Zhu, Ke; Liu, Hanzhong Pair-switching rerandomization. (English) Zbl 1522.62299 Biometrics 79, No. 3, 2127-2142 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{K. Zhu} and \textit{H. Liu}, Biometrics 79, No. 3, 2127--2142 (2023; Zbl 1522.62299) Full Text: DOI arXiv
Hassan, Amal S.; Elsherpieny, E. A.; Mohamed, Rokaya E. Classical and Bayesian estimation of entropy for Pareto distribution in presence of outliers with application. (English) Zbl 1521.62013 Sankhyā, Ser. A 85, No. 1, 707-740 (2023). MSC: 62B10 62F10 62F15 62N02 PDFBibTeX XMLCite \textit{A. S. Hassan} et al., Sankhyā, Ser. A 85, No. 1, 707--740 (2023; Zbl 1521.62013) Full Text: DOI
Hong, Letong; Miklós, István A Markov chain on the solution space of edge colorings of bipartite graphs. (English) Zbl 1511.60106 Discrete Appl. Math. 332, 7-22 (2023). Reviewer: Nicolás Sanhueza-Matamala (Praha) MSC: 60J10 05C15 05B15 PDFBibTeX XMLCite \textit{L. Hong} and \textit{I. Miklós}, Discrete Appl. Math. 332, 7--22 (2023; Zbl 1511.60106) Full Text: DOI arXiv
Carvalho, Raphael Costa; Herzog, Iasmin Louzada; Orlande, Helcio Rangel Barreto; Colaço, Marcelo José; Madeira, Italo Marcio; Chakraborti, Nirupam Parameter estimation with the Markov chain Monte Carlo method aided by evolutionary neural networks in a water hammer model. (English) Zbl 1524.35746 Comput. Appl. Math. 42, No. 1, Paper No. 35, 31 p. (2023). MSC: 35R30 PDFBibTeX XMLCite \textit{R. C. Carvalho} et al., Comput. Appl. Math. 42, No. 1, Paper No. 35, 31 p. (2023; Zbl 1524.35746) Full Text: DOI
Can, Ceren Eda; Ergun, Gul; Soyer, Refik Bayesian analysis of proportions via a hidden Markov model. (English) Zbl 1505.62494 Methodol. Comput. Appl. Probab. 24, No. 4, 3121-3139 (2022). MSC: 62M05 62F15 60J10 91B70 91B84 PDFBibTeX XMLCite \textit{C. E. Can} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3121--3139 (2022; Zbl 1505.62494) Full Text: DOI
Zhang, Mimi; Revie, Matthew; Quigley, John Saddlepoint approximation for the generalized inverse Gaussian Lévy process. (English) Zbl 1489.60079 J. Comput. Appl. Math. 411, Article ID 114275, 18 p. (2022). MSC: 60G51 60G55 33C10 PDFBibTeX XMLCite \textit{M. Zhang} et al., J. Comput. Appl. Math. 411, Article ID 114275, 18 p. (2022; Zbl 1489.60079) Full Text: DOI
Gatto, Riccardo; Salvador, Sara Bayesian inference on the bimodality of the generalized von Mises distribution. (English) Zbl 1485.62065 J. Stat. Theory Pract. 16, No. 2, Paper No. 32, 25 p. (2022). MSC: 62H11 62F15 65C05 PDFBibTeX XMLCite \textit{R. Gatto} and \textit{S. Salvador}, J. Stat. Theory Pract. 16, No. 2, Paper No. 32, 25 p. (2022; Zbl 1485.62065) Full Text: DOI
Gonçalves, Flávio B.; Dutra, Lívia M.; Silva, Roger W. C. Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes. (English) Zbl 1482.62012 Stat. Comput. 32, No. 1, Paper No. 14, 24 p. (2022). MSC: 62-08 PDFBibTeX XMLCite \textit{F. B. Gonçalves} et al., Stat. Comput. 32, No. 1, Paper No. 14, 24 p. (2022; Zbl 1482.62012) Full Text: DOI arXiv
Chaturvedi, Ajit; Kumari, Taruna; Kumar, Narendra Numerical study of robust Bayesian analysis of generalized inverted family of distributions based on progressive type II right censoring. (English) Zbl 1497.62261 Commun. Stat., Simulation Comput. 50, No. 11, 3207-3240 (2021). MSC: 62N05 62F15 62F35 62N02 PDFBibTeX XMLCite \textit{A. Chaturvedi} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3207--3240 (2021; Zbl 1497.62261) Full Text: DOI
Raqab, Mohammad Z.; Bdair, Omar M.; Rastogi, Manoj K.; Al-aboud, Fahad M. Inference for an exponentiated half logistic distribution with application to cancer hybrid censored data. (English) Zbl 1489.62318 Commun. Stat., Simulation Comput. 50, No. 4, 1178-1201 (2021). MSC: 62N05 62E10 62F10 62F15 62F25 62N02 62P10 PDFBibTeX XMLCite \textit{M. Z. Raqab} et al., Commun. Stat., Simulation Comput. 50, No. 4, 1178--1201 (2021; Zbl 1489.62318) Full Text: DOI
Puchalski, Adam Computation of the ground state energy of the Schrödinger equation by a Monte Carlo method. (English) Zbl 1499.81095 Math. Appl. (Warsaw) 49, No. 1, 55-64 (2021). MSC: 81V45 81-08 65C05 PDFBibTeX XMLCite \textit{A. Puchalski}, Math. Appl. (Warsaw) 49, No. 1, 55--64 (2021; Zbl 1499.81095) Full Text: DOI
Capdeville, Vitor; Gonçalves, Kelly C. M.; Pereira, João B. M. Bayesian factor models for multivariate categorical data obtained from questionnaires. (English) Zbl 1521.62270 J. Appl. Stat. 48, No. 16, 3150-3173 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Capdeville} et al., J. Appl. Stat. 48, No. 16, 3150--3173 (2021; Zbl 1521.62270) Full Text: DOI arXiv
Moriarty, John; Vogrinc, Jure; Zocca, Alessandro A Metropolis-class sampler for targets with non-convex support. (English) Zbl 1475.62051 Stat. Comput. 31, No. 6, Paper No. 72, 16 p. (2021). MSC: 62-08 65C05 62F12 60F05 60J05 65C40 90C26 65K05 PDFBibTeX XMLCite \textit{J. Moriarty} et al., Stat. Comput. 31, No. 6, Paper No. 72, 16 p. (2021; Zbl 1475.62051) Full Text: DOI arXiv
Gao, Yuan; Kirkpatrick, Kay; Marzuola, Jeremy; Mattingly, Jonathan; Newhall, Katherine A. Limiting behaviors of high dimensional stochastic spin ensembles. (English) Zbl 1478.58012 Commun. Math. Sci. 19, No. 2, 453-494 (2021). MSC: 58J65 60H10 60J10 60J60 65C05 82C05 PDFBibTeX XMLCite \textit{Y. Gao} et al., Commun. Math. Sci. 19, No. 2, 453--494 (2021; Zbl 1478.58012) Full Text: DOI arXiv
Jha, Jayant; Bhuyan, Prajamitra Two-stage circular-circular regression with zero inflation: application to medical sciences. (English) Zbl 1478.62330 Ann. Appl. Stat. 15, No. 3, 1343-1365 (2021). MSC: 62P10 62J02 PDFBibTeX XMLCite \textit{J. Jha} and \textit{P. Bhuyan}, Ann. Appl. Stat. 15, No. 3, 1343--1365 (2021; Zbl 1478.62330) Full Text: DOI arXiv
Vogrinc, Jure; Kendall, Wilfrid S. Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities. (English) Zbl 1476.60125 Ann. Appl. Probab. 31, No. 2, 972-1019 (2021). MSC: 60J22 60F05 65C05 60G22 PDFBibTeX XMLCite \textit{J. Vogrinc} and \textit{W. S. Kendall}, Ann. Appl. Probab. 31, No. 2, 972--1019 (2021; Zbl 1476.60125) Full Text: DOI arXiv Link
Tian, Ruiqin; Zhao, Yuanying; Xu, Dengke Bayesian analysis for semiparametric joint mean-covariance models with longitudinal data. (Chinese. English summary) Zbl 1488.62033 Appl. Math., Ser. A (Chin. Ed.) 36, No. 1, 21-35 (2021). MSC: 62F15 62G05 PDFBibTeX XMLCite \textit{R. Tian} et al., Appl. Math., Ser. A (Chin. Ed.) 36, No. 1, 21--35 (2021; Zbl 1488.62033) Full Text: DOI
Zhao, Yuanying; Xu, Dengke; Ran, Qing Bayesian statistical inferences for Poisson inverse Gaussian regression models. (Chinese. English summary) Zbl 1474.62090 Math. Appl. 34, No. 2, 253-261 (2021). MSC: 62F15 62J02 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Math. Appl. 34, No. 2, 253--261 (2021; Zbl 1474.62090)
Rörich, Anna; Werthmann, Tim A.; Göddeke, Dominik; Grasedyck, Lars Bayesian inversion for electromyography using low-rank tensor formats. (English) Zbl 1468.65179 Inverse Probl. 37, No. 5, Article ID 055003, 22 p. (2021). MSC: 65N21 65C05 65F50 62F15 78A46 78A70 78M31 92C55 35A01 35A02 15A72 PDFBibTeX XMLCite \textit{A. Rörich} et al., Inverse Probl. 37, No. 5, Article ID 055003, 22 p. (2021; Zbl 1468.65179) Full Text: DOI arXiv
Schmon, S. M.; Deligiannidis, G.; Doucet, A.; Pitt, M. K. Large-sample asymptotics of the pseudo-marginal method. (English) Zbl 1462.62072 Biometrika 108, No. 1, 37-51 (2021). MSC: 62D05 62E20 60B10 65C05 PDFBibTeX XMLCite \textit{S. M. Schmon} et al., Biometrika 108, No. 1, 37--51 (2021; Zbl 1462.62072) Full Text: DOI arXiv
Braun, W. John; Murdoch, Duncan J. A first course in statistical programming with R. 3rd edition. (English) Zbl 1471.62001 Cambridge: Cambridge University Press (ISBN 978-1-108-99514-6/pbk; 978-1-108-99345-6/ebook). xx, 260 p. (2021). MSC: 62-01 62-04 68-01 PDFBibTeX XMLCite \textit{W. J. Braun} and \textit{D. J. Murdoch}, A first course in statistical programming with R. 3rd edition. Cambridge: Cambridge University Press (2021; Zbl 1471.62001) Full Text: DOI
Sun, Li-Hsien; Lee, Chang-Shang; Emura, Takeshi A Bayesian inference for time series via copula-based Markov chain models. (English) Zbl 1489.62289 Commun. Stat., Simulation Comput. 49, No. 11, 2897-2913 (2020). MSC: 62M10 62F15 62H05 62P05 65C05 PDFBibTeX XMLCite \textit{L.-H. Sun} et al., Commun. Stat., Simulation Comput. 49, No. 11, 2897--2913 (2020; Zbl 1489.62289) Full Text: DOI
Bandyopadhyay, Ritwik; Prithivirajan, Veerappan; Peralta, Alonso D.; Sangid, Michael D. Microstructure-sensitive critical plastic strain energy density criterion for fatigue life prediction across various loading regimes. (English) Zbl 1472.74028 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2236, Article ID 20190766, 23 p. (2020). MSC: 74C05 PDFBibTeX XMLCite \textit{R. Bandyopadhyay} et al., Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2236, Article ID 20190766, 23 p. (2020; Zbl 1472.74028) Full Text: DOI
Huang, Hsin-Hsiung; Yang, Jie Affine-transformation invariant clustering models. (English) Zbl 1472.62096 J. Stat. Distrib. Appl. 7, Paper No. 10, 24 p. (2020). MSC: 62H30 62F15 62P10 65C05 PDFBibTeX XMLCite \textit{H.-H. Huang} and \textit{J. Yang}, J. Stat. Distrib. Appl. 7, Paper No. 10, 24 p. (2020; Zbl 1472.62096) Full Text: DOI
Livingston, Glen jun.; Nur, Darfiana Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models. (English) Zbl 1461.62156 Stat. Pap. 61, No. 6, 2449-2482 (2020). MSC: 62M10 62-08 65C40 PDFBibTeX XMLCite \textit{G. Livingston jun.} and \textit{D. Nur}, Stat. Pap. 61, No. 6, 2449--2482 (2020; Zbl 1461.62156) Full Text: DOI
Capistrán, Marcos A.; Infante Del Río, Juan Antonio Estimating a pressure dependent thermal conductivity coefficient with applications in food technology. (English) Zbl 1466.35239 Inverse Probl. Sci. Eng. 28, No. 2, 277-293 (2020). MSC: 35K20 35R30 62P30 80A19 PDFBibTeX XMLCite \textit{M. A. Capistrán} and \textit{J. A. Infante Del Río}, Inverse Probl. Sci. Eng. 28, No. 2, 277--293 (2020; Zbl 1466.35239) Full Text: DOI arXiv
Möstel, Linda; Pfeuffer, Marius; Fischer, Matthias Statistical inference for Markov chains with applications to credit risk. (English) Zbl 1505.62295 Comput. Stat. 35, No. 4, 1659-1684 (2020). MSC: 62-08 62F25 62M05 65C40 62P05 91G40 PDFBibTeX XMLCite \textit{L. Möstel} et al., Comput. Stat. 35, No. 4, 1659--1684 (2020; Zbl 1505.62295) Full Text: DOI
Zhao, Yuanying; Xu, Dengke; Duan, Xingde Bayesian case deletion statistical diagnostics for nonlinear mean and variance models. (Chinese. English summary) Zbl 1463.62079 J. Syst. Sci. Math. Sci. 40, No. 1, 171-179 (2020). MSC: 62F15 62J20 62P10 PDFBibTeX XMLCite \textit{Y. Zhao} et al., J. Syst. Sci. Math. Sci. 40, No. 1, 171--179 (2020; Zbl 1463.62079)
Spade, David A. A computational approach to bounding the mixing time of a metropolis-Hastings sampler. (English) Zbl 1457.60116 Markov Process. Relat. Fields 26, No. 3, 487-515 (2020). MSC: 60J22 PDFBibTeX XMLCite \textit{D. A. Spade}, Markov Process. Relat. Fields 26, No. 3, 487--515 (2020; Zbl 1457.60116) Full Text: Link
Gugushvili, Shota; Mariucci, Ester; van der Meulen, Frank Decompounding discrete distributions: a nonparametric Bayesian approach. (English) Zbl 1450.62029 Scand. J. Stat. 47, No. 2, 464-492 (2020). MSC: 62G07 60G55 PDFBibTeX XMLCite \textit{S. Gugushvili} et al., Scand. J. Stat. 47, No. 2, 464--492 (2020; Zbl 1450.62029) Full Text: DOI arXiv
Mendes, Eduardo F.; Carter, Christopher K.; Gunawan, David; Kohn, Robert A flexible particle Markov chain Monte Carlo method. (English) Zbl 1447.62095 Stat. Comput. 30, No. 4, 783-798 (2020). MSC: 62M02 60J60 65C05 PDFBibTeX XMLCite \textit{E. F. Mendes} et al., Stat. Comput. 30, No. 4, 783--798 (2020; Zbl 1447.62095) Full Text: DOI arXiv
Saraiva, Erlandson F.; Suzuki, Adriano K.; Milan, Luís A. A Bayesian sparse finite mixture model for clustering data from a heterogeneous population. (English) Zbl 1445.62152 Braz. J. Probab. Stat. 34, No. 2, 323-344 (2020). MSC: 62H30 62F15 62P10 62P35 85A35 85A05 PDFBibTeX XMLCite \textit{E. F. Saraiva} et al., Braz. J. Probab. Stat. 34, No. 2, 323--344 (2020; Zbl 1445.62152) Full Text: DOI Euclid
Choi, Michael C. H.; Huang, Lu-Jing On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. (English) Zbl 1434.60199 J. Theor. Probab. 33, No. 2, 1144-1163 (2020). MSC: 60J27 60J28 PDFBibTeX XMLCite \textit{M. C. H. Choi} and \textit{L.-J. Huang}, J. Theor. Probab. 33, No. 2, 1144--1163 (2020; Zbl 1434.60199) Full Text: DOI arXiv
Rudolf, Daniel; Sprungk, Björn On a Metropolis-Hastings importance sampling estimator. (English) Zbl 1450.62104 Electron. J. Stat. 14, No. 1, 857-889 (2020). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62M05 62-08 60J05 60J22 60F05 62F15 PDFBibTeX XMLCite \textit{D. Rudolf} and \textit{B. Sprungk}, Electron. J. Stat. 14, No. 1, 857--889 (2020; Zbl 1450.62104) Full Text: DOI arXiv Euclid
Posch, Konstantin; Arbeiter, Maximilian; Pilz, Juergen A novel Bayesian approach for variable selection in linear regression models. (English) Zbl 1504.62101 Comput. Stat. Data Anal. 144, Article ID 106881, 24 p. (2020). MSC: 62J05 62F15 62F12 PDFBibTeX XMLCite \textit{K. Posch} et al., Comput. Stat. Data Anal. 144, Article ID 106881, 24 p. (2020; Zbl 1504.62101) Full Text: DOI arXiv
Choi, Michael C. H. Metropolis-Hastings reversiblizations of non-reversible Markov chains. (English) Zbl 1436.60070 Stochastic Processes Appl. 130, No. 2, 1041-1073 (2020). MSC: 60J05 60J10 60J20 37A25 37A30 PDFBibTeX XMLCite \textit{M. C. H. Choi}, Stochastic Processes Appl. 130, No. 2, 1041--1073 (2020; Zbl 1436.60070) Full Text: DOI arXiv
Hwang, Yi-Ting; Huang, Chia-Hui; Wang, Chun-Chao; Lin, Tzu-Yin; Tseng, Yi-Kuan Joint modelling of longitudinal binary data and survival data. (English) Zbl 1516.62342 J. Appl. Stat. 46, No. 13, 2357-2371 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{Y.-T. Hwang} et al., J. Appl. Stat. 46, No. 13, 2357--2371 (2019; Zbl 1516.62342) Full Text: DOI
Wei, Zheng; Conlon, Erin M. Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages. (English) Zbl 1516.62659 J. Appl. Stat. 46, No. 11, 1917-1936 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Wei} and \textit{E. M. Conlon}, J. Appl. Stat. 46, No. 11, 1917--1936 (2019; Zbl 1516.62659) Full Text: DOI arXiv
He, Daojiang; Sheng, Weirui; Fang, Longxiang Objective Bayesian analysis for a Wiener degradation model with measurement errors. (Chinese. English summary) Zbl 1463.62068 Acta Math. Appl. Sin. 42, No. 4, 506-517 (2019). MSC: 62F15 60G10 PDFBibTeX XMLCite \textit{D. He} et al., Acta Math. Appl. Sin. 42, No. 4, 506--517 (2019; Zbl 1463.62068)
Zhao, Yuanying; Tang, Anmin; Duan, Xingde; Pang, Yicheng Bayesian estimation for nonlinear mean and variance models with non-ignorable missing data mechanism. (Chinese. English summary) Zbl 1449.62071 Math. Pract. Theory 49, No. 21, 157-165 (2019). MSC: 62F15 62D10 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Math. Pract. Theory 49, No. 21, 157--165 (2019; Zbl 1449.62071)
Xiao, Jin’an; He, Xingshi; Wang, Yan Reliability analysis under Marshall-Olkin extended exponential distribution based on generalized progressively hybrid censored scheme. (Chinese. English summary) Zbl 1449.62226 Basic Sci. J. Text. Univ. 32, No. 3, 317-323 (2019). MSC: 62N05 62F10 62F15 62N01 PDFBibTeX XMLCite \textit{J. Xiao} et al., Basic Sci. J. Text. Univ. 32, No. 3, 317--323 (2019; Zbl 1449.62226) Full Text: DOI
Dodwell, T. J.; Ketelsen, C.; Scheichl, R.; Teckentrup, A. L. Erratum to: “A hierarchical multilevel Markov chain Monte Carlo algorithm with applications to uncertainty quantification in subsurface flow”. (English) Zbl 1445.35344 SIAM/ASA J. Uncertain. Quantif. 7, 1398-1399 (2019). MSC: 65C05 35R60 62F15 62M05 65N30 65N75 76M10 76S05 65C40 60H15 PDFBibTeX XMLCite \textit{T. J. Dodwell} et al., SIAM/ASA J. Uncertain. Quantif. 7, 1398--1399 (2019; Zbl 1445.35344) Full Text: DOI
Roy, Soumya; Pradhan, Biswabrata Bayesian \(C\)-optimal life testing plans under progressive type-I interval censoring scheme. (English) Zbl 1464.62410 Appl. Math. Modelling 70, 299-314 (2019). MSC: 62N05 62N01 62F15 PDFBibTeX XMLCite \textit{S. Roy} and \textit{B. Pradhan}, Appl. Math. Modelling 70, 299--314 (2019; Zbl 1464.62410) Full Text: DOI
Zhang, Hongyun; Zhao, Quanhua; Li, Yu Geometric feature extraction of scattered targets from remote sensing images based on irregular mark point process. (Chinese. English summary) Zbl 1449.68088 Control Decis. 34, No. 9, 1840-1846 (2019). MSC: 68T10 68T45 PDFBibTeX XMLCite \textit{H. Zhang} et al., Control Decis. 34, No. 9, 1840--1846 (2019; Zbl 1449.68088) Full Text: DOI
Ahmad, Sanwar; Strauss, Thilo; Kupis, Shyla; Khan, Taufiquar Comparison of statistical inversion with iteratively regularized Gauss Newton method for image reconstruction in electrical impedance tomography. (English) Zbl 1428.78036 Appl. Math. Comput. 358, 436-448 (2019). MSC: 78M99 65N21 65C05 78A55 94A08 PDFBibTeX XMLCite \textit{S. Ahmad} et al., Appl. Math. Comput. 358, 436--448 (2019; Zbl 1428.78036) Full Text: DOI
Abushal, Tahani A. Bayesian estimation of the reliability characteristic of Shanker distribution. (English) Zbl 1432.62030 J. Egypt. Math. Soc. 27, Paper No. 30, 15 p. (2019). MSC: 62E15 62E20 62F10 65C05 PDFBibTeX XMLCite \textit{T. A. Abushal}, J. Egypt. Math. Soc. 27, Paper No. 30, 15 p. (2019; Zbl 1432.62030) Full Text: DOI
Koike, Takaaki; Minami, Mihoko Estimation of risk contributions with MCMC. (English) Zbl 1420.91528 Quant. Finance 19, No. 9, 1579-1597 (2019). MSC: 91G70 91G60 65C05 65C40 PDFBibTeX XMLCite \textit{T. Koike} and \textit{M. Minami}, Quant. Finance 19, No. 9, 1579--1597 (2019; Zbl 1420.91528) Full Text: DOI arXiv
Belomestny, Denis; Gugushvili, Shota; Schauer, Moritz; Spreij, Peter Nonparametric Bayesian inference for Gamma-type Lévy subordinators. (English) Zbl 1427.62020 Commun. Math. Sci. 17, No. 3, 781-816 (2019). MSC: 62G05 60G51 62G20 62P05 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Commun. Math. Sci. 17, No. 3, 781--816 (2019; Zbl 1427.62020) Full Text: DOI arXiv
Yang, Hang; Chen, Zhuojian; Zhang, Weiping Bayesian nonlinear quantile regression approach for longitudinal ordinal data. (English) Zbl 1420.62181 Commun. Math. Stat. 7, No. 2, 123-140 (2019). MSC: 62G08 62F15 62J02 PDFBibTeX XMLCite \textit{H. Yang} et al., Commun. Math. Stat. 7, No. 2, 123--140 (2019; Zbl 1420.62181) Full Text: DOI
Wang, Zheng; Ling, Cong Lattice Gaussian sampling by Markov chain Monte Carlo: bounded distance decoding and trapdoor sampling. (English) Zbl 1432.94061 IEEE Trans. Inf. Theory 65, No. 6, 3630-3645 (2019). MSC: 94A20 94A13 94A29 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{C. Ling}, IEEE Trans. Inf. Theory 65, No. 6, 3630--3645 (2019; Zbl 1432.94061) Full Text: DOI arXiv
Wang, Zhonglei Markov chain Monte Carlo sampling using a reservoir method. (English) Zbl 1507.62181 Comput. Stat. Data Anal. 139, 64-74 (2019). MSC: 62-08 65C05 PDFBibTeX XMLCite \textit{Z. Wang}, Comput. Stat. Data Anal. 139, 64--74 (2019; Zbl 1507.62181) Full Text: DOI
Bai, Xuchao; Shi, Yimin; Liu, Yiming; Liu, Bin Reliability estimation of stress-strength model using finite mixture distributions under progressively interval censoring. (English) Zbl 1408.62165 J. Comput. Appl. Math. 348, 509-524 (2019). MSC: 62N05 62N01 62F15 PDFBibTeX XMLCite \textit{X. Bai} et al., J. Comput. Appl. Math. 348, 509--524 (2019; Zbl 1408.62165) Full Text: DOI
Lüdtke, Stefan; Schröder, Max; Kirste, Thomas Approximate probabilistic parallel multiset rewriting using MCMC. (English) Zbl 1515.68326 Trollmann, Frank (ed.) et al., KI 2018: advances in artificial intelligence. 41st German conference on AI, Berlin, Germany, September 24–28, 2018. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11117, 73-85 (2018). MSC: 68T42 68Q42 68T20 92D25 PDFBibTeX XMLCite \textit{S. Lüdtke} et al., Lect. Notes Comput. Sci. 11117, 73--85 (2018; Zbl 1515.68326) Full Text: DOI
Rostami, Mohammad; Yahya, Mohd Bakri Adam; Yahya, Mohamed Hisham; Ibrahim, Noor Akma Slice sampler algorithm for generalized Pareto distribution. (English) Zbl 1470.62047 Hacet. J. Math. Stat. 47, No. 6, 1690-1714 (2018). MSC: 62F15 60J22 62G32 62P20 PDFBibTeX XMLCite \textit{M. Rostami} et al., Hacet. J. Math. Stat. 47, No. 6, 1690--1714 (2018; Zbl 1470.62047) Full Text: Link
Wang, Xiaoguang; Niu, Yi; Li, Xiaofang Bayesian ROC curve estimation under binormality using an ordinal category likelihood. (English) Zbl 1508.62270 Commun. Stat., Theory Methods 47, No. 18, 4628-4640 (2018). MSC: 62P10 62F15 PDFBibTeX XMLCite \textit{X. Wang} et al., Commun. Stat., Theory Methods 47, No. 18, 4628--4640 (2018; Zbl 1508.62270) Full Text: DOI
Chiang, Jyun-You; Zhu, Jianping; Lin, Yu-Jau; Lio, Y. L.; Tsai, Tzong-Ru Inference from two-variable degradation data using genetic algorithm and Markov chain Monte Carlo methods. (English) Zbl 1455.90058 Int. J. Inf. Manage. Sci. 29, No. 3, 235-256 (2018). MSC: 90B25 90C59 60J20 PDFBibTeX XMLCite \textit{J.-Y. Chiang} et al., Int. J. Inf. Manage. Sci. 29, No. 3, 235--256 (2018; Zbl 1455.90058) Full Text: DOI
Hu, Xuehua; Gui, Wenhao Bayesian and non-Bayesian inference for the generalized Pareto distribution based on progressive type II censored sample. (English) Zbl 1428.62434 Mathematics 6, No. 12, Paper No. 319, 26 p. (2018). MSC: 62N01 PDFBibTeX XMLCite \textit{X. Hu} and \textit{W. Gui}, Mathematics 6, No. 12, Paper No. 319, 26 p. (2018; Zbl 1428.62434) Full Text: DOI
Zhang, Chunfang; Shi, Yimin; Wu, Min Bayesian inference on type-I progressively hybrid competing risks model. (English) Zbl 1424.62054 Chin. Q. J. Math. 33, No. 2, 122-131 (2018). MSC: 62F15 62N02 62N01 62N05 PDFBibTeX XMLCite \textit{C. Zhang} et al., Chin. Q. J. Math. 33, No. 2, 122--131 (2018; Zbl 1424.62054) Full Text: DOI
Zhao, Yuanying; Xu, Dengke; Pang, Yicheng Bayesian analysis for joint mean and variance models. (Chinese. English summary) Zbl 1424.62056 Appl. Math., Ser. A (Chin. Ed.) 33, No. 2, 157-166 (2018). MSC: 62F15 60J22 62J10 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Appl. Math., Ser. A (Chin. Ed.) 33, No. 2, 157--166 (2018; Zbl 1424.62056)
Deligiannidis, George; Doucet, Arnaud; Pitt, Michael K. The correlated pseudomarginal method. (English) Zbl 1407.62074 J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 839-870 (2018). MSC: 62F15 65C05 60F05 PDFBibTeX XMLCite \textit{G. Deligiannidis} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 80, No. 5, 839--870 (2018; Zbl 1407.62074) Full Text: DOI arXiv
Thawornwattana, Yuttapong; Dalquen, Daniel; Yang, Ziheng Designing simple and efficient Markov chain Monte Carlo proposal kernels. (English) Zbl 1407.60103 Bayesian Anal. 13, No. 4, 1037-1063 (2018). MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{Y. Thawornwattana} et al., Bayesian Anal. 13, No. 4, 1037--1063 (2018; Zbl 1407.60103) Full Text: DOI Euclid
Darkhovsky, B. S.; Popkov, Yu. S.; Popkov, A. Yu.; Aliev, A. S. A method of generating random vectors with a given probability density function. (English. Russian original) Zbl 1491.65013 Autom. Remote Control 79, No. 9, 1569-1581 (2018); translation from Avtom. Telemekh. 2018, No. 9, 31-45 (2018). MSC: 65C10 60-08 PDFBibTeX XMLCite \textit{B. S. Darkhovsky} et al., Autom. Remote Control 79, No. 9, 1569--1581 (2018; Zbl 1491.65013); translation from Avtom. Telemekh. 2018, No. 9, 31--45 (2018) Full Text: DOI
Ben Salah, Riadh; Alata, Olivier; Tremblais, Benoit; Thomas, Lionel; David, Laurent Tomographic reconstruction of 3D objects using marked point process framework. (English) Zbl 1436.62301 J. Math. Imaging Vis. 60, No. 7, 1132-1149 (2018). MSC: 62H35 60G55 94A08 PDFBibTeX XMLCite \textit{R. Ben~Salah} et al., J. Math. Imaging Vis. 60, No. 7, 1132--1149 (2018; Zbl 1436.62301) Full Text: DOI
Payne, Richard D.; Mallick, Bani K. Two-stage Metropolis-Hastings for tall data. (English) Zbl 1391.62120 J. Classif. 35, No. 1, 29-51 (2018). MSC: 62H30 62F15 PDFBibTeX XMLCite \textit{R. D. Payne} and \textit{B. K. Mallick}, J. Classif. 35, No. 1, 29--51 (2018; Zbl 1391.62120) Full Text: DOI arXiv Link
Prieto-Castrillo, Francisco; Shokri Gazafroudi, Amin; Prieto, Javier; Corchado, Juan Manuel An Ising spin-based model to explore efficient flexibility in distributed power systems. (English) Zbl 1390.93303 Complexity 2018, Article ID 5905932, 16 p. (2018). MSC: 93B40 81Q93 PDFBibTeX XMLCite \textit{F. Prieto-Castrillo} et al., Complexity 2018, Article ID 5905932, 16 p. (2018; Zbl 1390.93303) Full Text: DOI
Kayal, Tanmay; Tripathi, Yogesh Mani; Rastogi, Manoj Kumar Estimation and prediction for an inverted exponentiated Rayleigh distribution under hybrid censoring. (English) Zbl 1392.62296 Commun. Stat., Theory Methods 47, No. 7, 1615-1640 (2018). MSC: 62N02 PDFBibTeX XMLCite \textit{T. Kayal} et al., Commun. Stat., Theory Methods 47, No. 7, 1615--1640 (2018; Zbl 1392.62296) Full Text: DOI
Mijatović, Aleksandar; Vogrinc, Jure On the Poisson equation for Metropolis-Hastings chains. (English) Zbl 1429.65010 Bernoulli 24, No. 3, 2401-2428 (2018). MSC: 65C05 60F05 60J22 PDFBibTeX XMLCite \textit{A. Mijatović} and \textit{J. Vogrinc}, Bernoulli 24, No. 3, 2401--2428 (2018; Zbl 1429.65010) Full Text: DOI arXiv Euclid
Sidhu, Sukhmani; Jain, Kanchan; Sharma, Suresh Kumar Bayesian estimation of generalized gamma shared frailty model. (English) Zbl 1417.62295 Comput. Stat. 33, No. 1, 277-297 (2018). MSC: 62N05 62F15 62P10 62-08 PDFBibTeX XMLCite \textit{S. Sidhu} et al., Comput. Stat. 33, No. 1, 277--297 (2018; Zbl 1417.62295) Full Text: DOI
Tsvetkov, Dimiter; Hristov, Lyubomir; Angelova-Slavova, Ralitsa On the convergence of the Metropolis-Hastings Markov chains. (English) Zbl 1488.60177 Serdica Math. J. 43, No. 2, 93-110 (2017). Reviewer: Kosto V. Mitov MSC: 60J05 65C05 60J22 PDFBibTeX XMLCite \textit{D. Tsvetkov} et al., Serdica Math. J. 43, No. 2, 93--110 (2017; Zbl 1488.60177) Full Text: arXiv
Pérez-Rodríguez, Paulino; Villaseñor, José A.; Pérez, Sergio; Suárez, Javier Bayesian estimation for the centered parameterization of the skew-normal distribution. (English) Zbl 1435.62113 Rev. Colomb. Estad. 40, No. 1, 123-140 (2017). MSC: 62F15 62E10 PDFBibTeX XMLCite \textit{P. Pérez-Rodríguez} et al., Rev. Colomb. Estad. 40, No. 1, 123--140 (2017; Zbl 1435.62113) Full Text: DOI
Gupta, Puneet Kumar; Singh, Alok Kumar Classical and Bayesian estimation of Weibull distribution in presence of outliers. (English) Zbl 1426.62083 Cogent Math. 4, Article ID 1300975, 9 p. (2017). MSC: 62F10 62F15 62-08 PDFBibTeX XMLCite \textit{P. K. Gupta} and \textit{A. K. Singh}, Cogent Math. 4, Article ID 1300975, 9 p. (2017; Zbl 1426.62083) Full Text: DOI
Bi, Qixuan; Gui, Wenhao Bayesian and classical estimation of stress-strength reliability for inverse Weibull lifetime models. (English) Zbl 1461.62176 Algorithms (Basel) 10, No. 2, Paper No. 71, 16 p. (2017). MSC: 62N05 62F10 62F15 62F25 PDFBibTeX XMLCite \textit{Q. Bi} and \textit{W. Gui}, Algorithms (Basel) 10, No. 2, Paper No. 71, 16 p. (2017; Zbl 1461.62176) Full Text: DOI
Mukherjee, Nabanita; Casella, George; Khare, Kshitij Algorithms for improving efficiency of discrete Markov chains. (English) Zbl 1388.60126 Indian J. Pure Appl. Math. 48, No. 4, 495-511 (2017). MSC: 60J10 PDFBibTeX XMLCite \textit{N. Mukherjee} et al., Indian J. Pure Appl. Math. 48, No. 4, 495--511 (2017; Zbl 1388.60126) Full Text: DOI
Gonçalves, Flávio B.; Łatuszyński, Krzysztof; Roberts, Gareth O. Barker’s algorithm for Bayesian inference with intractable likelihoods. (English) Zbl 1385.65013 Braz. J. Probab. Stat. 31, No. 4, 732-745 (2017). MSC: 65C50 60J22 65C05 PDFBibTeX XMLCite \textit{F. B. Gonçalves} et al., Braz. J. Probab. Stat. 31, No. 4, 732--745 (2017; Zbl 1385.65013) Full Text: DOI arXiv Euclid
Kayal, T.; Tripathi, Yogesh Mani; Rastogi, M. K.; Asgharzadeh, A. Inference for Burr XII distribution under type I progressive hybrid censoring. (English) Zbl 1462.62583 Commun. Stat., Simulation Comput. 46, No. 9, 7447-7465 (2017). MSC: 62N01 62N02 62F15 PDFBibTeX XMLCite \textit{T. Kayal} et al., Commun. Stat., Simulation Comput. 46, No. 9, 7447--7465 (2017; Zbl 1462.62583) Full Text: DOI
Yan, Han; Pan, Hong; Gao, Yanwei Poisson process with periodic single change point and Bayesian estimation of parameters. (Chinese. English summary) Zbl 1389.60065 J. Jilin Univ., Sci. 55, No. 3, 599-605 (2017). MSC: 60G55 62F15 PDFBibTeX XMLCite \textit{H. Yan} et al., J. Jilin Univ., Sci. 55, No. 3, 599--605 (2017; Zbl 1389.60065) Full Text: DOI
Livingston, Glen jun.; Nur, Darfiana Bayesian inference for smooth transition autoregressive (STAR) model: a prior sensitivity analysis. (English) Zbl 1462.62542 Commun. Stat., Simulation Comput. 46, No. 7, 5440-5461 (2017). MSC: 62M10 62F15 65C40 PDFBibTeX XMLCite \textit{G. Livingston jun.} and \textit{D. Nur}, Commun. Stat., Simulation Comput. 46, No. 7, 5440--5461 (2017; Zbl 1462.62542) Full Text: DOI
Baffoun, Hatem; Hajlaoui, Mekki; Farhat, Abdeljelil Equation-solving estimator based on Metropolis-Hastings algorithm with delayed rejection. (English) Zbl 1370.60123 Commun. Stat., Simulation Comput. 46, No. 4, 3103-3111 (2017). MSC: 60J22 60C05 PDFBibTeX XMLCite \textit{H. Baffoun} et al., Commun. Stat., Simulation Comput. 46, No. 4, 3103--3111 (2017; Zbl 1370.60123) Full Text: DOI
Dai, Ning; Jones, Galin L. Multivariate initial sequence estimators in Markov chain Monte Carlo. (English) Zbl 1373.62249 J. Multivariate Anal. 159, 184-199 (2017). MSC: 62H12 PDFBibTeX XMLCite \textit{N. Dai} and \textit{G. L. Jones}, J. Multivariate Anal. 159, 184--199 (2017; Zbl 1373.62249) Full Text: DOI arXiv
Pan, Jiazhu; Xia, Qiang; Liu, Jinshan Bayesian analysis of multiple thresholds autoregressive model. (English) Zbl 1417.62255 Comput. Stat. 32, No. 1, 219-237 (2017). MSC: 62M10 62F15 65C40 PDFBibTeX XMLCite \textit{J. Pan} et al., Comput. Stat. 32, No. 1, 219--237 (2017; Zbl 1417.62255) Full Text: DOI Link
Liang, Rubing; Xia, Qiang; Pan, Jiazhu; Liu, Jinshan Testing a linear ARMA model against threshold-ARMA models: a Bayesian approach. (English) Zbl 1362.62172 Commun. Stat., Simulation Comput. 46, No. 2, 1302-1317 (2017). MSC: 62M10 62F10 62F15 PDFBibTeX XMLCite \textit{R. Liang} et al., Commun. Stat., Simulation Comput. 46, No. 2, 1302--1317 (2017; Zbl 1362.62172) Full Text: DOI Link
Xu, Dengke; Zhang, Zhongzhan Bayesian inference for joint location and scale nonlinear models with skew-normal errors. (English) Zbl 1357.62138 Commun. Stat., Simulation Comput. 46, No. 1, 619-630 (2017). MSC: 62F15 62J02 PDFBibTeX XMLCite \textit{D. Xu} and \textit{Z. Zhang}, Commun. Stat., Simulation Comput. 46, No. 1, 619--630 (2017; Zbl 1357.62138) Full Text: DOI
Mostert, P. J.; Bekker, A.; Roux, J. J. J. A Bayesian analysis for censored Rayleigh model using a generalised hypergeometric prior. (English) Zbl 1397.62037 S. Afr. Stat. J. 50, No. 2, 195-219 (2016). MSC: 62C10 62N01 62F15 PDFBibTeX XMLCite \textit{P. J. Mostert} et al., S. Afr. Stat. J. 50, No. 2, 195--219 (2016; Zbl 1397.62037) Full Text: Link
He, Chaobing Bayesian estimation of Logistic regression model with multiple change points for missing data. (Chinese. English summary) Zbl 1389.62045 J. Nanjing Norm. Univ., Nat. Sci. Ed. 39, No. 4, 14-18 (2016). MSC: 62F15 62D05 PDFBibTeX XMLCite \textit{C. He}, J. Nanjing Norm. Univ., Nat. Sci. Ed. 39, No. 4, 14--18 (2016; Zbl 1389.62045) Full Text: DOI
He, Chaobing Bayesian parameter estimation of Wiener process with a change-point. (Chinese. English summary) Zbl 1374.62023 J. Nat. Sci. Hunan Norm. Univ. 39, No. 4, 84-88 (2016). MSC: 62F15 60J65 PDFBibTeX XMLCite \textit{C. He}, J. Nat. Sci. Hunan Norm. Univ. 39, No. 4, 84--88 (2016; Zbl 1374.62023) Full Text: DOI
He, Chaobing Bayesian parameter estimation of failure rate model with a change point for truncated and censored data. (Chinese. English summary) Zbl 1374.62121 Appl. Math., Ser. A (Chin. Ed.) 31, No. 4, 413-427 (2016). MSC: 62N01 62F15 PDFBibTeX XMLCite \textit{C. He}, Appl. Math., Ser. A (Chin. Ed.) 31, No. 4, 413--427 (2016; Zbl 1374.62121)
Choi, Hwan-sik Expert information and nonparametric Bayesian inference of rare events. (English) Zbl 1357.62152 Bayesian Anal. 11, No. 2, 421-445 (2016). MSC: 62G05 62F15 62G32 PDFBibTeX XMLCite \textit{H.-s. Choi}, Bayesian Anal. 11, No. 2, 421--445 (2016; Zbl 1357.62152) Full Text: DOI Euclid
Yang, Yun; Wainwright, Martin J.; Jordan, Michael I. On the computational complexity of high-dimensional Bayesian variable selection. (English) Zbl 1359.62088 Ann. Stat. 44, No. 6, 2497-2532 (2016). MSC: 62F15 62J07 62J05 60J10 65C05 65C40 65Y20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Ann. Stat. 44, No. 6, 2497--2532 (2016; Zbl 1359.62088) Full Text: DOI arXiv
He, Chaobing Bayesian estimation for exponential components in two-series system with multiple change points under censored data and masked data. (Chinese. English summary) Zbl 1363.62029 Math. Pract. Theory 46, No. 10, 208-215 (2016). MSC: 62F15 62N02 PDFBibTeX XMLCite \textit{C. He}, Math. Pract. Theory 46, No. 10, 208--215 (2016; Zbl 1363.62029)
Marbac, Matthieu; Tubert-Bitter, Pascale; Sedki, Mohammed Bayesian model selection in logistic regression for the detection of adverse drug reactions. (English) Zbl 1353.62121 Biom. J. 58, No. 6, 1376-1389 (2016). MSC: 62P10 62J12 62J07 62-07 PDFBibTeX XMLCite \textit{M. Marbac} et al., Biom. J. 58, No. 6, 1376--1389 (2016; Zbl 1353.62121) Full Text: DOI arXiv
Bierkens, Joris Non-reversible Metropolis-Hastings. (English) Zbl 1360.65040 Stat. Comput. 26, No. 6, 1213-1228 (2016). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C40 60J20 60J22 65C50 65C60 65C05 60F10 62F15 82C80 PDFBibTeX XMLCite \textit{J. Bierkens}, Stat. Comput. 26, No. 6, 1213--1228 (2016; Zbl 1360.65040) Full Text: DOI arXiv
Chen, Yuxin; Keyes, David; Law, Kody J. H.; Ltaief, Hatem Accelerated dimension-independent adaptive metropolis. (English) Zbl 1352.65029 SIAM J. Sci. Comput. 38, No. 5, S539-S565 (2016). MSC: 65C60 62F15 65C05 65C40 60J22 65Y20 65Y05 PDFBibTeX XMLCite \textit{Y. Chen} et al., SIAM J. Sci. Comput. 38, No. 5, S539--S565 (2016; Zbl 1352.65029) Full Text: DOI arXiv
Lin, Yu-Jau; Okasha, H. M.; Lio, Y. L. Prediction intervals for future order statistics from a generalized modified Weibull. (English) Zbl 1348.62083 Commun. Stat., Simulation Comput. 45, No. 10, 3508-3527 (2016). MSC: 62F15 62F25 62N02 62P10 PDFBibTeX XMLCite \textit{Y.-J. Lin} et al., Commun. Stat., Simulation Comput. 45, No. 10, 3508--3527 (2016; Zbl 1348.62083) Full Text: DOI
Li, Dongfang; Tang, Yayong MCMC methods for quantile regression of GARCH models. (English) Zbl 1363.62150 J. Sichuan Univ., Nat. Sci. Ed. 53, No. 1, 25-30 (2016). MSC: 62P05 62M10 65C05 91G70 PDFBibTeX XMLCite \textit{D. Li} and \textit{Y. Tang}, J. Sichuan Univ., Nat. Sci. Ed. 53, No. 1, 25--30 (2016; Zbl 1363.62150)
Mneimneh, Saad; Ahmed, Syed Ali Gibbs/MCMC sampling for multiple RNA interaction with sub-optimal solutions. (English) Zbl 1346.92050 Botón-Fernández, María (ed.) et al., Algorithms for computational biology. Third international conference, AlCoB 2016, Trujillo, Spain, June 21–22, 2016. Proceedings. Cham: Springer (ISBN 978-3-319-38826-7/pbk; 978-3-319-38827-4/ebook). Lecture Notes in Computer Science 9702. Lecture Notes in Bioinformatics, 78-90 (2016). MSC: 92D20 92C40 90C39 PDFBibTeX XMLCite \textit{S. Mneimneh} and \textit{S. A. Ahmed}, Lect. Notes Comput. Sci. 9702, 78--90 (2016; Zbl 1346.92050) Full Text: DOI
Xu, Dengke; Zhang, Zhongzhan; Wu, Liucang Bayesian analysis for semiparametric mixed-effects double regression models. (English) Zbl 1348.62088 Hacet. J. Math. Stat. 45, No. 1, 279-296 (2016). MSC: 62F15 62G05 PDFBibTeX XMLCite \textit{D. Xu} et al., Hacet. J. Math. Stat. 45, No. 1, 279--296 (2016; Zbl 1348.62088) Full Text: DOI
Klein, Nadja; Kneib, Thomas Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach. (English) Zbl 1505.62229 Stat. Comput. 26, No. 4, 841-860 (2016). MSC: 62-08 62F15 62H05 62J12 PDFBibTeX XMLCite \textit{N. Klein} and \textit{T. Kneib}, Stat. Comput. 26, No. 4, 841--860 (2016; Zbl 1505.62229) Full Text: DOI
Kyung, Minjung A computational Bayesian method for generalized semiparametric regression models. (English) Zbl 1341.62239 Commun. Stat., Simulation Comput. 45, No. 3, 1104-1128 (2016). MSC: 62J12 62F15 PDFBibTeX XMLCite \textit{M. Kyung}, Commun. Stat., Simulation Comput. 45, No. 3, 1104--1128 (2016; Zbl 1341.62239) Full Text: DOI
Persin, Adam; Jasr, Ajay Twisting the alive particle filter. (English) Zbl 1339.65011 Methodol. Comput. Appl. Probab. 18, No. 2, 335-358 (2016). MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{A. Persin} and \textit{A. Jasr}, Methodol. Comput. Appl. Probab. 18, No. 2, 335--358 (2016; Zbl 1339.65011) Full Text: DOI arXiv
Gobet, Emmanuel Monte-Carlo methods and stochastic processes. From linear to non-linear. (English) Zbl 1359.65012 Boca Raton, FL: CRC Press (ISBN 978-1-4987-4622-9/hbk; 978-1-315-36875-7/ebook). xxv, 309 p. (2016). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C35 82C80 65C60 65C10 65C05 65-02 65C50 90C15 90C27 60H15 35R60 60F05 60H35 60H10 34F05 62J02 62F25 PDFBibTeX XMLCite \textit{E. Gobet}, Monte-Carlo methods and stochastic processes. From linear to non-linear. Boca Raton, FL: CRC Press (2016; Zbl 1359.65012)