Faming
2
2019
Deep Gaussian mixture models. Zbl 1430.62143
Viroli, Cinzia; McLachlan, Geoffrey J.
2
2019
Tree-structured modelling of varying coefficients. Zbl 1430.62164
Berger, Moritz; Tutz, Gerhard; Schmid, Matthias
2
2019
Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153
Fort, Gersende; Ollier, Edouard; Samson, Adeline
2
2019
Interpretable sparse SIR for functional data. Zbl 1430.62079
Picheny, Victor; Servien, Rémi; Villa-Vialaneix, Nathalie
2
2019
Selection of sparse vine copulas in high dimensions with the Lasso. Zbl 1430.62102
Müller, Dominik; Czado, Claudia
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2019
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Cited by 5,356 Authors

42 McNicholas, Paul D.
35 Jasra, Ajay
28 Drovandi, Christopher C.
25 Kneib, Thomas
25 Lin, Tsung I.
22 Nott, David John
21 Walker, Stephen Grahm
20 Lian, Heng
19 Lachos Dávila, Víctor Hugo
19 Mayo-Iscar, Agustin
18 Friel, Nial
18 García-Escudero, Luis Angel
17 Browne, Ryan P.
17 Farcomeni, Alessio
17 McLachlan, Geoffrey John
17 Punzo, Antonio
15 Pettitt, Anthony N.
15 Tran, Minh Ngoc
15 Wang, Wan-Lun
14 Marra, Giampiero
14 Ntzoufras, Ioannis
14 Yao, Weixin
13 Bouveyron, Charles
13 Fearnhead, Paul
13 Murphy, Thomas Brendan
13 Pauly, Markus
12 Lee, Sharon X.
12 Vehtari, Aki
11 Dellaportas, Petros
11 Ginsbourger, David
11 Ingrassia, Salvatore
11 Klein, Nadja
11 Lelièvre, Tony
11 Oates, Chris J.
11 Riani, Marco
11 Sisson, Scott A.
10 Castro, Luis Mauricio
10 Greselin, Francesca
10 Roberts, Gareth O.
10 Rosenthal, Jeffrey S.
10 Singh, Sumeetpal S.
10 Stuart, Andrew M.
10 Wong, Wengkee
9 Cerioli, Andrea
9 Corander, Jukka
9 Dunson, David Brian
9 Genton, Marc G.
9 Girolami, Mark A.
9 Gordaliza, Alfonso
9 Griffin, Jim E.
9 Harman, Radoslav
9 Kohn, Robert J.
9 Lai, Peng
9 McGree, James M.
9 Míguez, Joaquín
9 Moulines, Eric
9 Müller, Peter
9 Radice, Rosalba
9 Yang, Hu
9 Zhao, Weihua
9 Zhu, Xuwen
8 Bachoc, François
8 Beskos, Alexandros
8 Cabral, Celso Rômulo Barbosa
8 Chen, Ray-Bing
8 Chen, Xiaolin
8 Del Moral, Pierre
8 Eckley, Idris A.
8 Fryzlewicz, Piotr
8 Galimberti, Giuliano
8 Golightly, Andrew
8 Greven, Sonja
8 Guo, Chaohui
8 Guyader, Arnaud
8 Kantas, Nikolas
8 Kypraios, Theodore
8 Latz, Jonas
8 Lv, Jing
8 Mateu, Jorge
8 Melnykov, Volodymyr
8 Mengersen, Kerrie L.
8 Salmaso, Luigi
8 Särkkä, Simo
8 Sherlock, Chris
8 Soffritti, Gabriele
8 Song, Xinyuan
8 Stoltz, Gabriel
8 Tjøstheim, Dag B.
8 Zhang, Qingzhao
8 Zhigljavsky, Anatoly A.
8 Zhou, Yan
7 Alquier, Pierre
7 Arboretti Giancristofaro, Rosa
7 Arellano-Valle, Reinaldo Boris
7 Biernacki, Christophe
7 Casarin, Roberto
7 Crisan, Dan O.
7 Dey, Dipak Kumar
7 Duarte, Belmiro P. M.
7 Durban, Maria
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Cited in 302 Journals

343 Statistics and Computing
292 Computational Statistics and Data Analysis
129 Journal of Statistical Computation and Simulation
102 Computational Statistics
94 Electronic Journal of Statistics
86 Journal of Multivariate Analysis
84 Journal of Computational and Graphical Statistics
82 Journal of Applied Statistics
67 The Annals of Applied Statistics
66 SIAM/ASA Journal on Uncertainty Quantification
64 Advances in Data Analysis and Classification. ADAC
58 Bayesian Analysis
54 Journal of the American Statistical Association
53 Journal of Statistical Planning and Inference
49 Test
49 Statistical Methods and Applications
41 Statistics & Probability Letters
39 Statistical Modelling
36 The Annals of Statistics
35 Statistical Science
33 Statistical Papers
33 Bernoulli
32 SIAM Journal on Scientific Computing
30 Journal of Econometrics
30 Journal of Machine Learning Research (JMLR)
29 Journal of Computational Physics
26 Journal of Classification
24 Journal of Mathematical Psychology
23 Methodology and Computing in Applied Probability
22 Psychometrika
22 Annals of the Institute of Statistical Mathematics
22 Journal of Nonparametric Statistics
21 Journal of Statistical Theory and Practice
19 European Journal of Operational Research
18 Inverse Problems
18 Biometrics
18 Communications in Statistics. Simulation and Computation
18 Communications in Statistics. Theory and Methods
18 Brazilian Journal of Probability and Statistics
18 Journal of the Korean Statistical Society
17 The Canadian Journal of Statistics
17 The Annals of Applied Probability
16 Statistics
15 Metrika
15 Journal of Computational and Applied Mathematics
15 Journal of Agricultural, Biological, and Environmental Statistics
14 Computer Methods in Applied Mechanics and Engineering
14 Machine Learning
13 Insurance Mathematics & Economics
13 Lifetime Data Analysis
13 AStA. Advances in Statistical Analysis
12 Journal of Statistical Physics
12 Scandinavian Journal of Statistics
12 Biometrical Journal
12 Statistical Applications in Genetics and Molecular Biology
11 Advances in Applied Probability
11 International Journal of Approximate Reasoning
11 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
10 Information Sciences
9 Journal of Global Optimization
9 Applied Mathematical Modelling
9 Stochastic Processes and their Applications
9 SIAM Journal on Imaging Sciences
9 Japanese Journal of Statistics and Data Science
8 Mathematical Biosciences
8 Metron
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8 Statistics Surveys
8 Dependence Modeling
7 Statistica Sinica
7 Data Mining and Knowledge Discovery
7 Quantitative Finance
7 Journal of Probability and Statistics
7 Sankhyā. Series B
6 Applied Mathematics and Computation
6 SIAM Journal on Numerical Analysis
6 Econometric Reviews
6 Computers & Operations Research
6 Journal of Economic Dynamics & Control
6 Neural Computation
6 Mathematical Problems in Engineering
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 ASTIN Bulletin
6 Sankhyā. Series A
5 Stochastic Analysis and Applications
5 Annals of Operations Research
5 Australian & New Zealand Journal of Statistics
5 Chaos
5 Statistical Analysis and Data Mining
5 Science China. Mathematics
5 Journal of Theoretical Biology
5 SIAM Journal on Mathematics of Data Science
4 Journal of Mathematical Biology
4 Journal of Applied Probability
4 Journal of Time Series Analysis
4 International Journal of Adaptive Control and Signal Processing
4 International Journal of Computer Mathematics
4 Pattern Recognition
4 Proceedings of the National Academy of Sciences of the United States of America
4 ACM Transactions on Modeling and Computer Simulation
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Cited in 49 Fields

2,715 Statistics (62-XX)
714 Numerical analysis (65-XX)
477 Probability theory and stochastic processes (60-XX)
174 Computer science (68-XX)
132 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
114 Biology and other natural sciences (92-XX)
113 Operations research, mathematical programming (90-XX)
46 Partial differential equations (35-XX)
39 Statistical mechanics, structure of matter (82-XX)
36 Information and communication theory, circuits (94-XX)
35 Systems theory; control (93-XX)
34 Combinatorics (05-XX)
34 Geophysics (86-XX)
29 Linear and multilinear algebra; matrix theory (15-XX)
19 Dynamical systems and ergodic theory (37-XX)
19 Calculus of variations and optimal control; optimization (49-XX)
18 Harmonic analysis on Euclidean spaces (42-XX)
18 Fluid mechanics (76-XX)
11 Approximations and expansions (41-XX)
11 Mechanics of deformable solids (74-XX)
8 Real functions (26-XX)
8 Ordinary differential equations (34-XX)
7 Optics, electromagnetic theory (78-XX)
6 Operator theory (47-XX)
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6 Astronomy and astrophysics (85-XX)
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3 History and biography (01-XX)
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3 Mathematics education (97-XX)
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2 Measure and integration (28-XX)
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2 Several complex variables and analytic spaces (32-XX)
2 Integral transforms, operational calculus (44-XX)
2 Convex and discrete geometry (52-XX)
1 General and overarching topics; collections (00-XX)
1 Mathematical logic and foundations (03-XX)
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