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ORCIDStatistics and Computing, Volume 23
Volume 23, Number 1, January 2013
- M. Kolossiatis, Jim E. Griffin
, M. F. J. Steel:
On Bayesian nonparametric modelling of two correlated distributions. 1-15 - Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang:
Robust estimation of the correlation matrix of longitudinal data. 17-28 - Nathalie Peyrard, Régis Sabbadin, Daniel Spring, Barry W. Brook, Ralph Mac Nally:
Model-based adaptive spatial sampling for occurrence map construction. 29-42 - Raquel Prado, Hedibert Freitas Lopes:
Sequential parameter learning and filtering in structured autoregressive state-space models. 43-57 - Jukka Corander, Yaqiong Cui, Timo Koski, Jukka Sirén:
Have I seen you before? Principles of Bayesian predictive classification revisited. 59-73 - Philippe Lambert:
Nonparametric additive location-scale models for interval censored data. 75-90 - Joaquín Míguez, Dan Crisan, Petar M. Djuric:
On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. 91-107 - Joris Mulder, Jean-Paul Fox:
Bayesian tests on components of the compound symmetry covariance matrix. 109-122 - Jim E. Griffin, Stephen G. Walker:
On adaptive Metropolis-Hastings methods. 123-134
Volume 23, Number 2, March 2013
- Fabian Sobotka, Göran Kauermann, Linda Schulze Waltrup, Thomas Kneib:
On confidence intervals for semiparametric expectile regression. 135-148 - Ping-Hung Hsieh:
A nonparametric assessment of model adequacy based on Kullback-Leibler divergence. 149-162 - Christian Schäfer, Nicolas Chopin:
Sequential Monte Carlo on large binary sampling spaces. 163-184 - Roberto Casarin, Radu V. Craiu, Fabrizio Leisen:
Interacting multiple try algorithms with different proposal distributions. 185-200 - Jin-Hong Park:
Multiple-index approach to multiple autoregressive time series model. 201-208 - Nickolay T. Trendafilov, Steffen Unkel, Wojtek J. Krzanowski:
Exploratory factor and principal component analyses: some new aspects. 209-220 - Baisuo Jin, Xiaoping Shi, Yuehua Wu:
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models. 221-231 - Chew-Seng Chee, Yong Wang:
Estimation of finite mixtures with symmetric components. 233-249 - Carsten H. Botts, Wolfgang Hörmann, Josef Leydold:
Transformed density rejection with inflection points. 251-260 - Siddhartha Chib, Edward Greenberg:
On conditional variance estimation in nonparametric regression. 261-270 - Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin:
Markov chain importance sampling with applications to rare event probability estimation. 271-285 - Peter Milner, Colin S. Gillespie, Darren J. Wilkinson:
Moment closure based parameter inference of stochastic kinetic models. 287-295
Volume 23, Number 3, May 2013
- Avner Bar-Hen, Joël Chadoeuf, H. Dessard, Pascal Monestiez:
Estimating second order characteristics of point processes with known independent noise. 297-309 - Joyee Ghosh, Jerome P. Reiter:
Secure Bayesian model averaging for horizontally partitioned data. 311-322 - Meïli C. Baragatti, Agnès Grimaud, Denys Pommeret:
Parallel tempering with equi-energy moves. 323-339 - Simon N. Wood, Fabian Scheipl, Julian J. Faraway:
Straightforward intermediate rank tensor product smoothing in mixed models. 341-360 - Anastasia Lykou, Ioannis Ntzoufras:
On Bayesian lasso variable selection and the specification of the shrinkage parameter. 361-390 - Douglas P. Wiens:
Designs for weighted least squares regression, with estimated weights. 391-401 - Cristian Gatu, Erricos John Kontoghiorghes:
A fast algorithm for non-negativity model selection. 403-411 - Estelle Kuhn, Charles El-Nouty:
On a convergent stochastic estimation algorithm for frailty models. 413-423 - Eduardo L. Montoya, Wendy Meiring:
On the relative efficiency of a monotone parameter curve estimator in a functional nonlinear model. 425-436
Volume 23, Number 4, July 2013
- Yuao Hu, Robert B. Gramacy, Heng Lian:
Bayesian quantile regression for single-index models. 437-454 - Zhensheng Huang, Riquan Zhang:
Profile empirical-likelihood inferences for the single-index-coefficient regression model. 455-465 - Matthew Fitzpatrick, Dobrin Marchev:
Efficient Bayesian estimation of the multivariate Double Chain Markov Model. 467-480 - Man-Suk Oh:
Bayesian multiple comparison of models for binary data with inequality constraints. 481-490 - Dimitris Fouskakis, Ioannis Ntzoufras:
Computation for intrinsic variable selection in normal regression models via expected-posterior prior. 491-499 - Erlend Aune, Jo Eidsvik, Yvo Pokern:
Iterative numerical methods for sampling from high dimensional Gaussian distributions. 501-521 - Jean-Pierre Gauchi, Jean-Pierre Vila:
Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems. 523-533 - Meïli C. Baragatti, Agnès Grimaud, Denys Pommeret:
Likelihood-free parallel tempering. 535-549 - Marco Riani, Anthony C. Atkinson, Giulio Fanti, Fabio Crosilla:
Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin. 551-561
Volume 23, Number 5, September 2013
- Wei-Ting Yao, Han-Ming Wu:
Isometric sliced inverse regression for nonlinear manifold learning. 563-576 - George Iliopoulos, Sonia Malefaki:
Variance reduction of estimators arising from Metropolis-Hastings algorithms. 577-587 - Liugen Xue, Zhen Pang:
Statistical inference for a single-index varying-coefficient model. 589-599 - Matthias Chung, Qi Long, Brent A. Johnson:
A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems. 601-614 - Régis Lebrun:
Efficient time/space algorithm to compute rectangular probabilities of multinomial, multivariate hypergeometric and multivariate Pólya distributions. 615-623 - Giuliano Galimberti, Gabriele Soffritti:
Using conditional independence for parsimonious model-based Gaussian clustering. 625-638 - Abouzar Bazyari, Fortunato Pesarin:
Parametric and permutation testing for multivariate monotonic alternatives. 639-652 - Antonietta Mira, Reza Solgi, Daniele Imparato:
Zero variance Markov chain Monte Carlo for Bayesian estimators. 653-662 - Ray-Bing Chen, Dai-Ni Hsieh, Ying Hung, Weichung Wang:
Optimizing Latin hypercube designs by particle swarm. 663-676
Volume 23, Number 6, November 2013
- Steffen Liebscher, Thomas Kirschstein, Claudia Becker:
RDELA - a Delaunay-triangulation-based, location and covariance estimator with high breakdown point. 677-688 - Alan H. Welsh, Douglas P. Wiens:
Robust model-based sampling designs. 689-701 - Alicja Jokiel-Rokita, Michal Pulit:
Nonparametric estimation of the ROC curve based on smoothed empirical distribution functions. 703-712 - Yong Wang, Stephen M. Taylor:
Efficient computation of nonparametric survival functions via a hierarchical mixture formulation. 713-725 - Miguel González, Cristina Gutiérrez, Rodrigo Martínez:
Parametric Bayesian inference for Y-linked two-sex branching models. 727-741 - Yanwei Zhang:
Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models. 743-757 - Yohan Petetin, François Desbouvries:
Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis. 759-775 - Pierre-Andre Cornillon, Nicolas W. Hengartner, Nicolas Jégou, Eric Matzner-Løber:
Iterative bias reduction: a comparative study. 777-791 - Yoshihiro Hirose, Fumiyasu Komaki:
Edge selection based on the geometry of dually flat spaces for Gaussian graphical models. 793-800
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