Härkönen, Teemu; Hannula, Emma; Moores, Matthew T.; Vartiainen, Erik M.; Roininen, Lassi A log-Gaussian Cox process with sequential Monte Carlo for line narrowing in spectroscopy. (English) Zbl 07805153 Found. Data Sci. 5, No. 4, 503-519 (2023). MSC: 62F15 62L12 78M31 PDFBibTeX XMLCite \textit{T. Härkönen} et al., Found. Data Sci. 5, No. 4, 503--519 (2023; Zbl 07805153) Full Text: DOI arXiv
Bhouri, Mohamed Aziz; Joly, Michael; Yu, Robert; Sarkar, Soumalya; Perdikaris, Paris Scalable Bayesian optimization with randomized prior networks. (English) Zbl 07804985 Comput. Methods Appl. Mech. Eng. 417, Part A, Article ID 116428, 19 p. (2023). MSC: 68-XX 90-XX PDFBibTeX XMLCite \textit{M. A. Bhouri} et al., Comput. Methods Appl. Mech. Eng. 417, Part A, Article ID 116428, 19 p. (2023; Zbl 07804985) Full Text: DOI arXiv
Hu, Jun A multiply-sequential sampling scheme. (English) Zbl 07802819 J. Stat. Theory Pract. 17, No. 4, Paper No. 54, 13 p. (2023). MSC: 62L10 62L12 65C05 PDFBibTeX XMLCite \textit{J. Hu}, J. Stat. Theory Pract. 17, No. 4, Paper No. 54, 13 p. (2023; Zbl 07802819) Full Text: DOI
Martin, Alice; Étienne, Marie-Pierre; Gloaguen, Pierre; Le Corff, Sylvain; Olsson, Jimmy Backward importance sampling for online estimation of state space models. (English) Zbl 07792629 J. Comput. Graph. Stat. 32, No. 4, 1447-1460 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Martin} et al., J. Comput. Graph. Stat. 32, No. 4, 1447--1460 (2023; Zbl 07792629) Full Text: DOI arXiv
McCartan, Cory; Imai, Kosuke Sequential Monte Carlo for sampling balanced and compact redistricting plans. (English) Zbl 07789430 Ann. Appl. Stat. 17, No. 4, 3300-3323 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{C. McCartan} and \textit{K. Imai}, Ann. Appl. Stat. 17, No. 4, 3300--3323 (2023; Zbl 07789430) Full Text: DOI arXiv
Wee, Damien C. H.; Chen, Feng; Dunsmuir, William T. M. Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data. (English) Zbl 07789396 Ann. Appl. Stat. 17, No. 3, 2596-2618 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{D. C. H. Wee} et al., Ann. Appl. Stat. 17, No. 3, 2596--2618 (2023; Zbl 07789396) Full Text: DOI
Stival, Mattia; Bernardi, Mauro; Dellaportas, Petros Doubly-online changepoint detection for monitoring health status during sports activities. (English) Zbl 07789386 Ann. Appl. Stat. 17, No. 3, 2387-2409 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{M. Stival} et al., Ann. Appl. Stat. 17, No. 3, 2387--2409 (2023; Zbl 07789386) Full Text: DOI arXiv
Dau, Hai-Dang; Chopin, Nicolas On backward smoothing algorithms. (English) Zbl 07783535 Ann. Stat. 51, No. 5, 2145-2169 (2023). MSC: 62M05 65C05 65Y20 PDFBibTeX XMLCite \textit{H.-D. Dau} and \textit{N. Chopin}, Ann. Stat. 51, No. 5, 2145--2169 (2023; Zbl 07783535) Full Text: DOI arXiv Link
Viani, Alessandro; Johansen, Adam M.; Sorrentino, Alberto Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers. (English) Zbl 1523.62041 Stat. Comput. 33, No. 6, Paper No. 126, 15 p. (2023). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{A. Viani} et al., Stat. Comput. 33, No. 6, Paper No. 126, 15 p. (2023; Zbl 1523.62041) Full Text: DOI arXiv OA License
Boussaha, Nadia; Hamdi, Fayçal; Khalfi, Abderaouf On the asymmetry in the volatility of financial time series: a buffered transition approach. (English) Zbl 07739796 J. Stat. Comput. Simulation 93, No. 14, 2471-2493 (2023). MSC: 62-XX 62M10 62L12 PDFBibTeX XMLCite \textit{N. Boussaha} et al., J. Stat. Comput. Simulation 93, No. 14, 2471--2493 (2023; Zbl 07739796) Full Text: DOI
Goffard, Pierre-O. Sequential Monte Carlo samplers to fit and compare insurance loss models. (English) Zbl 1521.91315 Scand. Actuar. J. 2023, No. 8, 765-787 (2023). MSC: 91G05 91G60 65C05 62F15 PDFBibTeX XMLCite \textit{P.-O. Goffard}, Scand. Actuar. J. 2023, No. 8, 765--787 (2023; Zbl 1521.91315) Full Text: DOI
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
Marion, Joe; Mathews, Joseph; Schmidler, Scott C. Finite-sample complexity of sequential Monte Carlo estimators. (English) Zbl 07732751 Ann. Stat. 51, No. 3, 1357-1375 (2023). MSC: 62F15 60J22 65C60 65C60 PDFBibTeX XMLCite \textit{J. Marion} et al., Ann. Stat. 51, No. 3, 1357--1375 (2023; Zbl 07732751) Full Text: DOI arXiv Link
Liang, Xinzhu; Yang, Shangda; Cotter, Simon L.; Law, Kody J. H. A randomized multi-index sequential Monte Carlo method. (English) Zbl 1517.62029 Stat. Comput. 33, No. 5, Paper No. 97, 17 p. (2023). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{X. Liang} et al., Stat. Comput. 33, No. 5, Paper No. 97, 17 p. (2023; Zbl 1517.62029) Full Text: DOI arXiv
Awaya, Naoki; Omori, Yasuhiro Particle rolling MCMC with double-block sampling. (English) Zbl 07716664 Jpn. J. Stat. Data Sci. 6, No. 1, 305-335 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Awaya} and \textit{Y. Omori}, Jpn. J. Stat. Data Sci. 6, No. 1, 305--335 (2023; Zbl 07716664) Full Text: DOI arXiv
Mastrototaro, Alessandro; Olsson, Jimmy Adaptive online variance estimation in particle filters: the ALVar estimator. (English) Zbl 1517.62037 Stat. Comput. 33, No. 4, Paper No. 77, 26 p. (2023). MSC: 62-08 65C05 PDFBibTeX XMLCite \textit{A. Mastrototaro} and \textit{J. Olsson}, Stat. Comput. 33, No. 4, Paper No. 77, 26 p. (2023; Zbl 1517.62037) Full Text: DOI arXiv
Yonekura, Shouto; Sugasawa, Shonosuke Adaptation of the tuning parameter in general Bayesian inference with robust divergence. (English) Zbl 1516.62034 Stat. Comput. 33, No. 2, Paper No. 39, 16 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{S. Yonekura} and \textit{S. Sugasawa}, Stat. Comput. 33, No. 2, Paper No. 39, 16 p. (2023; Zbl 1516.62034) Full Text: DOI arXiv
Komeilizadeh, Koushyar; Kaps, Arne; Duddeck, Fabian Isovolumetric adaptations to space-filling design of experiments. (English) Zbl 07712200 Optim. Eng. 24, No. 2, 1267-1288 (2023). MSC: 68Pxx 62Kxx 62Lxx PDFBibTeX XMLCite \textit{K. Komeilizadeh} et al., Optim. Eng. 24, No. 2, 1267--1288 (2023; Zbl 07712200) Full Text: DOI
Brown, Suzie; Jenkins, Paul A.; Johansen, Adam M.; Koskela, Jere Weak convergence of non-neutral genealogies to Kingman’s coalescent. (English) Zbl 1519.92140 Stochastic Processes Appl. 162, 76-105 (2023). MSC: 92D15 60J90 65C35 PDFBibTeX XMLCite \textit{S. Brown} et al., Stochastic Processes Appl. 162, 76--105 (2023; Zbl 1519.92140) Full Text: DOI arXiv
Turnbull, Kathryn; Nemeth, Christopher; Nunes, Matthew; McCormick, Tyler Sequential estimation of temporally evolving latent space network models. (English) Zbl 07708443 Comput. Stat. Data Anal. 179, Article ID 107627, 20 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{K. Turnbull} et al., Comput. Stat. Data Anal. 179, Article ID 107627, 20 p. (2023; Zbl 07708443) Full Text: DOI arXiv
Sajjadipanah, S.; Mirjalili, S. M.; Zanboori, A. Two-stage and modified two-stage estimation in threshold first-order autoregressive process. (English) Zbl 1524.62382 J. Mahani Math. Res. Cent. 12, No. 2, 391-410 (2023). MSC: 62L12 62M10 62L10 62L15 PDFBibTeX XMLCite \textit{S. Sajjadipanah} et al., J. Mahani Math. Res. Cent. 12, No. 2, 391--410 (2023; Zbl 1524.62382) Full Text: DOI
Ionides, Edward L.; Asfaw, Kidus; Park, Joonha; King, Aaron A. Bagged filters for partially observed interacting systems. (English) Zbl 07707224 J. Am. Stat. Assoc. 118, No. 542, 1078-1089 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{E. L. Ionides} et al., J. Am. Stat. Assoc. 118, No. 542, 1078--1089 (2023; Zbl 07707224) Full Text: DOI arXiv
Jia, Yisu; Kechagias, Stefanos; Livsey, James; Lund, Robert; Pipiras, Vladas Latent Gaussian count time series. (English) Zbl 1514.62167 J. Am. Stat. Assoc. 118, No. 541, 596-606 (2023). MSC: 62M10 62H20 62M30 65Q30 41A60 PDFBibTeX XMLCite \textit{Y. Jia} et al., J. Am. Stat. Assoc. 118, No. 541, 596--606 (2023; Zbl 1514.62167) Full Text: DOI arXiv
Ehre, Max; Flock, Rafael; Fußeder, Martin; Papaioannou, Iason; Straub, Daniel Certified dimension reduction for Bayesian updating with the cross-entropy method. (English) Zbl 1515.62042 SIAM/ASA J. Uncertain. Quantif. 11, 358-388 (2023). MSC: 62F15 62L12 62P30 60G60 65C05 PDFBibTeX XMLCite \textit{M. Ehre} et al., SIAM/ASA J. Uncertain. Quantif. 11, 358--388 (2023; Zbl 1515.62042) Full Text: DOI arXiv
Lovas, Attila; Lytras, Iosif; Rásonyi, Miklós; Sabanis, Sotirios Taming neural networks with TUSLA: nonconvex learning via adaptive stochastic gradient Langevin algorithms. (English) Zbl 1518.65007 SIAM J. Math. Data Sci. 5, No. 2, 323-345 (2023). MSC: 65C05 62L10 68T07 93E35 PDFBibTeX XMLCite \textit{A. Lovas} et al., SIAM J. Math. Data Sci. 5, No. 2, 323--345 (2023; Zbl 1518.65007) Full Text: DOI arXiv
Alimohammadi, Yeganeh; Diaconis, Persi; Roghani, Mohammad; Saberi, Amin Sequential importance sampling for estimating expectations over the space of perfect matchings. (English) Zbl 1515.60035 Ann. Appl. Probab. 33, No. 2, 999-1033 (2023). MSC: 60C05 05B15 62D05 65C05 PDFBibTeX XMLCite \textit{Y. Alimohammadi} et al., Ann. Appl. Probab. 33, No. 2, 999--1033 (2023; Zbl 1515.60035) Full Text: DOI arXiv
Silva, Ivair R.; Bhattacharjee, Debanjan; Zhuang, Yan Fixed-length interval estimation of population sizes: sequential adaptive Monte Carlo mark-recapture-mark sampling. (English) Zbl 1524.62375 Comput. Appl. Math. 42, No. 4, Paper No. 181, 18 p. (2023). MSC: 62D05 65C05 62L05 62L15 62P10 PDFBibTeX XMLCite \textit{I. R. Silva} et al., Comput. Appl. Math. 42, No. 4, Paper No. 181, 18 p. (2023; Zbl 1524.62375) Full Text: DOI
Heine, Kari; Burrows, Daniel Multilevel bootstrap particle filter. (English) Zbl 07634403 Bernoulli 29, No. 1, 551-579 (2023). MSC: 65Cxx 62Lxx 60Fxx PDFBibTeX XMLCite \textit{K. Heine} and \textit{D. Burrows}, Bernoulli 29, No. 1, 551--579 (2023; Zbl 07634403) Full Text: DOI arXiv Link
Bhattacharyya, Biswarup On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis. (English) Zbl 1524.65010 J. Comput. Appl. Math. 420, Article ID 114819, 15 p. (2023). MSC: 65C05 62-08 62F15 65C30 62L05 PDFBibTeX XMLCite \textit{B. Bhattacharyya}, J. Comput. Appl. Math. 420, Article ID 114819, 15 p. (2023; Zbl 1524.65010) Full Text: DOI
Alexopoulos, Angelos; Dellaportas, Petros; Papaspiliopoulos, Omiros Bayesian prediction of jumps in large panels of time series data. (English) Zbl 07809914 Bayesian Anal. 17, No. 2, 651-683 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Alexopoulos} et al., Bayesian Anal. 17, No. 2, 651--683 (2022; Zbl 07809914) Full Text: DOI arXiv Link
Warne, David J.; Sisson, Scott A.; Drovandi, Christopher Vector operations for accelerating expensive Bayesian computations - a tutorial guide. (English) Zbl 07809912 Bayesian Anal. 17, No. 2, 593-622 (2022). MSC: 62-XX 65C60 97K80 PDFBibTeX XMLCite \textit{D. J. Warne} et al., Bayesian Anal. 17, No. 2, 593--622 (2022; Zbl 07809912) Full Text: DOI arXiv Link
Wade, Sara; Piccarreta, Raffaella; Cremaschi, Andrea; Antoniano-Villalobos, Isadora Colombian women’s life patterns: a multivariate density regression approach. (English) Zbl 07809905 Bayesian Anal. 17, No. 2, 405-433 (2022). MSC: 62P25 62G07 62G08 62N01 PDFBibTeX XMLCite \textit{S. Wade} et al., Bayesian Anal. 17, No. 2, 405--433 (2022; Zbl 07809905) Full Text: DOI arXiv Link
Ji, Ruiping; Liang, Yan; Xu, Linfeng; Wei, Zhenwei Estimation of dual-mode nonlinear stochastic systems with unknown parameters. (English) Zbl 07780748 Int. J. Robust Nonlinear Control 32, No. 17, 9258-9274 (2022). MSC: 93E10 93C10 PDFBibTeX XMLCite \textit{R. Ji} et al., Int. J. Robust Nonlinear Control 32, No. 17, 9258--9274 (2022; Zbl 07780748) Full Text: DOI
Dai, Chenguang; Heng, Jeremy; Jacob, Pierre E.; Whiteley, Nick An invitation to sequential Monte Carlo samplers. (English) Zbl 1506.65007 J. Am. Stat. Assoc. 117, No. 539, 1587-1600 (2022). MSC: 65C05 PDFBibTeX XMLCite \textit{C. Dai} et al., J. Am. Stat. Assoc. 117, No. 539, 1587--1600 (2022; Zbl 1506.65007) Full Text: DOI arXiv
Wang, Sirao; Fang, Kai-Tai; Ye, Huajun A new bias-corrected estimator method in extreme value distributions with small sample size. (English) Zbl 07660119 J. Stat. Comput. Simulation 92, No. 18, 3862-3884 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Wang} et al., J. Stat. Comput. Simulation 92, No. 18, 3862--3884 (2022; Zbl 07660119) Full Text: DOI
Roldán-Casas, José A.; García-Moreno García, Ma B. A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation. (English) Zbl 1502.62095 Stat. Methods Appl. 31, No. 5, 1289-1327 (2022). MSC: 62P05 60G50 62G10 62L10 91G15 PDFBibTeX XMLCite \textit{J. A. Roldán-Casas} and \textit{M. B. García-Moreno García}, Stat. Methods Appl. 31, No. 5, 1289--1327 (2022; Zbl 1502.62095) Full Text: DOI
Sen, Deborshee Particle filter efficiency under limited communication. (English) Zbl 07638093 Biometrika 109, No. 4, 921-935 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Sen}, Biometrika 109, No. 4, 921--935 (2022; Zbl 07638093) Full Text: DOI arXiv
Yonekura, Shouto; Beskos, Alexandros Online smoothing for diffusion processes observed with noise. (English) Zbl 07633325 J. Comput. Graph. Stat. 31, No. 4, 1344-1360 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Yonekura} and \textit{A. Beskos}, J. Comput. Graph. Stat. 31, No. 4, 1344--1360 (2022; Zbl 07633325) Full Text: DOI arXiv
Aruoba, S. Borağan; Mlikota, Marko; Schorfheide, Frank; Villalvazo, Sergio SVARs with occasionally-binding constraints. (English) Zbl 07633049 J. Econom. 231, No. 2, 477-499 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. B. Aruoba} et al., J. Econom. 231, No. 2, 477--499 (2022; Zbl 07633049) Full Text: DOI
Wen, Linjie; Li, Jinglai Affine-mapping based variational ensemble Kalman filter. (English) Zbl 1499.62039 Stat. Comput. 32, No. 6, Paper No. 97, 15 p. (2022). MSC: 62-08 62F15 62M20 65C05 93E11 PDFBibTeX XMLCite \textit{L. Wen} and \textit{J. Li}, Stat. Comput. 32, No. 6, Paper No. 97, 15 p. (2022; Zbl 1499.62039) Full Text: DOI arXiv
Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas A lagged particle filter for stable filtering of certain high-dimensional state-space models. (English) Zbl 1499.62341 SIAM/ASA J. Uncertain. Quantif. 10, 1130-1161 (2022). MSC: 62M20 60G35 60J20 60J10 94A12 93E11 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1130--1161 (2022; Zbl 1499.62341) Full Text: DOI arXiv
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spanò, Dario Erratum to: “Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo”. (English) Zbl 1497.60057 Ann. Stat. 50, No. 4, 2467-2468 (2022). MSC: 60G35 60J90 60K35 62M20 PDFBibTeX XMLCite \textit{J. Koskela} et al., Ann. Stat. 50, No. 4, 2467--2468 (2022; Zbl 1497.60057) Full Text: DOI
González, Miguel; Minuesa, Carmen; del Puerto, Inés Approximate Bayesian computation approach on the maximal offspring and parameters in controlled branching processes. (English) Zbl 1498.60342 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 4, Paper No. 147, 23 p. (2022). MSC: 60J80 62F15 92D25 PDFBibTeX XMLCite \textit{M. González} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 4, Paper No. 147, 23 p. (2022; Zbl 1498.60342) Full Text: DOI
Olsson, Jimmy; Pavlenko, Tatjana; Rios, Felix L. Sequential sampling of junction trees for decomposable graphs. (English) Zbl 1496.62019 Stat. Comput. 32, No. 5, Paper No. 80, 18 p. (2022). MSC: 62-08 05C80 65C05 PDFBibTeX XMLCite \textit{J. Olsson} et al., Stat. Comput. 32, No. 5, Paper No. 80, 18 p. (2022; Zbl 1496.62019) Full Text: DOI arXiv
Satpathy, Tanmay; Shah, Rushabh Sparse index tracking using sequential Monte Carlo. (English) Zbl 1498.91498 Quant. Finance 22, No. 9, 1579-1592 (2022). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 91G10 90C11 90C26 90C20 PDFBibTeX XMLCite \textit{T. Satpathy} and \textit{R. Shah}, Quant. Finance 22, No. 9, 1579--1592 (2022; Zbl 1498.91498) Full Text: DOI
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
Dau, Hai-Dang; Chopin, Nicolas Waste-free sequential Monte Carlo. (English) Zbl 07593406 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 1, 114-148 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{H.-D. Dau} and \textit{N. Chopin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 1, 114--148 (2022; Zbl 07593406) Full Text: DOI arXiv
Hodgson, James; Johansen, Adam M.; Pollock, Murray Unbiased simulation of rare events in continuous time. (English) Zbl 1491.65011 Methodol. Comput. Appl. Probab. 24, No. 3, 2123-2148 (2022). MSC: 65C05 65C35 PDFBibTeX XMLCite \textit{J. Hodgson} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2123--2148 (2022; Zbl 1491.65011) Full Text: DOI arXiv
Ruzayqat, Hamza; Jasra, Ajay Unbiased parameter inference for a class of partially observed Lévy-process models. (English) Zbl 1489.62004 Found. Data Sci. 4, No. 2, 299-322 (2022). MSC: 62-08 65C05 60H35 60G51 62M05 62M20 62F15 62P05 PDFBibTeX XMLCite \textit{H. Ruzayqat} and \textit{A. Jasra}, Found. Data Sci. 4, No. 2, 299--322 (2022; Zbl 1489.62004) Full Text: DOI arXiv
Warne, David J.; Baker, Ruth E.; Simpson, Matthew J. Rapid Bayesian inference for expensive stochastic models. (English) Zbl 07547629 J. Comput. Graph. Stat. 31, No. 2, 512-528 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. J. Warne} et al., J. Comput. Graph. Stat. 31, No. 2, 512--528 (2022; Zbl 07547629) Full Text: DOI arXiv
Ge, Shufei; Wang, Shijia; Nathoo, Farouk S.; Wang, Liangliang Online Bayesian learning for mixtures of spatial spline regressions with mixed effects. (English) Zbl 07546445 J. Stat. Comput. Simulation 92, No. 7, 1530-1566 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Ge} et al., J. Stat. Comput. Simulation 92, No. 7, 1530--1566 (2022; Zbl 07546445) Full Text: DOI
Obeidat, Mohammed; Liu, Juxin; Osgood, Nathaniel; Klassen, Geoff Bayesian methods for time series of count data. (English) Zbl 1524.62449 Commun. Stat., Simulation Comput. 51, No. 2, 486-504 (2022). MSC: 62M10 62F15 62-08 65C05 PDFBibTeX XMLCite \textit{M. Obeidat} et al., Commun. Stat., Simulation Comput. 51, No. 2, 486--504 (2022; Zbl 1524.62449) Full Text: DOI
Ehre, Max; Papaioannou, Iason; Sudret, Bruno; Straub, Daniel Sequential active learning of low-dimensional model representations for reliability analysis. (English) Zbl 1493.62496 SIAM J. Sci. Comput. 44, No. 3, B558-B584 (2022). MSC: 62L99 62P30 62J02 65C05 PDFBibTeX XMLCite \textit{M. Ehre} et al., SIAM J. Sci. Comput. 44, No. 3, B558--B584 (2022; Zbl 1493.62496) Full Text: DOI arXiv
Jasra, Ajay; Heng, Jeremy; Xu, Yaxian; Bishop, Adrian N. A multilevel approach for stochastic nonlinear optimal control. (English) Zbl 1492.93201 Int. J. Control 95, No. 5, 1290-1304 (2022). MSC: 93E20 93C10 49N10 PDFBibTeX XMLCite \textit{A. Jasra} et al., Int. J. Control 95, No. 5, 1290--1304 (2022; Zbl 1492.93201) Full Text: DOI arXiv
van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. (English) Zbl 1486.62010 Stat. Comput. 32, No. 3, Paper No. 36, 19 p. (2022). MSC: 62-08 62H22 65C40 PDFBibTeX XMLCite \textit{W. van den Boom} et al., Stat. Comput. 32, No. 3, Paper No. 36, 19 p. (2022; Zbl 1486.62010) Full Text: DOI arXiv
Bernard, Lucie; Cohen, Albert; Guyader, Arnaud; Malrieu, Florent Recursive estimation of a failure probability for a Lipschitz function. (English) Zbl 1493.65007 SMAI J. Comput. Math. 8, 75-97 (2022). MSC: 65C05 68Q25 68W20 60J20 PDFBibTeX XMLCite \textit{L. Bernard} et al., SMAI J. Comput. Math. 8, 75--97 (2022; Zbl 1493.65007) Full Text: DOI arXiv
Irie, Kaoru; Glynn, Chris; Aktekin, Tevfik Sequential modeling, monitoring, and forecasting of streaming web traffic data. (English) Zbl 1498.62310 Ann. Appl. Stat. 16, No. 1, 300-325 (2022). MSC: 62P20 62F15 62L12 62M10 62M20 PDFBibTeX XMLCite \textit{K. Irie} et al., Ann. Appl. Stat. 16, No. 1, 300--325 (2022; Zbl 1498.62310) Full Text: DOI
d’Avigneau, A. Marie; Singh, Sumeetpal S.; Ober, Raimund J. Limits of accuracy for parameter estimation and localization in single-molecule microscopy via sequential Monte Carlo methods. (English) Zbl 1483.92005 SIAM J. Imaging Sci. 15, No. 1, 139-171 (2022). MSC: 92-08 65C05 92C55 PDFBibTeX XMLCite \textit{A. M. d'Avigneau} et al., SIAM J. Imaging Sci. 15, No. 1, 139--171 (2022; Zbl 1483.92005) Full Text: DOI arXiv
Aristoff, David An ergodic theorem for the weighted ensemble method. (English) Zbl 1492.65030 J. Appl. Probab. 59, No. 1, 152-166 (2022). MSC: 65C35 65C05 65C40 PDFBibTeX XMLCite \textit{D. Aristoff}, J. Appl. Probab. 59, No. 1, 152--166 (2022; Zbl 1492.65030) Full Text: DOI arXiv
Liu, Ziyue A sequential Monte Carlo Gibbs coupled with stochastically approximated expectation-maximization algorithm for functional data. (English) Zbl 07493251 Stat. Interface 15, No. 2, 197-208 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Liu}, Stat. Interface 15, No. 2, 197--208 (2022; Zbl 07493251) Full Text: DOI
Fulop, Andras; Heng, Jeremy; Li, Junye; Liu, Hening Bayesian estimation of long-run risk models using sequential Monte Carlo. (English) Zbl 07491177 J. Econom. 228, No. 1, 62-84 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Fulop} et al., J. Econom. 228, No. 1, 62--84 (2022; Zbl 07491177) Full Text: DOI
Wu, Jiangqi; Wen, Linjie; Green, Peter L.; Li, Jinglai; Maskell, Simon Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference. (English) Zbl 1482.62021 Stat. Comput. 32, No. 1, Paper No. 20, 14 p. (2022). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{J. Wu} et al., Stat. Comput. 32, No. 1, Paper No. 20, 14 p. (2022; Zbl 1482.62021) Full Text: DOI arXiv
Li, Yichao; Wang, Wenshuo; Deng, K. E.; Liu, Jun S. Stratification and optimal resampling for sequential Monte Carlo. (English) Zbl 07474109 Biometrika 109, No. 1, 181-194 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Li} et al., Biometrika 109, No. 1, 181--194 (2022; Zbl 07474109) Full Text: DOI arXiv
Chennetier, Guillaume; Chraibi, Hassane; Dutfoy, Anne; Garnier, Josselin Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process. arXiv:2210.16185 Preprint, arXiv:2210.16185 [stat.CO] (2022). MSC: 65C05 62L12 65C60 60J25 BibTeX Cite \textit{G. Chennetier} et al., ``Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process'', Preprint, arXiv:2210.16185 [stat.CO] (2022) Full Text: arXiv OA License
Rohrbach, Paul B.; Jack, Robert L. Convergence of random-weight sequential Monte Carlo methods. arXiv:2208.12108 Preprint, arXiv:2208.12108 [stat.ME] (2022). MSC: 65C05 62L10 60F05 60F15 BibTeX Cite \textit{P. B. Rohrbach} and \textit{R. L. Jack}, ``Convergence of random-weight sequential Monte Carlo methods'', Preprint, arXiv:2208.12108 [stat.ME] (2022) Full Text: arXiv OA License
Buchholz, Alexander; Chopin, Nicolas; Jacob, Pierre E. Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo. (English) Zbl 07807540 Bayesian Anal. 16, No. 3, 745-771 (2021). MSC: 62-XX 62F15 65C05 PDFBibTeX XMLCite \textit{A. Buchholz} et al., Bayesian Anal. 16, No. 3, 745--771 (2021; Zbl 07807540) Full Text: DOI arXiv Link
Calvetti, D.; Hoover, A.; Rose, J.; Somersalo, E. Bayesian particle filter algorithm for learning epidemic dynamics. (English) Zbl 07765705 Inverse Probl. 37, No. 11, Article ID 115008, 30 p. (2021). MSC: 65-XX 35Rxx PDFBibTeX XMLCite \textit{D. Calvetti} et al., Inverse Probl. 37, No. 11, Article ID 115008, 30 p. (2021; Zbl 07765705) Full Text: DOI
Zhu, Fumin; Bianchi, Michele Leonardo; Kim, Young Shin; Fabozzi, Frank J.; Wu, Hengyu Learning for infinitely divisible GARCH models in option pricing. (English) Zbl 07676048 Stud. Nonlinear Dyn. Econom. 25, No. 3, 35-62 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. Zhu} et al., Stud. Nonlinear Dyn. Econom. 25, No. 3, 35--62 (2021; Zbl 07676048) Full Text: DOI
Hooten, Mevin B.; Johnson, Devin S.; Brost, Brian M. Making recursive Bayesian inference accessible. (English) Zbl 07632854 Am. Stat. 75, No. 2, 185-194 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. B. Hooten} et al., Am. Stat. 75, No. 2, 185--194 (2021; Zbl 07632854) Full Text: DOI arXiv
Bouchard-Côté, Alexandre; Roth, Andrew Particle-Gibbs sampling for Bayesian feature allocation models. (English) Zbl 07626712 J. Mach. Learn. Res. 22, Paper No. 197, 105 p. (2021). MSC: 68T05 PDFBibTeX XMLCite \textit{A. Bouchard-Côté} and \textit{A. Roth}, J. Mach. Learn. Res. 22, Paper No. 197, 105 p. (2021; Zbl 07626712) Full Text: arXiv Link
Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo Gibbs flow for approximate transport with applications to Bayesian computation. (English) Zbl 07555260 J. R. Stat. Soc., Ser. B, Stat. Methodol. 83, No. 1, 156-187 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Heng} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 83, No. 1, 156--187 (2021; Zbl 07555260) Full Text: DOI arXiv
Cai, Michael; Del Negro, Marco; Herbst, Edward; Matlin, Ethan; Sarfati, Reca; Schorfheide, Frank Online estimation of DSGE models. (English) Zbl 07546383 Econom. J. 24, No. 1, C33-C58 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Cai} et al., Econom. J. 24, No. 1, C33--C58 (2021; Zbl 07546383) Full Text: DOI Link
Dai, Wei; Tsang, Ka Wai Hybrid resampling confidence intervals for change-point or stationary high-dimensional stochastic regression models. (English) Zbl 1524.62423 Stat. Sin. 31, Spec. Iss., 2239-2255 (2021). MSC: 62M10 62M05 62M20 62J05 62-08 PDFBibTeX XMLCite \textit{W. Dai} and \textit{K. W. Tsang}, Stat. Sin. 31, 2239--2255 (2021; Zbl 1524.62423) Full Text: DOI
Cąkała, Tomasz; Miasojedow, Błażej; Niemiro, Wojciech Particle MCMC with Poisson resampling: parallelization and continuous time models. (English) Zbl 07499909 J. Comput. Graph. Stat. 30, No. 3, 671-684 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Cąkała} et al., J. Comput. Graph. Stat. 30, No. 3, 671--684 (2021; Zbl 07499909) Full Text: DOI arXiv
Rendell, Lewis J.; Johansen, Adam M.; Lee, Anthony; Whiteley, Nick Global consensus Monte Carlo. (English) Zbl 07499857 J. Comput. Graph. Stat. 30, No. 2, 249-259 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{L. J. Rendell} et al., J. Comput. Graph. Stat. 30, No. 2, 249--259 (2021; Zbl 07499857) Full Text: DOI
Liu, Xuhua; Li, Na Redrawing-resampling rejection controlled sequential importance sampling. (English) Zbl 07497070 J. Stat. Comput. Simulation 91, No. 12, 2345-2360 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Liu} and \textit{N. Li}, J. Stat. Comput. Simulation 91, No. 12, 2345--2360 (2021; Zbl 07497070) Full Text: DOI
Haneche, M.; Djaballah, K.; Khaldi, K. An algorithm for probabilistic solution of parabolic PDEs. (English) Zbl 07483534 Sequential Anal. 40, No. 4, 441-465 (2021). MSC: 62Lxx PDFBibTeX XMLCite \textit{M. Haneche} et al., Sequential Anal. 40, No. 4, 441--465 (2021; Zbl 07483534) Full Text: DOI
Wang, Weidong; Yu, Qin; Fasli, Maria Altering Gaussian process to Student-\(t\) process for maximum distribution construction. (English) Zbl 07471185 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 52, No. 4, 727-755 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Wang} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 52, No. 4, 727--755 (2021; Zbl 07471185) Full Text: DOI
Samadhiya, Akshit; Namrata, Kumari; Gupta, Divya Uncertainty quantification in deterministic parameterization of single diode model of a silicon solar cell. (English) Zbl 1478.62377 Optim. Eng. 22, No. 4, 2429-2456 (2021). MSC: 62P30 62L05 90C90 PDFBibTeX XMLCite \textit{A. Samadhiya} et al., Optim. Eng. 22, No. 4, 2429--2456 (2021; Zbl 1478.62377) Full Text: DOI
Elvira, Víctor; Miguez, Joaquín; Djurić, Petar M. On the performance of particle filters with adaptive number of particles. (English) Zbl 1478.62006 Stat. Comput. 31, No. 6, Paper No. 81, 18 p. (2021). MSC: 62-08 62M20 65C05 93E11 PDFBibTeX XMLCite \textit{V. Elvira} et al., Stat. Comput. 31, No. 6, Paper No. 81, 18 p. (2021; Zbl 1478.62006) Full Text: DOI arXiv
Huang, Chaofan; Joseph, V. Roshan; Ray, Douglas M. Constrained minimum energy designs. (English) Zbl 1477.62009 Stat. Comput. 31, No. 6, Paper No. 80, 15 p. (2021). MSC: 62-08 62K99 65C05 PDFBibTeX XMLCite \textit{C. Huang} et al., Stat. Comput. 31, No. 6, Paper No. 80, 15 p. (2021; Zbl 1477.62009) Full Text: DOI arXiv
Simola, Umberto; Cisewski-Kehe, Jessi; Gutmann, Michael U.; Corander, Jukka Adaptive approximate Bayesian computation tolerance selection. (English) Zbl 1480.62165 Bayesian Anal. 16, No. 2, 397-423 (2021). MSC: 62L12 62F15 65C05 PDFBibTeX XMLCite \textit{U. Simola} et al., Bayesian Anal. 16, No. 2, 397--423 (2021; Zbl 1480.62165) Full Text: DOI arXiv
Vaisman, Radislav Sequential stratified splitting for efficient Monte Carlo integration. (English) Zbl 1477.60115 Sequential Anal. 40, No. 3, 314-335 (2021). MSC: 60J20 65C05 65C10 62F15 PDFBibTeX XMLCite \textit{R. Vaisman}, Sequential Anal. 40, No. 3, 314--335 (2021; Zbl 1477.60115) Full Text: DOI
Novák, Lukáš; Vořechovský, Miroslav; Sadílek, Václav; Shields, Michael D. Variance-based adaptive sequential sampling for polynomial chaos expansion. (English) Zbl 1507.65015 Comput. Methods Appl. Mech. Eng. 386, Article ID 114105, 25 p. (2021). MSC: 65C05 60G07 62J05 62K05 62L05 PDFBibTeX XMLCite \textit{L. Novák} et al., Comput. Methods Appl. Mech. Eng. 386, Article ID 114105, 25 p. (2021; Zbl 1507.65015) Full Text: DOI
Park, Jangho; Stockbridge, Rebecca; Bayraksan, Güzin Variance reduction for sequential sampling in stochastic programming. (English) Zbl 1480.90182 Ann. Oper. Res. 300, No. 1, 171-204 (2021). MSC: 90C15 PDFBibTeX XMLCite \textit{J. Park} et al., Ann. Oper. Res. 300, No. 1, 171--204 (2021; Zbl 1480.90182) Full Text: DOI arXiv
Du, Qiming; Guyader, Arnaud Variance estimation in adaptive sequential Monte Carlo. (English) Zbl 07420511 Ann. Appl. Probab. 31, No. 3, 1021-1060 (2021). MSC: 47D08 60J80 65C05 65C35 PDFBibTeX XMLCite \textit{Q. Du} and \textit{A. Guyader}, Ann. Appl. Probab. 31, No. 3, 1021--1060 (2021; Zbl 07420511) Full Text: DOI arXiv Link
Chau, Ngoc Huy; Moulines, Éric; Rásonyi, Miklós; Sabanis, Sotirios; Zhang, Ying On stochastic gradient Langevin dynamics with dependent data streams: the fully nonconvex case. (English) Zbl 07419554 SIAM J. Math. Data Sci. 3, No. 3, 959-986 (2021). MSC: 65C05 62L10 93E35 PDFBibTeX XMLCite \textit{N. H. Chau} et al., SIAM J. Math. Data Sci. 3, No. 3, 959--986 (2021; Zbl 07419554) Full Text: DOI arXiv
Goffard, Pierre-Olivier; Laub, Patrick J. Approximate Bayesian computations to fit and compare insurance loss models. (English) Zbl 1471.91459 Insur. Math. Econ. 100, 350-371 (2021). MSC: 91G05 62P05 91G60 PDFBibTeX XMLCite \textit{P.-O. Goffard} and \textit{P. J. Laub}, Insur. Math. Econ. 100, 350--371 (2021; Zbl 1471.91459) Full Text: DOI arXiv HAL
Lundén, Daniel; Borgström, Johannes; Broman, David Correctness of sequential Monte Carlo inference for probabilistic programming languages. (English) Zbl 1473.68038 Yoshida, Nobuko (ed.), Programming languages and systems. 30th European symposium on programming, ESOP 2021, held as part of the European joint conferences on theory and practice of software, ETAPS 2021, Luxembourg City, Luxembourg, March 27 – April 1, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12648, 404-431 (2021). MSC: 68N15 68N18 68N19 68Q55 68Q87 68T37 PDFBibTeX XMLCite \textit{D. Lundén} et al., Lect. Notes Comput. Sci. 12648, 404--431 (2021; Zbl 1473.68038) Full Text: DOI arXiv
Viani, Alessandro; Luria, Gianvittorio; Sorrentino, Alberto; Bornfleth, Harald Where Bayes tweaks Gauss: conditionally Gaussian priors for stable multi-dipole estimation. (English) Zbl 1473.62097 Inverse Probl. Imaging 15, No. 5, 1099-1119 (2021). MSC: 62F15 62H35 62L12 92C55 65C05 62P10 PDFBibTeX XMLCite \textit{A. Viani} et al., Inverse Probl. Imaging 15, No. 5, 1099--1119 (2021; Zbl 1473.62097) Full Text: DOI arXiv
Drovandi, Christopher; Nott, David J.; Pagendam, Daniel E. A semiautomatic method for history matching using sequential Monte Carlo. (English) Zbl 1468.62261 SIAM/ASA J. Uncertain. Quantif. 9, 1034-1063 (2021). MSC: 62F35 62F15 62K20 62L12 62M05 62-08 PDFBibTeX XMLCite \textit{C. Drovandi} et al., SIAM/ASA J. Uncertain. Quantif. 9, 1034--1063 (2021; Zbl 1468.62261) Full Text: DOI arXiv
Uribe, Felipe; Papaioannou, Iason; Marzouk, Youssef M.; Straub, Daniel Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation. (English) Zbl 1472.62023 SIAM/ASA J. Uncertain. Quantif. 9, 818-847 (2021). MSC: 62D05 62L12 65C05 65F15 PDFBibTeX XMLCite \textit{F. Uribe} et al., SIAM/ASA J. Uncertain. Quantif. 9, 818--847 (2021; Zbl 1472.62023) Full Text: DOI arXiv
Chraibi, Hassane; Dutfoy, Anne; Galtier, Thomas; Garnier, Josselin Optimal potential functions for the interacting particle system method. (English) Zbl 1469.65012 Monte Carlo Methods Appl. 27, No. 2, 137-152 (2021). MSC: 65C05 65C35 60K35 65C40 60J22 PDFBibTeX XMLCite \textit{H. Chraibi} et al., Monte Carlo Methods Appl. 27, No. 2, 137--152 (2021; Zbl 1469.65012) Full Text: DOI arXiv
Senarathne, S. G. J. Experimental design for dependent data. (Abstract of thesis). (English) Zbl 1468.62328 Bull. Aust. Math. Soc. 104, No. 1, 171-172 (2021). MSC: 62K05 62L05 62L12 PDFBibTeX XMLCite \textit{S. G. J. Senarathne}, Bull. Aust. Math. Soc. 104, No. 1, 171--172 (2021; Zbl 1468.62328) Full Text: DOI
Prescott, Thomas P.; Baker, Ruth E. Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling. (English) Zbl 1465.62016 SIAM/ASA J. Uncertain. Quantif. 9, 788-817 (2021). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{T. P. Prescott} and \textit{R. E. Baker}, SIAM/ASA J. Uncertain. Quantif. 9, 788--817 (2021; Zbl 1465.62016) Full Text: DOI arXiv
Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti Unbiased inference for discretely observed hidden Markov model diffusions. (English) Zbl 1464.62038 SIAM/ASA J. Uncertain. Quantif. 9, 763-787 (2021). MSC: 62-08 62F15 62M05 65C05 60H35 65C35 65C40 PDFBibTeX XMLCite \textit{N. K. Chada} et al., SIAM/ASA J. Uncertain. Quantif. 9, 763--787 (2021; Zbl 1464.62038) Full Text: DOI arXiv
Wiqvist, Samuel; Golightly, Andrew; McLean, Ashleigh T.; Picchini, Umberto Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms. (English) Zbl 1510.62079 Comput. Stat. Data Anal. 157, Article ID 107151, 26 p. (2021). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{S. Wiqvist} et al., Comput. Stat. Data Anal. 157, Article ID 107151, 26 p. (2021; Zbl 1510.62079) Full Text: DOI arXiv
Silva, Ivair R.; Duczmal, Luiz; Kulldorff, Martin Confidence intervals for spatial scan statistic. (English) Zbl 1510.62454 Comput. Stat. Data Anal. 158, Article ID 107185, 15 p. (2021). MSC: 62P10 62-08 62H30 62L10 65C05 PDFBibTeX XMLCite \textit{I. R. Silva} et al., Comput. Stat. Data Anal. 158, Article ID 107185, 15 p. (2021; Zbl 1510.62454) Full Text: DOI
Wills, Adrian G.; Schön, Thomas B. Stochastic quasi-Newton with line-search regularisation. (English) Zbl 1461.93556 Automatica 127, Article ID 109503, 11 p. (2021). MSC: 93E20 93E12 93C10 90C53 PDFBibTeX XMLCite \textit{A. G. Wills} and \textit{T. B. Schön}, Automatica 127, Article ID 109503, 11 p. (2021; Zbl 1461.93556) Full Text: DOI arXiv
Dellaportas, Petros; Stephens, David A. Interview with Professor Adrian FM Smith. (English) Zbl 07776795 Int. Stat. Rev. 88, No. 2, 265-279 (2020). MSC: 62-XX 01A70 PDFBibTeX XMLCite \textit{P. Dellaportas} and \textit{D. A. Stephens}, Int. Stat. Rev. 88, No. 2, 265--279 (2020; Zbl 07776795) Full Text: DOI OA License