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Statistics and Computing

Short Title: Stat. Comput.
Publisher: Springer US, New York, NY
ISSN: 0960-3174; 1573-1375/e
Online: http://link.springer.com/journal/volumesAndIssues/11222
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 1,204 Publications (since 2002)
References Indexed: 1,180 Publications with 45,876 References.
all top 5

Authors

18 Jasra, Ajay
14 Kneib, Thomas
12 Drovandi, Christopher C.
12 Nott, David John
11 Friel, Nial
9 Särkkä, Simo
8 Eckley, Idris A.
8 Fearnhead, Paul
8 Griffin, Jim E.
8 Mayo-Iscar, Agustin
8 Robin, Stéphane
8 Tempone, Raúl F.
7 Bouveyron, Charles
7 Cao, Jiguo
7 Corander, Jukka
7 Forbes, Florence
7 García-Escudero, Luis Angel
7 Kypraios, Theodore
7 Míguez, Joaquín
7 Moulines, Eric
7 Ntzoufras, Ioannis
7 Oates, Chris J.
7 Robert, Christian P.
7 Tran, Minh Ngoc
7 Vehtari, Aki
7 Walker, Stephen Grahm
6 Golightly, Andrew
6 Heard, Nicholas A.
6 Latouche, Pierre
6 Liang, Faming
6 McLachlan, Geoffrey John
6 Nunes, Matthew A.
6 Roberts, Gareth O.
6 Rue, Håvard
6 Tutz, Gerhard E.
6 Wang, Yong
6 Wong, Wengkee
5 Adams, Niall M.
5 Ben Rached, Nadhir
5 Chen, Ray-Bing
5 Dellaportas, Petros
5 Duarte, Belmiro P. M.
5 Farcomeni, Alessio
5 Gelman, Andrew
5 Genton, Marc G.
5 Girard, Stéphane
5 Greselin, Francesca
5 Hennig, Philipp
5 Huang, Jianhua Z.
5 Kohn, Robert J.
5 Kottas, Athanasios
5 Lian, Heng
5 Mrkvička, Tomáš
5 Olsson, Jimmy
5 Pettitt, Anthony N.
5 Rosenthal, Jeffrey S.
5 Singh, Sumeetpal Sidhu
5 Sisson, Scott A.
5 Yan, Jun
5 Zhu, Lixing
4 Alfò, Marco
4 Beskos, Alexandros
4 Chopin, Nicolas
4 Everitt, Richard Geoffrey
4 Fort, Gersende
4 Fried, Roland
4 Galimberti, Giuliano
4 Hahn, Georg
4 Hothorn, Torsten
4 Husmeier, Dirk
4 Johansen, Adam M.
4 Josse, Julie
4 Kaski, Samuel
4 Marra, Giampiero
4 Mateu, Jorge
4 McNicholas, Paul D.
4 Meligkotsidou, Loukia
4 Murphy, Thomas Brendan
4 Nason, Guy P.
4 Pereyra, Marcelo
4 Picheny, Victor
4 Prates, Marcos Oliveira
4 Preston, Simon P.
4 Salmaso, Luigi
4 Sherlock, Chris
4 Soffritti, Gabriele
4 Song, Xinyuan
4 Stuart, Andrew M.
4 Sullivan, Tim
4 Tan, Linda S. L.
4 Tjelmeland, Håkon
4 Tsagris, Michail
4 Viroli, Cinzia
4 Wilkinson, Darren James
4 Wood, Andrew T. A.
4 Wood, Simon N.
3 Ahfock, Daniel C.
3 Akyildiz, Ömer Deniz
3 Allard, Denis
3 Alquier, Pierre
...and 2,180 more Authors

Publications by Year

Citations contained in zbMATH Open

830 Publications have been cited 6,740 times in 4,781 Documents Cited by Year
Understanding predictive information criteria for Bayesian models. Zbl 1332.62090
Gelman, Andrew; Hwang, Jessica; Vehtari, Aki
148
2014
Approximate Bayesian computational methods. Zbl 1252.62022
Marin, Jean-Michel; Pudlo, Pierre; Robert, Christian P.; Ryder, Robin J.
140
2012
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. Zbl 1505.62408
Vehtari, Aki; Gelman, Andrew; Gabry, Jonah
123
2017
Slice sampling mixture models. Zbl 1256.65006
Kalli, Maria; Griffin, Jim E.; Walker, Stephen G.
103
2011
An adaptive sequential Monte Carlo method for approximate Bayesian computation. Zbl 1252.65025
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay
100
2012
On Bayesian model and variable selection using MCMC. Zbl 1247.62086
Dellaportas, Petros; Forster, Jonathan J.; Ntzoufras, Ioannis
87
2002
Slope heuristics: overview and implementation. Zbl 1322.62007
Baudry, Jean-Patrick; Maugis, Cathy; Michel, Bertrand
68
2012
Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors. Zbl 1331.62359
Breheny, Patrick; Huang, Jian
68
2015
Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results. Zbl 1325.62107
Lee, Sharon; McLachlan, Geoffrey J.
66
2014
Sequential design of computer experiments for the estimation of a probability of failure. Zbl 1252.62081
Bect, Julien; Ginsbourger, David; Li, Ling; Picheny, Victor
63
2012
Sequential Monte Carlo for rare event estimation. Zbl 1252.62083
Cérou, Frédéric; Del Moral, Pierre; Furon, Teddy; Guyader, Arnaud
53
2012
Model-based clustering based on sparse finite Gaussian mixtures. Zbl 1342.62109
Malsiner-Walli, Gertraud; Frühwirth-Schnatter, Sylvia; Grün, Bettina
53
2016
Design of computer experiments: space filling and beyond. Zbl 1252.62080
Pronzato, Luc; Müller, Werner G.
51
2012
Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions. Zbl 1252.62062
Andrews, Jeffrey L.; Mcnicholas, Paul D.
51
2012
Cases for the nugget in modeling computer experiments. Zbl 1252.62098
Gramacy, Robert B.; Lee, Herbert K. H.
46
2012
A fast unified algorithm for solving group-lasso penalize learning problems. Zbl 1331.62343
Yang, Yi; Zou, Hui
41
2015
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels. Zbl 1342.60122
Alquier, P.; Friel, N.; Everitt, R.; Boland, A.
41
2016
Extending mixtures of multivariate \(t\)-factor analyzers. Zbl 1255.62171
Andrews, Jeffrey L.; McNicholas, Paul D.
40
2011
Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models. Zbl 1420.60020
Lee, Sharon X.; McLachlan, Geoffrey J.
40
2016
D-optimal designs via a cocktail algorithm. Zbl 1270.62107
Yu, Yaming
38
2011
Hierarchical Bayesian level set inversion. Zbl 1384.62084
Dunlop, Matthew M.; Iglesias, Marco A.; Stuart, Andrew M.
37
2017
Comparison of Bayesian predictive methods for model selection. Zbl 1505.62321
Piironen, Juho; Vehtari, Aki
36
2017
Estimation and selection for the latent block model on categorical data. Zbl 1331.62149
Keribin, Christine; Brault, Vincent; Celeux, Gilles; Govaert, Gérard
36
2015
Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions. Zbl 1247.62069
Rayner, G. D.; MacGillivray, H. L.
36
2002
Non-reversible Metropolis-Hastings. Zbl 1360.65040
Bierkens, Joris
35
2016
A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering. Zbl 1332.62204
Forbes, Florence; Wraith, Darren
35
2014
Finite mixtures of matrix normal distributions for classifying three-way data. Zbl 1221.62083
Viroli, Cinzia
34
2011
On optimal multiple changepoint algorithms for large data. Zbl 1505.62269
Maidstone, Robert; Hocking, Toby; Rigaill, Guillem; Fearnhead, Paul
33
2017
Robust adaptive Metropolis algorithm with coerced acceptance rate. Zbl 1252.65024
Vihola, Matti
33
2012
Filtering via approximate Bayesian computation. Zbl 1252.62093
Jasra, Ajay; Singh, Sumeetpal S.; Martin, James S.; McCoy, Emma
33
2012
Statistical inference for a single-index varying-coefficient model. Zbl 1322.62126
Xue, Liugen; Pang, Zhen
32
2013
Proximal Markov chain Monte Carlo algorithms. Zbl 1505.62315
Pereyra, Marcelo
32
2016
Sequential Monte Carlo on large binary sampling spaces. Zbl 1322.62035
Schäfer, Christian; Chopin, Nicolas
31
2013
Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution. Zbl 1325.62113
Lin, Tsung-I; Ho, Hsiu J.; Lee, Chia-Rong
31
2014
Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Zbl 1331.65012
Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M.
31
2015
Block clustering with collapsed latent block models. Zbl 1322.62046
Wyse, Jason; Friel, Nial
30
2012
Likelihood-free inference via classification. Zbl 1384.62089
Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka
30
2018
Quantile regression for longitudinal data based on latent Markov subject-specific parameters. Zbl 1322.62206
Farcomeni, Alessio
29
2012
Linear quantile mixed models. Zbl 1325.62010
Geraci, Marco; Bottai, Matteo
29
2014
Bayesian computation: a summary of the current state, and samples backwards and forwards. Zbl 1331.62017
Green, Peter J.; Łatuszyński, Krzysztof; Pereyra, Marcelo; Robert, Christian P.
29
2015
Exploring the number of groups in robust model-based clustering. Zbl 1221.62093
García-Escudero, L. A.; Gordaliza, A.; Matrán, C.; Mayo-Iscar, A.
29
2011
Model-free feature screening for ultrahigh dimensional censored regression. Zbl 1384.62144
Zhou, Tingyou; Zhu, Liping
29
2017
Statistical analysis of differential equations: introducing probability measures on numerical solutions. Zbl 1384.62082
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
29
2017
Estimation in nonlinear mixed-effects models using heavy-tailed distributions. Zbl 1322.62030
Meza, Cristian; Osorio, Felipe; De la Cruz, Rolando
28
2012
Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation. Zbl 1325.62139
Groll, Andreas; Tutz, Gerhard
28
2014
Variable selection and estimation for partially linear single-index models with longitudinal data. Zbl 1331.62336
Li, Gaorong; Lai, Peng; Lian, Heng
28
2015
Efficient Monte Carlo simulation via the generalized splitting method. Zbl 1322.65002
Botev, Zdravko I.; Kroese, Dirk P.
27
2012
Smoothing combined estimating equations in quantile regression for longitudinal data. Zbl 1325.62141
Leng, Chenlei; Zhang, Weiping
26
2014
Shape constrained additive models. Zbl 1331.62367
Pya, Natalya; Wood, Simon N.
26
2015
An advancement in clustering via nonparametric density estimation. Zbl 1322.62175
Menardi, Giovanna; Azzalini, Adelchi
25
2014
A computationally efficient nonparametric approach for changepoint detection. Zbl 1505.62181
Haynes, Kaylea; Fearnhead, Paul; Eckley, Idris A.
25
2017
Delayed acceptance particle MCMC for exact inference in stochastic kinetic models. Zbl 1332.60117
Golightly, Andrew; Henderson, Daniel A.; Sherlock, Chris
25
2015
Simultaneous model-based clustering and visualization in the Fisher discriminative subspace. Zbl 1322.62162
Bouveyron, Charles; Brunet, Camille
24
2012
On confidence intervals for semiparametric expectile regression. Zbl 1322.62136
Sobotka, Fabian; Kauermann, Göran; Waltrup, Linda Schulze; Kneib, Thomas
24
2013
Hilbert space methods for reduced-rank Gaussian process regression. Zbl 1436.62316
Solin, Arno; Särkkä, Simo
23
2020
Fast simulation of truncated Gaussian distributions. Zbl 1284.65015
Chopin, Nicolas
23
2011
Layered adaptive importance sampling. Zbl 1505.62276
Martino, L.; Elvira, V.; Luengo, D.; Corander, J.
22
2017
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
22
2011
Maximum likelihood inference for mixtures of skew Student-\(t\)-normal distributions through practical EM-type algorithms. Zbl 1322.62087
Ho, Hsiu J.; Pyne, Saumyadipta; Lin, Tsung I.
21
2012
Model based labeling for mixture models. Zbl 1322.62047
Yao, Weixin
21
2012
Smooth functional tempering for nonlinear differential equation models. Zbl 1322.62011
Campbell, David; Steele, Russell J.
21
2012
A semiparametric Bayesian approach to extreme value estimation. Zbl 1322.62049
Ferraz do Nascimento, Fernando; Gamerman, Dani; Lopes, Hedibert Freitas
21
2012
Bayesian quantile regression for single-index models. Zbl 1325.62089
Hu, Yuao; Gramacy, Robert B.; Lian, Heng
21
2013
Parameter estimation in high dimensional Gaussian distributions. Zbl 1325.62006
Aune, Erlend; Simpson, Daniel P.; Eidsvik, Jo
21
2014
Avoiding spurious local maximizers in mixture modeling. Zbl 1331.62100
García-Escudero, L. A.; Gordaliza, A.; Matrán, C.; Mayo-Iscar, A.
21
2015
On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023
Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric
20
2015
Approximation and sampling of multivariate probability distributions in the tensor train decomposition. Zbl 1436.62192
Dolgov, Sergey; Anaya-Izquierdo, Karim; Fox, Colin; Scheichl, Robert
20
2020
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors. Zbl 1252.62015
Chopin, Nicolas; Lelièvre, Tony; Stoltz, Gabriel
20
2012
Model-based clustering using copulas with applications. Zbl 1505.62233
Kosmidis, Ioannis; Karlis, Dimitris
19
2016
A review and some new results on permutation testing for multivariate problems. Zbl 1322.62155
Pesarin, Fortunato; Salmaso, Luigi
19
2012
Improving power posterior estimation of statistical evidence. Zbl 1322.62098
Friel, Nial; Hurn, Merrilee; Wyse, Jason
19
2014
Sparse estimation via nonconcave penalized likelihood in factor analysis model. Zbl 1332.62194
Hirose, Kei; Yamamoto, Michio
19
2015
Minimax optimal designs via particle swarm optimization methods. Zbl 1332.62265
Chen, Ray-Bing; Chang, Shin-Perng; Wang, Weichung; Tung, Heng-Chih; Wong, Weng Kee
19
2015
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Zbl 1274.62400
Kojadinovic, Ivan; Yan, Jun
19
2011
Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution. Zbl 1322.62173
Lo, Kenneth; Gottardo, Raphael
18
2012
Interacting multiple try algorithms with different proposal distributions. Zbl 1322.65003
Casarin, Roberto; Craiu, Radu; Leisen, Fabrizio
18
2013
Generating generalized inverse Gaussian random variates. Zbl 1325.62031
Hörmann, Wolfgang; Leydold, Josef
18
2014
Mixture of latent trait analyzers for model-based clustering of categorical data. Zbl 1325.62122
Gollini, Isabella; Murphy, Thomas Brendan
18
2014
Pre-processing for approximate Bayesian computation in image analysis. Zbl 1331.62158
Moores, Matthew T.; Drovandi, Christopher C.; Mengersen, Kerrie; Robert, Christian P.
18
2015
A modern retrospective on probabilistic numerics. Zbl 1431.60002
Oates, C. J.; Sullivan, T. J.
18
2019
Global sensitivity analysis of stochastic computer models with joint metamodels. Zbl 1252.62120
Marrel, Amandine; Iooss, Bertrand; da Veiga, Sébastien
18
2012
Straightforward intermediate rank tensor product smoothing in mixed models. Zbl 1322.62197
Wood, Simon N.; Scheipl, Fabian; Faraway, Julian J.
17
2013
Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models. Zbl 1325.62008
Browne, Ryan P.; McNicholas, Paul D.
17
2014
Bootstrapping and permuting paired \(t\)-test type statistics. Zbl 1325.62097
Konietschke, Frank; Pauly, Markus
17
2014
An adaptive-to-model test for partially parametric single-index models. Zbl 1505.62451
Zhu, Xuehu; Guo, Xu; Zhu, Lixing
17
2017
EM for mixtures. Initialization requires special care. Zbl 1331.62301
Baudry, Jean-Patrick; Celeux, Gilles
17
2015
Multivariate linear regression with non-normal errors: a solution based on mixture models. Zbl 1221.62106
Soffritti, Gabriele; Galimberti, Giuliano
17
2011
Ensemble Kalman inversion: mean-field limit and convergence analysis. Zbl 1462.62023
Ding, Zhiyan; Li, Qin
17
2021
Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective. Zbl 1435.65020
Tronarp, Filip; Kersting, Hans; Särkkä, Simo; Hennig, Philipp
17
2019
Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach. Zbl 1505.62229
Klein, Nadja; Kneib, Thomas
17
2016
Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models. Zbl 1322.62198
Zhang, Yanwei
16
2013
Computing projection depth and its associated estimators. Zbl 1325.62014
Liu, Xiaohui; Zuo, Yijun
16
2014
Multilevel structured additive regression. Zbl 1325.62179
Lang, Stefan; Umlauf, Nikolaus; Wechselberger, Peter; Harttgen, Kenneth; Kneib, Thomas
16
2014
Comparing composite likelihood methods based on pairs for spatial Gaussian random fields. Zbl 1332.62368
Bevilacqua, Moreno; Gaetan, Carlo
16
2015
A probabilistic model for the numerical solution of initial value problems. Zbl 1505.62361
Schober, Michael; Särkkä, Simo; Hennig, Philipp
16
2019
A quasi-Newton acceleration for high-dimensional optimization algorithms. Zbl 1284.90095
Zhou, Hua; Alexander, David; Lange, Kenneth
16
2011
Exact posterior distributions and model selection criteria for multiple change-point detection problems. Zbl 1252.62027
Rigaill, G.; Lebarbier, Émilie; Robin, Stéphane
16
2012
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation. Zbl 1252.65022
Peters, G. W.; Fan, Y.; Sisson, S. A.
16
2012
Extending mixtures of multivariate \(t\)-factor analyzers. Zbl 1255.62175
Andrews, Jeffrey L.; Mcnicholas, Paul D.
16
2011
Inference in finite state space non parametric hidden Markov models and applications. Zbl 1342.62141
Gassiat, E.; Cleynen, A.; Robin, S.
16
2016
False discovery rate envelopes. Zbl 1517.62039
Mrkvička, Tomáš; Myllymäki, Mari
3
2023
On randomized sketching algorithms and the Tracy-Widom law. Zbl 1512.62006
Ahfock, Daniel; Astle, William J.; Richardson, Sylvia
2
2023
Adaptation of the tuning parameter in general Bayesian inference with robust divergence. Zbl 1516.62034
Yonekura, Shouto; Sugasawa, Shonosuke
2
2023
Fitting Matérn smoothness parameters using automatic differentiation. Zbl 1516.62014
Geoga, Christopher J.; Marin, Oana; Schanen, Michel; Stein, Michael L.
2
2023
Parallelized integrated nested Laplace approximations for fast Bayesian inference. Zbl 1502.62016
Gaedke-Merzhäuser, Lisa; van Niekerk, Janet; Schenk, Olaf; Rue, Håvard
2
2023
A fast epigraph and hypograph-based approach for clustering functional data. Zbl 1516.62025
Pulido, Belén; Franco-Pereira, Alba M.; Lillo, Rosa E.
1
2023
De-noising boosting methods for variable selection and estimation subject to error-prone variables. Zbl 1516.62009
Chen, Li-Pang
1
2023
A SUR version of the Bichon criterion for excursion set estimation. Zbl 1516.62011
Duhamel, Clément; Helbert, Céline; Munoz Zuniga, Miguel; Prieur, Clémentine; Sinoquet, Delphine
1
2023
Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models. Zbl 1516.62021
Nezakati, Ensiyeh; Pircalabelu, Eugen
1
2023
Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference. Zbl 1516.62017
Kang, Myeongjong; Katzfuss, Matthias
1
2023
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. Zbl 1517.62017
Fort, Gersende; Moulines, Eric
1
2023
Variable selection using a smooth information criterion for distributional regression models. Zbl 1517.62040
O’Neill, Meadhbh; Burke, Kevin
1
2023
The forward-backward envelope for sampling with the overdamped Langevin algorithm. Zbl 1516.62012
Eftekhari, Armin; Vargas, Luis; Zygalakis, Konstantinos C.
1
2023
A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems. Zbl 1517.62030
Li, Sijing; Zhang, Cheng; Zhang, Zhiwen; Zhao, Hongkai
1
2023
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. Zbl 1517.62013
Demange-Chryst, Julien; Bachoc, François; Morio, Jérôme
1
2023
Moments and random number generation for the truncated elliptical family of distributions. Zbl 1505.62406
Valeriano, Katherine A. L.; Galarza, Christian E.; Matos, Larissa A.
1
2023
Bayesian learning via neural Schrödinger-Föllmer flows. Zbl 1499.62036
Vargas, Francisco; Ovsianas, Andrius; Fernandes, David; Girolami, Mark; Lawrence, Neil D.; Nüsken, Nikolas
1
2023
Sticky PDMP samplers for sparse and local inference problems. Zbl 1499.62011
Bierkens, Joris; Grazzi, Sebastiano; Meulen, Frank van der; Schauer, Moritz
1
2023
Model-free global likelihood subsampling for massive data. Zbl 1499.62042
Yi, Si-Yu; Zhou, Yong-Dao
1
2023
Performance analysis of greedy algorithms for minimising a maximum mean discrepancy. Zbl 1499.62029
Pronzato, Luc
1
2023
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming. Zbl 1502.62024
Riutort-Mayol, Gabriel; Bürkner, Paul-Christian; Andersen, Michael R.; Solin, Arno; Vehtari, Aki
1
2023
GParareal: a time-parallel ODE solver using Gaussian process emulation. Zbl 1502.65041
Pentland, Kamran; Tamborrino, Massimiliano; Sullivan, T. J.; Buchanan, James; Appel, L. C.
1
2023
On proportional volume sampling for experimental design in general spaces. Zbl 1502.62022
Poinas, Arnaud; Bardenet, Rémi
1
2023
Cauchy Markov random field priors for Bayesian inversion. Zbl 1484.62013
Suuronen, Jarkko; Chada, Neil K.; Roininen, Lassi
6
2022
Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion. Zbl 1484.62002
Eigel, Martin; Gruhlke, Robert; Marschall, Manuel
4
2022
On automatic bias reduction for extreme expectile estimation. Zbl 1495.62010
Girard, Stéphane; Stupfler, Gilles; Usseglio-Carleve, Antoine
4
2022
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Zbl 1486.62010
van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G.
3
2022
Proximal nested sampling for high-dimensional Bayesian model selection. Zbl 1496.62005
Cai, Xiaohao; McEwen, Jason D.; Pereyra, Marcelo
3
2022
Stochastic approximation cut algorithm for inference in modularized Bayesian models. Zbl 1477.62013
Liu, Yang; Goudie, Robert J. B.
3
2022
The recursive variational Gaussian approximation (R-VGA). Zbl 1477.62012
Lambert, Marc; Bonnabel, Silvère; Bach, Francis
3
2022
Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference. Zbl 1482.62021
Wu, Jiangqi; Wen, Linjie; Green, Peter L.; Li, Jinglai; Maskell, Simon
2
2022
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics. Zbl 1484.62012
Schmon, Sebastian M.; Gagnon, Philippe
2
2022
Graphical test for discrete uniformity and its applications in goodness-of-fit evaluation and multiple sample comparison. Zbl 1484.62010
Säilynoja, Teemu; Bürkner, Paul-Christian; Vehtari, Aki
2
2022
A comparison of likelihood-free methods with and without summary statistics. Zbl 1486.62003
Drovandi, Christopher; Frazier, David T.
2
2022
Automatic zig-zag sampling in practice. Zbl 1499.62015
Corbella, Alice; Spencer, Simon E. F.; Roberts, Gareth O.
2
2022
Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\). Zbl 1499.62010
Ameli, Siavash; Shadden, Shawn C.
2
2022
Sequential sampling of junction trees for decomposable graphs. Zbl 1496.62019
Olsson, Jimmy; Pavlenko, Tatjana; Rios, Felix L.
2
2022
Updating variational Bayes: fast sequential posterior inference. Zbl 1477.62016
Tomasetti, Nathaniel; Forbes, Catherine; Panagiotelis, Anastasios
2
2022
Product-form estimators: exploiting independence to scale up Monte Carlo. Zbl 1477.62011
Kuntz, Juan; Crucinio, Francesca R.; Johansen, Adam M.
2
2022
Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral. Zbl 1477.62007
Godsill, Simon; Kındap, Yaman
2
2022
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes. Zbl 1490.62017
James, Nick; Menzies, Max
1
2022
Real time anomaly detection and categorisation. Zbl 1490.62014
Fisch, Alexander T. M.; Bardwell, Lawrence; Eckley, Idris A.
1
2022
Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering. Zbl 1481.62004
Jurek, Marcin; Katzfuss, Matthias
1
2022
On the identifiability of Bayesian factor analytic models. Zbl 1484.62008
Papastamoulis, Panagiotis; Ntzoufras, Ioannis
1
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Optimal Bayesian design for model discrimination via classification. Zbl 1484.62004
Hainy, Markus; Price, David J.; Restif, Olivier; Drovandi, Christopher
1
2022
Sequential changepoint detection in neural networks with checkpoints. Zbl 1484.62014
Titsias, Michalis K.; Sygnowski, Jakub; Chen, Yutian
1
2022
GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model. Zbl 1484.62007
Molkenthin, Christian; Donner, Christian; Reich, Sebastian; Zöller, Gert; Hainzl, Sebastian; Holschneider, Matthias; Opper, Manfred
1
2022
Sparse functional partial least squares regression with a locally sparse slope function. Zbl 1484.62003
Guan, Tianyu; Lin, Zhenhua; Groves, Kevin; Cao, Jiguo
1
2022
Fast Bayesian inversion for high dimensional inverse problems. Zbl 1484.62005
Kugler, Benoit; Forbes, Florence; Douté, Sylvain
1
2022
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. Zbl 1484.62001
Abdulle, Assyr; Pavliotis, Grigorios A.; Zanoni, Andrea
1
2022
Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters. Zbl 1493.62548
Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay
1
2022
Importance conditional sampling for Pitman-Yor mixtures. Zbl 1486.62002
Canale, Antonio; Corradin, Riccardo; Nipoti, Bernardo
1
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Co-clustering of evolving count matrices with the dynamic latent block model: application to pharmacovigilance. Zbl 1486.62008
Marchello, Giulia; Fresse, Audrey; Corneli, Marco; Bouveyron, Charles
1
2022
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes. Zbl 1499.62022
Laurini, Fabrizio; Fearnhead, Paul; Tawn, Jonathan
1
2022
Changepoint detection in non-exchangeable data. Zbl 1499.62019
Hallgren, Karl L.; Heard, Nicholas A.; Adams, Niall M.
1
2022
Split Hamiltonian Monte Carlo revisited. Zbl 1496.62006
Casas, Fernando; Sanz-Serna, Jesús María; Shaw, Luke
1
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Parallelizing MCMC sampling via space partitioning. Zbl 1492.62025
Hafych, Vasyl; Eller, Philipp; Schulz, Oliver; Caldwel, Allen
1
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Rate-optimal refinement strategies for local approximation MCMC. Zbl 1495.62009
Davis, Andrew D.; Marzouk, Youssef; Smith, Aaron; Pillai, Natesh
1
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A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013
Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan
1
2022
A joint estimation approach to sparse additive ordinary differential equations. Zbl 1495.62016
Zhang, Nan; Nanshan, Muye; Cao, Jiguo
1
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Exact simulation of normal tempered stable processes of OU type with applications. Zbl 1497.62013
Sabino, Piergiacomo
1
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Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection. Zbl 1497.62011
Liang, Xitong; Livingstone, Samuel; Griffin, Jim
1
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Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors. Zbl 1496.62011
Forbes, Florence; Nguyen, Hien Duy; Nguyen, TrungTin; Arbel, Julyan
1
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Constrained parsimonious model-based clustering. Zbl 1477.62006
García-Escudero, Luis A.; Mayo-Iscar, Agustín; Riani, Marco
1
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An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests. Zbl 1477.62004
Dutang, Christophe; Guibert, Quentin
1
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Learning from missing data with the binary latent block model. Zbl 1477.62005
Frisch, Gabriel; Leger, Jean-Benoist; Grandvalet, Yves
1
2022
Wavelet-based robust estimation and variable selection in nonparametric additive models. Zbl 1477.62003
Amato, Umberto; Antoniadis, Anestis; Feis, Italia De; Gijbels, Irène
1
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Ensemble Kalman inversion: mean-field limit and convergence analysis. Zbl 1462.62023
Ding, Zhiyan; Li, Qin
17
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Gaussian process learning via Fisher scoring of Vecchia’s approximation. Zbl 1475.62033
Guinness, Joseph
10
2021
Convergence rates for optimised adaptive importance samplers. Zbl 1461.62010
Akyildiz, Ömer Deniz; Míguez, Joaquín
9
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A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz
7
2021
Analysis of stochastic gradient descent in continuous time. Zbl 1475.90105
Latz, Jonas
6
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A closed-form filter for binary time series. Zbl 1475.62030
Fasano, Augusto; Rebaudo, Giovanni; Durante, Daniele; Petrone, Sonia
6
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Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities. Zbl 1461.62014
Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M.
5
2021
Unbiased estimation of the gradient of the log-likelihood in inverse problems. Zbl 1475.62038
Jasra, Ajay; Law, Kody J. H.; Lu, Deng
5
2021
Robust fitting for generalized additive models for location, scale and shape. Zbl 1461.62008
Aeberhard, William H.; Cantoni, Eva; Marra, Giampiero; Radice, Rosalba
4
2021
Implicitly adaptive importance sampling. Zbl 1475.62053
Paananen, Topi; Piironen, Juho; Bürkner, Paul-Christian; Vehtari, Aki
4
2021
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation. Zbl 1475.62026
De Bortoli, Valentin; Durmus, Alain; Pereyra, Marcelo; Vidal, Ana F.
4
2021
Accelerating sequential Monte Carlo with surrogate likelihoods. Zbl 1475.62020
Bon, Joshua J.; Lee, Anthony; Drovandi, Christopher
4
2021
Generalized parallel tempering on Bayesian inverse problems. Zbl 1476.62015
Latz, Jonas; Madrigal-Cianci, Juan P.; Nobile, Fabio; Tempone, Raúl
4
2021
Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance. Zbl 1477.62008
Hooker, Giles; Mentch, Lucas; Zhou, Siyu
4
2021
Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data. Zbl 1461.62018
Holbrook, Andrew J.; Loeffler, Charles E.; Flaxman, Seth R.; Suchard, Marc A.
3
2021
Regularized bi-directional co-clustering. Zbl 1475.62012
Affeldt, Séverine; Labiod, Lazhar; Nadif, Mohamed
3
2021
Locally induced Gaussian processes for large-scale simulation experiments. Zbl 1475.62023
Cole, D. Austin; Christianson, Ryan B.; Gramacy, Robert B.
3
2021
Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation. Zbl 1475.62048
Lyu, Xiong; Binois, Mickaël; Ludkovski, Michael
3
2021
Control variate selection for Monte Carlo integration. Zbl 1475.62046
Leluc, Rémi; Portier, François; Segers, Johan
3
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Deep state-space Gaussian processes. Zbl 1475.62068
Zhao, Zheng; Emzir, Muhammad; Särkkä, Simo
3
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A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions. Zbl 1461.62016
Cho, Wendy K. Tam; Liu, Yan Y.
2
2021
Bayesian additive regression trees with model trees. Zbl 1475.62055
Prado, Estevão B.; Moral, Rafael A.; Parnell, Andrew C.
2
2021
Deep mixtures of unigrams for uncovering topics in textual data. Zbl 1475.62063
Viroli, Cinzia; Anderlucci, Laura
2
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Bayesian ODE solvers: the maximum a posteriori estimate. Zbl 1475.62061
Tronarp, Filip; Särkkä, Simo; Hennig, Philipp
2
2021
Sequential Bayesian optimal experimental design for structural reliability analysis. Zbl 1475.62013
Agrell, Christian; Dahl, Kristina Rognlien
2
2021
A robust and efficient algorithm to find profile likelihood confidence intervals. Zbl 1475.62031
Fischer, Samuel M.; Lewis, Mark A.
2
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Efficient EM-variational inference for nonparametric Hawkes process. Zbl 1475.62069
Zhou, Feng; Luo, Simon; Li, Zhidong; Fan, Xuhui; Wang, Yang; Sowmya, Arcot; Chen, Fang
2
2021
Improved inference for areal unit count data using graph-based optimisation. Zbl 1475.62045
Lee, Duncan; Meeks, Kitty; Pettersson, William
2
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Bayesian numerical methods for nonlinear partial differential equations. Zbl 1475.62064
Wang, Junyang; Cockayne, Jon; Chkrebtii, Oksana; Sullivan, T. J.; Oates, Chris. J.
2
2021
Ensemble slice sampling. Parallel, black-box and gradient-free inference for correlated & multimodal distributions. Zbl 1475.62040
Karamanis, Minas; Beutler, Florian
2
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Nonnegative Bayesian nonparametric factor models with completely random measures. Zbl 1475.62016
Ayed, Fadhel; Caron, François
2
2021
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models. Zbl 1476.62013
Goldman, Jacob Vorstrup; Singh, Sumeetpal S.
2
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A Metropolis-class sampler for targets with non-convex support. Zbl 1475.62051
Moriarty, John; Vogrinc, Jure; Zocca, Alessandro
2
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Cited by 7,846 Authors

47 McNicholas, Paul D.
46 Jasra, Ajay
38 Drovandi, Christopher C.
31 Kneib, Thomas
30 Lin, Tsung I.
27 Nott, David John
27 Walker, Stephen Grahm
26 Lian, Heng
26 Punzo, Antonio
22 Fearnhead, Paul
22 Mayo-Iscar, Agustin
21 Browne, Ryan P.
21 García-Escudero, Luis Angel
21 Lachos Dávila, Víctor Hugo
20 Friel, Nial
20 McLachlan, Geoffrey John
20 Wang, Wan-Lun
19 Zhang, Jun
18 Farcomeni, Alessio
18 Oates, Chris J.
18 Stuart, Andrew M.
18 Vehtari, Aki
18 Yao, Weixin
17 Bouveyron, Charles
17 Mateu, Jorge
17 Ntzoufras, Ioannis
17 Tran, Minh Ngoc
16 Girolami, Mark A.
16 Klein, Nadja
16 Roberts, Gareth O.
16 Sisson, Scott A.
15 Marra, Giampiero
15 Murphy, Thomas Brendan
15 Pauly, Markus
15 Pettitt, Anthony N.
14 Corander, Jukka
14 Dellaportas, Petros
14 Genton, Marc G.
14 Lee, Sharon X.
14 Martino, Luca
14 Pereyra, Marcelo
14 Rosenthal, Jeffrey S.
13 Bachoc, François
13 Dunson, David Brian
13 Ingrassia, Salvatore
13 Lelièvre, Tony
13 Song, Xinyuan
12 Arellano-Valle, Reinaldo Boris
12 Cao, Jiguo
12 Eckley, Idris A.
12 Ginsbourger, David
12 Golightly, Andrew
12 Kohn, Robert J.
12 Riani, Marco
12 Singh, Sumeetpal Sidhu
12 Tjøstheim, Dag B.
12 Zhu, Lixing
11 Beskos, Alexandros
11 Cerioli, Andrea
11 Chen, Ray-Bing
11 Chen, Xiaolin
11 Del Moral, Pierre
11 Elvira, Víctor
11 Forbes, Florence
11 Greselin, Francesca
11 Jamalizadeh, Ahad
11 Latz, Jonas
11 Maruotti, Antonello
11 McGree, James M.
11 Moulines, Eric
11 Müller, Peter
11 Porcu, Emilio
11 Quintana, Fernando Andrés
11 Robert, Christian P.
11 Särkkä, Simo
11 Soize, Christian
11 Tempone, Raúl F.
11 Wong, Wengkee
11 Zhigljavsky, Anatoly A.
10 Atkinson, Anthony C.
10 Barabesi, Lucio
10 Castro, Luis Mauricio
10 Duarte, Belmiro P. M.
10 Greven, Sonja
10 Griffin, Jim E.
10 Johansen, Adam M.
10 Kantas, Nikolas
10 Lai, Peng
10 Law, Kody J. H.
10 Maleki, Mohsen
10 Mulder, Joris
10 Radice, Rosalba
10 Salmaso, Luigi
10 Sherlock, Chris
10 Yang, Hu
10 Zhao, Weihua
9 Alhamzawi, Rahim
9 Bazán, Jorge Luis
9 Bevilacqua, Moreno
9 Biernacki, Christophe
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Cited in 377 Journals

473 Statistics and Computing
337 Computational Statistics and Data Analysis
161 Journal of Statistical Computation and Simulation
140 Journal of Computational and Graphical Statistics
127 Computational Statistics
124 Electronic Journal of Statistics
112 Journal of the American Statistical Association
111 The Annals of Applied Statistics
105 Communications in Statistics. Simulation and Computation
105 Journal of Applied Statistics
104 Journal of Multivariate Analysis
95 Bayesian Analysis
93 SIAM/ASA Journal on Uncertainty Quantification
86 Advances in Data Analysis and Classification. ADAC
73 Communications in Statistics. Theory and Methods
64 Statistical Methods and Applications
63 Test
62 Journal of Machine Learning Research (JMLR)
59 Journal of Statistical Planning and Inference
53 Statistics & Probability Letters
52 Statistical Science
48 Statistical Papers
47 The Annals of Statistics
47 SIAM Journal on Scientific Computing
47 Bernoulli
46 Journal of Computational Physics
44 Biometrics
40 Psychometrika
40 Statistical Modelling
35 Journal of Econometrics
35 Journal of Classification
35 Journal of Agricultural, Biological, and Environmental Statistics
32 International Statistical Review
31 Inverse Problems
31 Biometrical Journal
31 Methodology and Computing in Applied Probability
29 The Canadian Journal of Statistics
28 Computer Methods in Applied Mechanics and Engineering
27 Annals of the Institute of Statistical Mathematics
27 European Journal of Operational Research
25 Journal of Mathematical Psychology
25 Australian & New Zealand Journal of Statistics
25 Journal of the Korean Statistical Society
25 Journal of Statistical Theory and Practice
24 Statistics
24 Journal of Nonparametric Statistics
23 Journal of Computational and Applied Mathematics
23 Machine Learning
23 The Annals of Applied Probability
23 Brazilian Journal of Probability and Statistics
20 Statistica Sinica
20 AStA. Advances in Statistical Analysis
19 Stochastic Processes and their Applications
18 Metrika
17 The American Statistician
17 Scandinavian Journal of Statistics
17 Insurance Mathematics & Economics
16 Information Sciences
16 SIAM Journal on Imaging Sciences
15 Journal of Time Series Analysis
15 Lifetime Data Analysis
14 Advances in Applied Probability
14 International Journal of Approximate Reasoning
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13 Statistical Applications in Genetics and Molecular Biology
13 Statistics Surveys
12 Applied Mathematics and Computation
12 SIAM Journal on Numerical Analysis
12 Statistica Neerlandica
12 Applied Mathematical Modelling
12 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
12 Quantitative Finance
11 Annals of Operations Research
11 Journal of Global Optimization
11 Monte Carlo Methods and Applications
11 Journal of the Japan Statistical Society. Japanese Issue
11 Japanese Journal of Statistics and Data Science
10 Metron
10 Sankhyā. Series B
10 Dependence Modeling
9 Mathematical Biosciences
9 North American Actuarial Journal
9 Journal of Physics A: Mathematical and Theoretical
8 Econometric Reviews
8 Computers & Operations Research
8 Journal of Economic Dynamics & Control
8 Data Mining and Knowledge Discovery
8 Science China. Mathematics
8 Journal of Probability and Statistics
8 Sankhyā. Series A
8 SIAM Journal on Mathematics of Data Science
7 Journal of Mathematical Biology
7 SIAM Review
7 Computational and Applied Mathematics
7 Extremes
7 Journal of Business and Economic Statistics
7 Journal of Theoretical Biology
7 Statistical Theory and Related Fields
7 Environmetrics
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Cited in 54 Fields

4,159 Statistics (62-XX)
934 Numerical analysis (65-XX)
714 Probability theory and stochastic processes (60-XX)
273 Computer science (68-XX)
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48 Linear and multilinear algebra; matrix theory (15-XX)
47 Combinatorics (05-XX)
36 Calculus of variations and optimal control; optimization (49-XX)
30 Dynamical systems and ergodic theory (37-XX)
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19 Fluid mechanics (76-XX)
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15 Ordinary differential equations (34-XX)
13 Real functions (26-XX)
12 Operator theory (47-XX)
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4 History and biography (01-XX)
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4 Mathematics education (97-XX)
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