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ORCIDStatistics and Computing, Volume 22
Volume 22, Number 1, January 2012
- Zdravko I. Botev, Dirk P. Kroese
:
Efficient Monte Carlo simulation via the generalized splitting method. 1-16 - Chih-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. 17-31 - Kenneth Lo, Raphael Gottardo:
Flexible mixture modeling via the multivariate t distribution with the Box-Cox transformation: an alternative to the skew-t distribution. 33-52 - Ian H. Dinwoodie:
Sequential importance sampling of binary sequences. 53-63 - Gundula Behrens, Nial Friel, Merrilee Hurn:
Tuning tempered transitions. 65-78 - Georgios Papageorgiou, John Hinde:
Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities. 79-92 - Athanasios Kottas, Gilbert W. Fellingham:
Bayesian semiparametric modeling and inference with mixtures of symmetric distributions. 93-106 - Jonathan J. Forster, Roger C. Gill, Antony M. Overstall:
Reversible jump methods for generalised linear models and generalised linear mixed models. 107-120 - Cristian Meza, Felipe Osorio, Rolando De la Cruz:
Estimation in nonlinear mixed-effects models using heavy-tailed distributions. 121-139 - Alessio Farcomeni:
Quantile regression for longitudinal data based on latent Markov subject-specific parameters. 141-152 - Martin Slawski:
The structured elastic net for quantile regression and support vector classification. 153-168 - Gianfranco Piras, Nancy Lozano-Gracia:
Spatial J-test: some Monte Carlo evidence. 169-183 - Burton Wu, Clare A. McGrory, Anthony N. Pettitt:
A new variational Bayesian algorithm with application to human mobility pattern modeling. 185-203 - S. 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. 205-217 - Nicolas Städler, Peter Bühlmann:
Missing values: sparse inverse covariance estimation and an extension to sparse regression. 219-235 - Giles Hooker, Saharon Rosset:
Prediction-based regularization using data augmented regression. 237-249 - Andrew Redd:
A comment on the orthogonalization of B-spline basis functions and their derivatives. 251-257 - José R. Berrendero, Antonio Cuevas, Beatriz Pateiro-López:
A multivariate uniformity test for the case of unknown support. 259-271 - Jianhui Ning, Philip E. Cheng:
A comparison study of nonparametric imputation methods. 273-285 - Hsiu J. Ho, Saumyadipta Pyne, Tsung-I Lin:
Maximum likelihood inference for mixtures of skew Student-t-normal distributions through practical EM-type algorithms. 287-299 - Charles Bouveyron, Camille Brunet:
Simultaneous model-based clustering and visualization in the Fisher discriminative subspace. 301-324 - Steffen Liebscher, Thomas Kirschstein, Claudia Becker:
The flood algorithm - a multivariate, self-organizing-map-based, robust location and covariance estimator. 325-336
Volume 22, Number 2, March 2012
- Weixin Yao:
Model based labeling for mixture models. 337-347 - Guglielmo Maria Caporale, Juncal Cunado, Luis Alberiko Gil-Alana:
Deterministic versus stochastic seasonal fractional integration and structural breaks. 349-358 - Demetris Lamnisos, Jim E. Griffin, M. F. J. Steel:
Cross-validation prior choice in Bayesian probit regression with many covariates. 359-373 - Ata Kabán:
Non-parametric detection of meaningless distances in high dimensional data. 375-385 - T. J. Harris, Wei Yu:
Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis. 387-396 - Jian Chen, Jeffrey S. Rosenthal:
Decrypting classical cipher text using Markov chain Monte Carlo. 397-413 - Jason Wyse, Nial Friel:
Block clustering with collapsed latent block models. 415-428 - David A. Campbell, Russell J. Steele:
Smooth functional tempering for nonlinear differential equation models. 429-443 - Nickolay T. Trendafilov:
DINDSCAL: direct INDSCAL. 445-454 - Jean-Patrick Baudry, Cathy Maugis, Bertrand Michel:
Slope heuristics: overview and implementation. 455-470 - Kris Boudt, Jonathan Cornelissen, Christophe Croux:
The Gaussian rank correlation estimator: robustness properties. 471-483 - Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé:
Distributed detection/localization of change-points in high-dimensional network traffic data. 485-496 - David J. Nott, Minh-Ngoc Tran, Chenlei Leng:
Variational approximation for heteroscedastic linear models and matching pursuit algorithms. 497-512 - Michael Amrein, Hans R. Künsch:
Rate estimation in partially observed Markov jump processes with measurement errors. 513-526 - Hirokazu Yanagihara:
A non-iterative optimization method for smoothness in penalized spline regression. 527-544 - Gerhard Tutz, Sebastian Petry:
Nonparametric estimation of the link function including variable selection. 545-561 - Achilleas Achilleos, Aurore Delaigle:
Local bandwidth selectors for deconvolution kernel density estimation. 563-577 - Francois Caron, Arnaud Doucet, Raphael Gottardo:
On-line changepoint detection and parameter estimation with application to genomic data. 579-595 - Hossein Baghishani, Håvard Rue, Mohsen Mohammadzadeh:
On a hybrid data cloning method and its application in generalized linear mixed models. 597-613 - Erik Lindström:
A regularized bridge sampler for sparsely sampled diffusions. 615-623 - Alicja Jokiel-Rokita, Ryszard Magiera:
Estimation of parameters for trend-renewal processes. 625-637 - Fortunato Pesarin, Luigi Salmaso:
A review and some new results on permutation testing for multivariate problems. 639-646 - Sylvain Sardy, Maria-Pia Victoria-Feser:
Isotone additive latent variable models. 647-659 - Fernando Ferraz do Nascimento, Dani Gamerman, Hedibert Freitas Lopes:
A semiparametric Bayesian approach to extreme value estimation. 661-675
Volume 22, Number 3, May 2012
- Anestis Antoniadis, Alberto Pasanisi:
Modeling of computer experiments for uncertainty propagation and sensitivity analysis. 677-679 - Luc Pronzato, Werner G. Müller:
Design of computer experiments: space filling and beyond. 681-701 - Yves Auffray, Pierre Barbillon, Jean-Michel Marin:
Maximin design on non hypercube domains and kernel interpolation. 703-712 - Robert B. Gramacy, Herbert K. H. Lee:
Cases for the nugget in modeling computer experiments. 713-722 - Thomas Mühlenstädt, Olivier Roustant, Laurent Carraro, Sonja Kuhnt:
Data-driven Kriging models based on FANOVA-decomposition. 723-738 - Valeria Sambucini:
Confidence regions for the stationary point of a quadratic response surface based on the asymptotic distribution of its MLE. 739-751 - Serge Cohen, Sébastien Déjean, Sébastien Gadat:
Adaptive sequential design for regression on multi-resolution bases. 753-772 - Julien Bect, David Ginsbourger, Ling Li, Victor Picheny, Emmanuel Vázquez:
Sequential design of computer experiments for the estimation of a probability of failure. 773-793 - Frédéric Cérou, Pierre Del Moral, Teddy Furon, Arnaud Guyader:
Sequential Monte Carlo for rare event estimation. 795-808 - Miguel Munoz Zuniga, Josselin Garnier, Emmanuel Remy, Etienne de Rocquigny:
Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities. 809-821 - Astrid Jourdan:
Global sensitivity analysis using complex linear models. 823-831 - Amandine Marrel, Bertrand Iooss, Sébastien Da Veiga, Mathieu Ribatet:
Global sensitivity analysis of stochastic computer models with joint metamodels. 833-847
Volume 22, Number 4, July 2012
- Petros Dellaportas, Mohsen Pourahmadi:
Cholesky-GARCH models with applications to finance. 849-855 - Jiguo Cao:
Estimating generalized semiparametric additive models using parameter cascading. 857-865 - Joseph Sexton, Petter Laake:
Boosted coefficient models. 867-876 - Marina I. Knight, Matthew A. Nunes, Guy P. Nason:
Spectral estimation for locally stationary time series with missing observations. 877-895 - Nicolas Chopin, Tony Lelièvre, Gabriel Stoltz:
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors. 897-916 - Guillem Rigaill, Emilie Lebarbier, Stéphane Robin:
Exact posterior distributions and model selection criteria for multiple change-point detection problems. 917-929 - Tomás Mrkvicka, Samuel Soubeyrand, Joël Chadoeuf:
Goodness-of-fit test of the mark distribution in a point process with non-stationary marks. 931-943 - Ulrich Paquet, Blaise Thomson, Ole Winther:
A hierarchical model for ordinal matrix factorization. 945-957 - Woojoo Lee, Youngjo Lee:
Modifications of REML algorithm for HGLMs. 959-966 - Simos G. Meintanis, Jochen Einbeck:
Goodness-of-fit tests in semi-linear models. 967-979 - John A. D. Aston, Jyh-Ying Peng, Donald E. K. Martin:
Implied distributions in multiple change point problems. 981-993 - Steven G. Gilmour:
John Lawson: Design and analysis of experiments with SAS - Chapman and Hall/CRC Press, 2010. 995-996
Volume 22, Number 5, September 2012
- Matti Vihola:
Robust adaptive Metropolis algorithm with coerced acceptance rate. 997-1008 - Pierre Del Moral, Arnaud Doucet, Ajay Jasra:
An adaptive sequential Monte Carlo method for approximate Bayesian computation. 1009-1020 - Jeffrey L. Andrews, Paul D. McNicholas:
Model-based clustering, classification, and discriminant analysis via mixtures of multivariate t-distributions - The tEIGEN family. 1021-1029 - Joshua C. C. Chan, Dirk P. Kroese:
Improved cross-entropy method for estimation. 1031-1040 - Tristan Marshall, Gareth O. Roberts:
An adaptive approach to Langevin MCMC. 1041-1057 - Jiguo Cao, Jing Cai, Liangliang Wang:
Estimating curves and derivatives with parametric penalized spline smoothing. 1059-1067 - Minh-Ngoc Tran, David J. Nott, Chenlei Leng:
The predictive Lasso. 1069-1084 - Xin-Yuan Song, Zhaohua Lu:
Semiparametric transformation models with Bayesian P-splines. 1085-1098 - Gert van Valkenhoef, Tommi Tervonen, Bert de Brock, Hans Hillege:
Algorithmic parameterization of mixed treatment comparisons. 1099-1111 - Sophie Donnet, Jean-Michel Marin:
An empirical Bayes procedure for the selection of Gaussian graphical models. 1113-1123 - Ping-Feng Xu, Jianhua Guo, Man-Lai Tang:
An improved Hara-Takamura procedure by sharing computations on junction tree in Gaussian graphical models. 1125-1133 - Wai-Yin Poon, Hai-Bin Wang:
Latent variable models with ordinal categorical covariates. 1135-1154 - Leonid Kontorovich:
Statistical estimation with bounded memory. 1155-1164
Volume 22, Number 6, November 2012
- Gilles Celeux:
Approximate Bayesian computation methods. 1165-1166 - Jean-Michel Marin, Pierre Pudlo, Christian P. Robert, Robin J. Ryder:
Approximate Bayesian computational methods. 1167-1180 - Chris P. Barnes, Sarah Filippi, Michael P. H. Stumpf, Thomas Thorne:
Considerate approaches to constructing summary statistics for ABC model selection. 1181-1197 - Ross McVinish:
Improving ABC for quantile distributions. 1199-1207 - Gareth W. Peters, Yanan Fan, Scott A. Sisson:
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation. 1209-1222 - Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy:
Filtering via approximate Bayesian computation. 1223-1237 - Peter Neal:
Efficient likelihood-free Bayesian Computation for household epidemics. 1239-1256 - Andrea Rau, Florence Jaffrézic, Jean-Louis Foulley, Rebecca W. Doerge:
Reverse engineering gene regulatory networks using approximate Bayesian computation. 1257-1271 - David J. Nott, Lucy Marshall, Minh-Ngoc Tran:
The ensemble Kalman filter is an ABC algorithm. 1273-1276
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