Tong, Shanyin; Stadler, Georg Large deviation theory-based adaptive importance sampling for rare events in high dimensions. (English) Zbl 1518.65009 SIAM/ASA J. Uncertain. Quantif. 11, 788-813 (2023). MSC: 65C05 60F10 62L12 65F15 65K10 PDFBibTeX XMLCite \textit{S. Tong} and \textit{G. Stadler}, SIAM/ASA J. Uncertain. Quantif. 11, 788--813 (2023; Zbl 1518.65009) Full Text: DOI arXiv
Leimkuhler, Benedict; Sharma, Akash; Tretyakov, Michael V. Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions. (English) Zbl 1525.60086 Ann. Appl. Probab. 33, No. 3, 1904-1960 (2023). MSC: 60H35 65C30 60H10 37H10 PDFBibTeX XMLCite \textit{B. Leimkuhler} et al., Ann. Appl. Probab. 33, No. 3, 1904--1960 (2023; Zbl 1525.60086) Full Text: DOI arXiv
Levi, Evgeny; Craiu, Radu V. Finding our way in the dark: approximate MCMC for approximate Bayesian methods. (English) Zbl 07809847 Bayesian Anal. 17, No. 1, 193-221 (2022). MSC: 62-08 62F15 60K35 60J22 65C05 PDFBibTeX XMLCite \textit{E. Levi} and \textit{R. V. Craiu}, Bayesian Anal. 17, No. 1, 193--221 (2022; Zbl 07809847) Full Text: DOI arXiv Link
Clarté, Grégoire; Diez, Antoine; Feydy, Jean Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation. (English) Zbl 1515.65010 Electron. J. Stat. 16, No. 2, 6395-6460 (2022). MSC: 65C05 65C10 65C35 60J05 62-08 62-04 PDFBibTeX XMLCite \textit{G. Clarté} et al., Electron. J. Stat. 16, No. 2, 6395--6460 (2022; Zbl 1515.65010) Full Text: DOI arXiv Link
Gloaguen, Pierre; Le Corff, Sylvain; Olsson, Jimmy A pseudo-marginal sequential Monte Carlo online smoothing algorithm. (English) Zbl 07594072 Bernoulli 28, No. 4, 2606-2633 (2022). MSC: 62Mxx 65Cxx 60Jxx PDFBibTeX XMLCite \textit{P. Gloaguen} et al., Bernoulli 28, No. 4, 2606--2633 (2022; Zbl 07594072) Full Text: DOI arXiv Link
Warne, David J.; Prescott, Thomas P.; Baker, Ruth E.; Simpson, Matthew J. Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes. (English) Zbl 07592142 J. Comput. Phys. 469, Article ID 111543, 23 p. (2022). MSC: 65Cxx 62Fxx 60Hxx PDFBibTeX XMLCite \textit{D. J. Warne} et al., J. Comput. Phys. 469, Article ID 111543, 23 p. (2022; Zbl 07592142) Full Text: DOI arXiv
Wang, Guanyang On the theoretical properties of the exchange algorithm. (English) Zbl 07526612 Bernoulli 28, No. 3, 1935-1960 (2022). MSC: 62Fxx 65Cxx 60F05 60Jxx PDFBibTeX XMLCite \textit{G. Wang}, Bernoulli 28, No. 3, 1935--1960 (2022; Zbl 07526612) Full Text: DOI arXiv Link
Araya, Héctor; Slaoui, Meryem; Torres, Soledad Bayesian inference for fractional oscillating Brownian motion. (English) Zbl 1505.62032 Comput. Stat. 37, No. 2, 887-907 (2022). MSC: 62-08 62M05 60G22 62F12 62F15 PDFBibTeX XMLCite \textit{H. Araya} et al., Comput. Stat. 37, No. 2, 887--907 (2022; Zbl 1505.62032) Full Text: DOI
Rossat, D.; Baroth, J.; Briffaut, M.; Dufour, F. Bayesian inversion using adaptive polynomial chaos kriging within subset simulation. (English) Zbl 07518077 J. Comput. Phys. 455, Article ID 110986, 25 p. (2022). MSC: 65Cxx 62Fxx 60Hxx PDFBibTeX XMLCite \textit{D. Rossat} et al., J. Comput. Phys. 455, Article ID 110986, 25 p. (2022; Zbl 07518077) Full Text: DOI
Viscardi, Cecilia; Boreale, Michele; Corradi, Fabio Weighted approximate Bayesian computation via Sanov’s theorem. (English) Zbl 1505.62410 Comput. Stat. 36, No. 4, 2719-2753 (2021). MSC: 62-08 62F15 60F10 PDFBibTeX XMLCite \textit{C. Viscardi} et al., Comput. Stat. 36, No. 4, 2719--2753 (2021; Zbl 1505.62410) Full Text: DOI
Zamberletti, Patrizia; Papaïx, Julien; Gabriel, Edith; Opitz, Thomas Markov random field models for vector-based representations of landscapes. (English) Zbl 1498.62297 Ann. Appl. Stat. 15, No. 4, 1628-1651 (2021). MSC: 62P12 62M40 60G60 60K35 PDFBibTeX XMLCite \textit{P. Zamberletti} et al., Ann. Appl. Stat. 15, No. 4, 1628--1651 (2021; Zbl 1498.62297) Full Text: DOI
Järvenpää, Marko; Gutmann, Michael U.; Vehtari, Aki; Marttinen, Pekka Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations. (English) Zbl 1480.62057 Bayesian Anal. 16, No. 1, 147-178 (2021). MSC: 62F15 62L05 60G15 PDFBibTeX XMLCite \textit{M. Järvenpää} et al., Bayesian Anal. 16, No. 1, 147--178 (2021; Zbl 1480.62057) Full Text: DOI arXiv Euclid
Muré, Joseph Propriety of the reference posterior distribution in Gaussian process modeling. (English) Zbl 1484.62034 Ann. Stat. 49, No. 4, 2356-2377 (2021). MSC: 62F15 60G15 62M30 PDFBibTeX XMLCite \textit{J. Muré}, Ann. Stat. 49, No. 4, 2356--2377 (2021; Zbl 1484.62034) Full Text: DOI arXiv Link
de Langlard, Mathieu; Lamadie, Fabrice; Charton, Sophie; Debayle, Johan Bayesian inference of a parametric random spheroid from its orthogonal projections. (English) Zbl 1473.62087 Methodol. Comput. Appl. Probab. 23, No. 2, 549-567 (2021). MSC: 62F15 60J20 PDFBibTeX XMLCite \textit{M. de Langlard} et al., Methodol. Comput. Appl. Probab. 23, No. 2, 549--567 (2021; Zbl 1473.62087) Full Text: DOI HAL
Delyon, Bernard; Portier, François Safe adaptive importance sampling: a mixture approach. (English) Zbl 1472.62016 Ann. Stat. 49, No. 2, 885-917 (2021). Reviewer: T. J. Rao (Visakhapatnam) MSC: 62D05 62G07 65C05 60F05 60G44 PDFBibTeX XMLCite \textit{B. Delyon} and \textit{F. Portier}, Ann. Stat. 49, No. 2, 885--917 (2021; Zbl 1472.62016) Full Text: DOI arXiv
Chafaï, Djalil; Ferré, Grégoire; Stoltz, Gabriel Coulomb gases under constraint: some theoretical and numerical results. (English) Zbl 1457.60046 SIAM J. Math. Anal. 53, No. 1, 181-220 (2021). MSC: 60F10 82C22 65C05 82B05 60B20 PDFBibTeX XMLCite \textit{D. Chafaï} et al., SIAM J. Math. Anal. 53, No. 1, 181--220 (2021; Zbl 1457.60046) Full Text: DOI arXiv
Jasra, Ajay; Law, Kody; Suciu, Carina Advanced multilevel Monte Carlo methods. (English) Zbl 1528.65004 Int. Stat. Rev. 88, No. 3, 548-579 (2020). MSC: 65C05 60H35 65-02 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. Stat. Rev. 88, No. 3, 548--579 (2020; Zbl 1528.65004) Full Text: DOI arXiv
Gholami, Gholamhossein; Pourdarvish, Ahmad; Mirmostafaee, Seyed Mohammad Taghi; Alizadeh, Morad; Nashi, Ali Najibpour On the gamma Gumbel distribution. (English) Zbl 1462.60018 Appl. Math. E-Notes 20, 142-154 (2020). MSC: 60E05 PDFBibTeX XMLCite \textit{G. Gholami} et al., Appl. Math. E-Notes 20, 142--154 (2020; Zbl 1462.60018) Full Text: Link
Belomestny, D.; Iosipoi, L.; Moulines, E.; Naumov, A.; Samsonov, S. Variance reduction for Markov chains with application to MCMC. (English) Zbl 1447.62107 Stat. Comput. 30, No. 4, 973-997 (2020). MSC: 62M15 60K50 65C05 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Stat. Comput. 30, No. 4, 973--997 (2020; Zbl 1447.62107) Full Text: DOI arXiv
González, Miguel; Martínez, Rodrigo; Minuesa, Carmen; del Puerto, Inés Approximate Bayesian computation in controlled branching processes: the role of summary statistics. (English) Zbl 1437.60054 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 3, Paper No. 116, 29 p. (2020). MSC: 60J80 62F15 PDFBibTeX XMLCite \textit{M. González} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 114, No. 3, Paper No. 116, 29 p. (2020; Zbl 1437.60054) Full Text: DOI arXiv
Spiliopoulos, Konstantinos Information geometry for approximate Bayesian computation. (English) Zbl 1436.62033 SIAM/ASA J. Uncertain. Quantif. 8, 229-260 (2020). MSC: 62B11 62F12 65C05 62F15 60K10 PDFBibTeX XMLCite \textit{K. Spiliopoulos}, SIAM/ASA J. Uncertain. Quantif. 8, 229--260 (2020; Zbl 1436.62033) Full Text: DOI arXiv
Buckwar, Evelyn; Tamborrino, Massimiliano; Tubikanec, Irene Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. (English) Zbl 1505.62081 Stat. Comput. 30, No. 3, 627-648 (2020). MSC: 62-08 65C30 60H10 60H35 62F15 PDFBibTeX XMLCite \textit{E. Buckwar} et al., Stat. Comput. 30, No. 3, 627--648 (2020; Zbl 1505.62081) Full Text: DOI arXiv
Picchini, Umberto Likelihood-free stochastic approximation EM for inference in complex models. (English) Zbl 07551471 Commun. Stat., Simulation Comput. 48, No. 3, 861-881 (2019). MSC: 62F10 62M09 60G35 93E25 PDFBibTeX XMLCite \textit{U. Picchini}, Commun. Stat., Simulation Comput. 48, No. 3, 861--881 (2019; Zbl 07551471) Full Text: DOI arXiv
Nuti, Giuseppe An efficient algorithm for Bayesian nearest neighbours. (English) Zbl 1437.62235 Methodol. Comput. Appl. Probab. 21, No. 4, 1251-1258 (2019). MSC: 62H30 62G05 62-08 60G25 PDFBibTeX XMLCite \textit{G. Nuti}, Methodol. Comput. Appl. Probab. 21, No. 4, 1251--1258 (2019; Zbl 1437.62235) Full Text: DOI arXiv
Sadeghianpourhamami, Nasrin; Benoit, Dries F.; Deschrijver, Dirk; Develder, Chris Bayesian cylindrical data modeling using Abe-Ley mixtures. (English) Zbl 1481.62013 Appl. Math. Modelling 68, 629-642 (2019). MSC: 62F15 60J22 PDFBibTeX XMLCite \textit{N. Sadeghianpourhamami} et al., Appl. Math. Modelling 68, 629--642 (2019; Zbl 1481.62013) Full Text: DOI Link
Maire, Florian; Friel, Nial; Alquier, Pierre Informed sub-sampling MCMC: approximate Bayesian inference for large datasets. (English) Zbl 1430.62059 Stat. Comput. 29, No. 3, 449-482 (2019). MSC: 62F15 62-08 65C05 60J10 PDFBibTeX XMLCite \textit{F. Maire} et al., Stat. Comput. 29, No. 3, 449--482 (2019; Zbl 1430.62059) Full Text: DOI arXiv
Muré, Joseph Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. (English) Zbl 1420.62117 ESAIM, Probab. Stat. 23, 271-309 (2019). MSC: 62F15 62M30 60G15 PDFBibTeX XMLCite \textit{J. Muré}, ESAIM, Probab. Stat. 23, 271--309 (2019; Zbl 1420.62117) Full Text: DOI arXiv
Marin, Jean-Michel; Pudlo, Pierre; Sedki, Mohammed Consistency of adaptive importance sampling and recycling schemes. (English) Zbl 1466.62157 Bernoulli 25, No. 3, 1977-1998 (2019). MSC: 62-08 60J22 62F12 65C05 PDFBibTeX XMLCite \textit{J.-M. Marin} et al., Bernoulli 25, No. 3, 1977--1998 (2019; Zbl 1466.62157) Full Text: DOI Euclid
Järvenpää, Marko; Gutmann, Michael U.; Pleska, Arijus; Vehtari, Aki; Marttinen, Pekka Efficient acquisition rules for model-based approximate Bayesian computation. (English) Zbl 1416.62453 Bayesian Anal. 14, No. 2, 595-622 (2019). MSC: 62L05 62F15 60G15 PDFBibTeX XMLCite \textit{M. Järvenpää} et al., Bayesian Anal. 14, No. 2, 595--622 (2019; Zbl 1416.62453) Full Text: DOI arXiv Euclid
Järvenpää, Marko; Gutmann, Michael U.; Vehtari, Aki; Marttinen, Pekka Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria. (English) Zbl 1411.62320 Ann. Appl. Stat. 12, No. 4, 2228-2251 (2018). MSC: 62P10 60G15 62F15 92D10 PDFBibTeX XMLCite \textit{M. Järvenpää} et al., Ann. Appl. Stat. 12, No. 4, 2228--2251 (2018; Zbl 1411.62320) Full Text: DOI arXiv Euclid
Bouranis, Lampros; Friel, Nial; Maire, Florian Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo. (English) Zbl 1469.62026 Comput. Stat. Data Anal. 128, 221-241 (2018). MSC: 62-08 62F15 62M40 60J22 65C05 PDFBibTeX XMLCite \textit{L. Bouranis} et al., Comput. Stat. Data Anal. 128, 221--241 (2018; Zbl 1469.62026) Full Text: DOI arXiv
Lee, Xing Ju; Hainy, Markus; McKeone, James P.; Drovandi, Christopher C.; Pettitt, Anthony N. ABC model selection for spatial extremes models applied to south Australian maximum temperature data. (English) Zbl 1469.62097 Comput. Stat. Data Anal. 128, 128-144 (2018). MSC: 62-08 60G70 62G32 62P12 PDFBibTeX XMLCite \textit{X. J. Lee} et al., Comput. Stat. Data Anal. 128, 128--144 (2018; Zbl 1469.62097) Full Text: DOI arXiv
Haaland, Benjamin; Wang, Wenjia; Maheshwari, Vaibhav A framework for controlling sources of inaccuracy in Gaussian process emulation of deterministic computer experiments. (English) Zbl 1403.62143 SIAM/ASA J. Uncertain. Quantif. 6, 497-521 (2018). MSC: 62K99 62K05 62G08 60G15 PDFBibTeX XMLCite \textit{B. Haaland} et al., SIAM/ASA J. Uncertain. Quantif. 6, 497--521 (2018; Zbl 1403.62143) Full Text: DOI arXiv
Karabatsos, George; Leisen, Fabrizio An approximate likelihood perspective on ABC methods. (English) Zbl 1391.60003 Stat. Surv. 12, 66-104 (2018). MSC: 60-08 62F15 62G05 PDFBibTeX XMLCite \textit{G. Karabatsos} and \textit{F. Leisen}, Stat. Surv. 12, 66--104 (2018; Zbl 1391.60003) Full Text: DOI arXiv Euclid
Rudolf, Daniel; Schweizer, Nikolaus Perturbation theory for Markov chains via Wasserstein distance. (English) Zbl 1465.60065 Bernoulli 24, No. 4A, 2610-2639 (2018). MSC: 60J05 60B10 60J22 PDFBibTeX XMLCite \textit{D. Rudolf} and \textit{N. Schweizer}, Bernoulli 24, No. 4A, 2610--2639 (2018; Zbl 1465.60065) Full Text: DOI arXiv Euclid
Ayed, Ahmed Bel Hadj; Loeper, Grégoire; Abergel, Frédéric Forecasting trends with asset prices. (English) Zbl 1402.91748 Quant. Finance 17, No. 3, 369-382 (2017). MSC: 91G20 60J60 PDFBibTeX XMLCite \textit{A. B. H. Ayed} et al., Quant. Finance 17, No. 3, 369--382 (2017; Zbl 1402.91748) Full Text: DOI arXiv
Stoica, Radu S.; Philippe, Anne; Gregori, Pablo; Mateu, Jorge ABC shadow algorithm: a tool for statistical analysis of spatial patterns. (English) Zbl 1505.62387 Stat. Comput. 27, No. 5, 1225-1238 (2017). MSC: 62-08 62F15 60G55 PDFBibTeX XMLCite \textit{R. S. Stoica} et al., Stat. Comput. 27, No. 5, 1225--1238 (2017; Zbl 1505.62387) Full Text: DOI arXiv
Bornn, Luke; Pillai, Natesh S.; Smith, Aaron; Woodard, Dawn The use of a single pseudo-sample in approximate Bayesian computation. (English) Zbl 1505.62074 Stat. Comput. 27, No. 3, 583-590 (2017). MSC: 62-08 60J22 62F15 65C05 PDFBibTeX XMLCite \textit{L. Bornn} et al., Stat. Comput. 27, No. 3, 583--590 (2017; Zbl 1505.62074) Full Text: DOI arXiv
Martino, L.; Louzada, F. Issues in the multiple try Metropolis mixing. (English) Zbl 1417.65015 Comput. Stat. 32, No. 1, 239-252 (2017). MSC: 65C05 60J22 65C40 62-08 62F15 PDFBibTeX XMLCite \textit{L. Martino} and \textit{F. Louzada}, Comput. Stat. 32, No. 1, 239--252 (2017; Zbl 1417.65015) Full Text: DOI arXiv
Picchini, Umberto; Forman, Julie Lyng Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation. (English) Zbl 1510.62343 J. Stat. Comput. Simulation 86, No. 1, 195-213 (2016). MSC: 62M05 60H10 62F15 62P10 62-08 PDFBibTeX XMLCite \textit{U. Picchini} and \textit{J. L. Forman}, J. Stat. Comput. Simulation 86, No. 1, 195--213 (2016; Zbl 1510.62343) Full Text: DOI arXiv
Koblents, Eugenia; Míguez, Joaquín; Rodríguez, Marco A.; Schmidt, Alexandra M. A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions. (English) Zbl 1468.62105 Comput. Stat. Data Anal. 95, 57-74 (2016). MSC: 62-08 65C05 62F15 60E07 60G51 62P12 PDFBibTeX XMLCite \textit{E. Koblents} et al., Comput. Stat. Data Anal. 95, 57--74 (2016; Zbl 1468.62105) Full Text: DOI arXiv Link
Alquier, P.; Friel, N.; Everitt, R.; Boland, A. Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels. (English) Zbl 1342.60122 Stat. Comput. 26, No. 1-2, 29-47 (2016). MSC: 60J10 65C05 60B10 60K35 62H11 PDFBibTeX XMLCite \textit{P. Alquier} et al., Stat. Comput. 26, No. 1--2, 29--47 (2016; Zbl 1342.60122) Full Text: DOI arXiv Link
Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. (English) Zbl 1426.62092 Stat. Sci. 30, No. 4, 443-467 (2015). MSC: 62F15 60J22 60K35 62M40 PDFBibTeX XMLCite \textit{A.-M. Lyne} et al., Stat. Sci. 30, No. 4, 443--467 (2015; Zbl 1426.62092) Full Text: DOI arXiv Euclid
Andrade, Plinio; Rifo, Laura; Torres, Soledad; Torres-Avilés, Francisco Bayesian inference on the memory parameter for gamma-modulated regression models. (English) Zbl 1343.62049 Entropy 17, No. 10, 6576-6597 (2015). MSC: 62M09 62F15 60G51 PDFBibTeX XMLCite \textit{P. Andrade} et al., Entropy 17, No. 10, 6576--6597 (2015; Zbl 1343.62049) Full Text: DOI
Cabras, Stefano; Castellanos Nueda, Maria Eugenia; Ruli, Erlis Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework. (English) Zbl 1335.62041 Bayesian Anal. 10, No. 2, 411-439 (2015). MSC: 62F15 60J22 PDFBibTeX XMLCite \textit{S. Cabras} et al., Bayesian Anal. 10, No. 2, 411--439 (2015; Zbl 1335.62041) Full Text: DOI arXiv Euclid
Jacob, Pierre E. Sequential Bayesian inference for implicit hidden Markov models and current limitations. (English. French summary) Zbl 1348.60106 ESAIM, Proc. Surv. 51, 24-48 (2015). MSC: 60J05 62F15 62M10 65C05 PDFBibTeX XMLCite \textit{P. E. Jacob}, ESAIM, Proc. Surv. 51, 24--48 (2015; Zbl 1348.60106) Full Text: DOI arXiv
Muchmore, Patrick; Marjoram, Paul Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions. (English) Zbl 1329.60246 Stat. Appl. Genet. Mol. Biol. 14, No. 4, 317-332 (2015). MSC: 60J05 60J22 62E17 PDFBibTeX XMLCite \textit{P. Muchmore} and \textit{P. Marjoram}, Stat. Appl. Genet. Mol. Biol. 14, No. 4, 317--332 (2015; Zbl 1329.60246) Full Text: DOI Link
Ertekin, Şeyda; Rudin, Cynthia; McCormick, Tyler H. Reactive point processes: a new approach to predicting power failures in underground electrical systems. (English) Zbl 1454.62476 Ann. Appl. Stat. 9, No. 1, 122-144 (2015). MSC: 62P20 62M30 60G55 91B74 PDFBibTeX XMLCite \textit{Ş. Ertekin} et al., Ann. Appl. Stat. 9, No. 1, 122--144 (2015; Zbl 1454.62476) Full Text: DOI arXiv Euclid
Owen, Jamie; Wilkinson, Darren J.; Gillespie, Colin S. Likelihood free inference for Markov processes: a comparison. (English) Zbl 1311.60079 Stat. Appl. Genet. Mol. Biol. 14, No. 2, 189-209 (2015). MSC: 60J10 62F15 92D25 PDFBibTeX XMLCite \textit{J. Owen} et al., Stat. Appl. Genet. Mol. Biol. 14, No. 2, 189--209 (2015; Zbl 1311.60079) Full Text: DOI arXiv
Sainudiin, Raazesh; Stadler, Tanja; Véber, Amandine Finding the best resolution for the Kingman-Tajima coalescent: theory and applications. (English) Zbl 1342.92144 J. Math. Biol. 70, No. 6, 1207-1247 (2015). MSC: 92D15 92D20 60J10 60J27 PDFBibTeX XMLCite \textit{R. Sainudiin} et al., J. Math. Biol. 70, No. 6, 1207--1247 (2015; Zbl 1342.92144) Full Text: DOI
Finegold, Michael; Drton, Mathias Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions. (English) Zbl 1327.62143 Bayesian Anal. 9, No. 3, 521-550 (2014). MSC: 62F15 62G35 60G57 62H10 62H12 PDFBibTeX XMLCite \textit{M. Finegold} and \textit{M. Drton}, Bayesian Anal. 9, No. 3, 521--550 (2014; Zbl 1327.62143) Full Text: DOI arXiv Euclid
Ruli, Erlis; Sartori, Nicola; Ventura, Laura Marginal posterior simulation via higher-order tail area approximations. (English) Zbl 1327.62159 Bayesian Anal. 9, No. 1, 129-146 (2014). MSC: 62F15 62J02 62N01 60J22 62G32 62P10 PDFBibTeX XMLCite \textit{E. Ruli} et al., Bayesian Anal. 9, No. 1, 129--146 (2014; Zbl 1327.62159) Full Text: DOI arXiv Euclid
Kostrzewski, Maciej Bayesian inference for the jump-diffusion model with \(M\) jumps. (English) Zbl 1302.62061 Commun. Stat., Theory Methods 43, No. 18, 3955-3985 (2014). MSC: 62F15 62M10 60J75 62P05 91B25 91B70 PDFBibTeX XMLCite \textit{M. Kostrzewski}, Commun. Stat., Theory Methods 43, No. 18, 3955--3985 (2014; Zbl 1302.62061) Full Text: DOI
Mira, Antonietta; Solgi, Reza; Imparato, Daniele Zero variance Markov chain Monte Carlo for Bayesian estimators. (English) Zbl 1322.62212 Stat. Comput. 23, No. 5, 653-662 (2013). MSC: 62M10 62F15 62J02 60J22 60F05 PDFBibTeX XMLCite \textit{A. Mira} et al., Stat. Comput. 23, No. 5, 653--662 (2013; Zbl 1322.62212) Full Text: DOI arXiv
Casarin, Roberto; Craiu, Radu; Leisen, Fabrizio Interacting multiple try algorithms with different proposal distributions. (English) Zbl 1322.65003 Stat. Comput. 23, No. 2, 185-200 (2013). MSC: 65C05 62-04 62F15 60J22 PDFBibTeX XMLCite \textit{R. Casarin} et al., Stat. Comput. 23, No. 2, 185--200 (2013; Zbl 1322.65003) Full Text: DOI arXiv
Eberle, Andreas; Marinelli, Carlo Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods. (English) Zbl 1282.65013 Probab. Theory Relat. Fields 155, No. 3-4, 665-701 (2013). Reviewer: Adrian Atanasiu (Bucureşti) MSC: 65C05 60B10 47D08 65C40 60J22 82C31 82C22 PDFBibTeX XMLCite \textit{A. Eberle} and \textit{C. Marinelli}, Probab. Theory Relat. Fields 155, No. 3--4, 665--701 (2013; Zbl 1282.65013) Full Text: DOI arXiv
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay An adaptive sequential Monte Carlo method for approximate Bayesian computation. (English) Zbl 1252.65025 Stat. Comput. 22, No. 5, 1009-1020 (2012). MSC: 65C40 65C05 62F15 60J22 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Stat. Comput. 22, No. 5, 1009--1020 (2012; Zbl 1252.65025) Full Text: DOI
Lian, Heng Stochastic adaptation of importance sampler. (English) Zbl 1314.60140 Statistics 46, No. 6, 777-785 (2012). MSC: 60J22 62D05 62F35 65C05 PDFBibTeX XMLCite \textit{H. Lian}, Statistics 46, No. 6, 777--785 (2012; Zbl 1314.60140) Full Text: DOI arXiv
Macdonald, A.; Scarrott, C. J.; Lee, D.; Darlow, B.; Reale, M.; Russell, G. A flexible extreme value mixture model. (English) Zbl 1328.62296 Comput. Stat. Data Anal. 55, No. 6, 2137-2157 (2011). MSC: 62G32 62F15 62G07 62P10 60G70 PDFBibTeX XMLCite \textit{A. Macdonald} et al., Comput. Stat. Data Anal. 55, No. 6, 2137--2157 (2011; Zbl 1328.62296) Full Text: DOI
Friel, N.; Pettitt, A. N. Classification using distance nearest neighbours. (English) Zbl 1258.65009 Stat. Comput. 21, No. 3, 431-437 (2011). MSC: 65C50 60G60 60J22 PDFBibTeX XMLCite \textit{N. Friel} and \textit{A. N. Pettitt}, Stat. Comput. 21, No. 3, 431--437 (2011; Zbl 1258.65009) Full Text: DOI arXiv
Robert, Christian; Casella, George A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data. (English) Zbl 1222.65006 Stat. Sci. 26, No. 1, 102-115 (2011). MSC: 65C05 65C40 60J22 65-03 01A60 PDFBibTeX XMLCite \textit{C. Robert} and \textit{G. Casella}, Stat. Sci. 26, No. 1, 102--115 (2011; Zbl 1222.65006) Full Text: DOI arXiv
Douc, Randal; Robert, Christian P. A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms. (English) Zbl 1209.62023 Ann. Stat. 39, No. 1, 261-277 (2011). MSC: 62F10 60F05 60J22 62B10 65C40 65C60 62G05 PDFBibTeX XMLCite \textit{R. Douc} and \textit{C. P. Robert}, Ann. Stat. 39, No. 1, 261--277 (2011; Zbl 1209.62023) Full Text: DOI arXiv
Verzelen, Nicolas Data-driven neighborhood selection of a Gaussian field. (English) Zbl 1464.62174 Comput. Stat. Data Anal. 54, No. 5, 1355-1371 (2010). MSC: 62-08 62M40 60G60 PDFBibTeX XMLCite \textit{N. Verzelen}, Comput. Stat. Data Anal. 54, No. 5, 1355--1371 (2010; Zbl 1464.62174) Full Text: DOI arXiv
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. Minimum variance importance sampling via population Monte Carlo. (English) Zbl 1181.60028 ESAIM, Probab. Stat. 11, 427-447 (2007). MSC: 60F05 62L12 65-04 65C05 65C40 65C60 PDFBibTeX XMLCite \textit{R. Douc} et al., ESAIM, Probab. Stat. 11, 427--447 (2007; Zbl 1181.60028) Full Text: DOI Numdam EuDML
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. Convergence of adaptive mixtures of importance sampling schemes. (English) Zbl 1132.60022 Ann. Stat. 35, No. 1, 420-448 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60F05 65C40 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Stat. 35, No. 1, 420--448 (2007; Zbl 1132.60022) Full Text: DOI arXiv