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Statistics and Computing, Volume 27
Volume 27, Number 1, January 2017
- Editor's note: special section on Bayesian Nonparametrics. 1
- Julyan Arbel
, Igor Prünster
A moment-matching Ferguson & Klass algorithm. 3-17 - Sanmitra Ghosh, Srinandan Dasmahapatra
Fast approximate Bayesian computation for estimating parameters in differential equations. 19-38 - William Cipolli III
Computationally tractable approximate and smoothed Polya trees. 39-51 - William Cipolli III
Erratum to: Computationally tractable approximate and smoothed Polya trees. 53 - Eugen Pircalabelu, Gerda Claeskens
Copula directed acyclic graphs. 55-78 - Leo N. Geppert, Katja Ickstadt, Alexander Munteanu
Random projections for Bayesian regression. 79-101 - Tao Wang, Xuerong Meggie Wen, Lixing Zhu
Multiple-population shrinkage estimation via sliced inverse regression. 103-114 - Tomi Janhunen, Martin Gebser, Jussi Rintanen
Learning discrete decomposable graphical models via constraint optimization. 115-130 - Jim E. Griffin:
Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors. 131-145 - Gersende Fort
Self-healing umbrella sampling: convergence and efficiency. 147-168 - Jean-Michel Bécu, Yves Grandvalet
Beyond support in two-stage variable selection. 169-179 - Ting Yuan, Junhui Wang
Reduced-rank multi-label classification. 181-191 - J. M. Alonso-Revenga, Nirian Martín
New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes. 193-217 - Clément Walter
Point process-based Monte Carlo estimation. 219-236 - Linda S. L. Tan
Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes. 237-257 - Roland Langrock, Thomas Kneib
Markov-switching generalized additive models. 259-270 - Linda Schulze Waltrup, Göran Kauermann:
Smooth expectiles for panel data using penalized splines. 271-282 - Francesco Donat, Giampiero Marra
Semi-parametric bivariate polychotomous ordinal regression. 283-299
Volume 27, Number 2, March 2017
- Marie Lilleborge
Efficient designs for Bayesian networks with sub-tree bounds. 301-318 - François Wahl, Cécile Mercadier, Céline Helbert:
A standardized distance-based index to assess the quality of space-filling designs. 319-329 - Osnat Stramer, Xiaoyu Shen, Matthew A. Bognar:
Bayesian inference for Heston-STAR models. 331-348 - Stella Hadjiantoni, Erricos John Kontoghiorghes
Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations. 349-361 - Matthias Katzfuss, Dorit Hammerling
Parallel inference for massive distributed spatial data using low-rank models. 363-375 - Luis Angel García-Escudero, Alfonso Gordaliza
Robust estimation of mixtures of regressions with random covariates, via trimming and constraints. 377-402 - Richard G. Everitt
Bayesian model comparison with un-normalised likelihoods. 403-422 - Yongtao Cao, Byran J. Smucker, Timothy J. Robinson:
A hybrid elitist pareto-based coordinate exchange algorithm for constructing multi-criteria optimal experimental designs. 423-437 - Stephen G. Walker:
A Laplace transform inversion method for probability distribution functions. 439-448 - Fadlalla G. Elfadaly, Paul H. Garthwaite:
Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models. 449-467 - Matteo Borrotti, Francesco Sambo, Kalliopi Mylona, Steven G. Gilmour
A multi-objective coordinate-exchange two-phase local search algorithm for multi-stratum experiments. 469-481 - Sy Han Chiou, Gongjun Xu:
Rank-based estimation for semiparametric accelerated failure time model under length-biased sampling. 483-500 - Vincent Audigier, François Husson, Julie Josse
MIMCA: multiple imputation for categorical variables with multiple correspondence analysis. 501-518 - Robert Maidstone
On optimal multiple changepoint algorithms for large data. 519-533 - Guosheng Cheng, Xingxiang Li, Peng Lai, Fengli Song, Jun Yu:
Robust rank screening for ultrahigh dimensional discriminant analysis. 535-545 - Marco Alfò
Finite mixtures of quantile and M-quantile regression models. 547-570 - Yan Yu, Chaojiang Wu, Yuankun Zhang:
Penalised spline estimation for generalised partially linear single-index models. 571-582
Volume 27, Number 3, May 2017
- Luke Bornn, Natesh S. Pillai, Aaron Smith, Dawn Woodard:
The use of a single pseudo-sample in approximate Bayesian computation. 583-590 - Vahed Maroufy, Paul Marriott:
Mixture models: building a parameter space. 591-597 - Luca Martino
Layered adaptive importance sampling. 599-623 - Sergio Amaral, Douglas L. Allaire, Karen Willcox
Optimal L2-norm empirical importance weights for the change of probability measure. 625-643 - Elvira Romano
Spatial variability clustering for spatially dependent functional data. 645-658 - Baptiste Gregorutti, Bertrand Michel
Correlation and variable importance in random forests. 659-678 - Sarat C. Dass
Laplace based approximate posterior inference for differential equation models. 679-698 - Luc Devroye, Claude Gravel
The expected bit complexity of the von Neumann rejection algorithm. 699-710 - Juho Piironen
Comparison of Bayesian predictive methods for model selection. 711-735 - Petter Arnesen, Håkon Tjelmeland:
Prior specification of neighbourhood and interaction structure in binary Markov random fields. 737-756 - Jérémy Magnanensi
A new universal resample-stable bootstrap-based stopping criterion for PLS component construction. 757-774 - Christine M. O'Keefe
Perturbed robust linear estimating equations for confidentiality protection in remote analysis. 775-787 - Julien Chiquet
Structured regularization for conditional Gaussian graphical models. 789-804 - Félix Camirand Lemyre, Jean-François Quessy:
Multiplier bootstrap methods for conditional distributions. 805-821 - Axel Gandy
QuickMMCTest: quick multiple Monte Carlo testing. 823-832 - Nial Friel
Investigation of the widely applicable Bayesian information criterion. 833-844 - Mercedes Esteban-Bravo
Exact optimal experimental designs with constraints. 845-863
Volume 27, Number 4, July 2017
- Abdallah Mkhadri, Mohamed Ouhourane, Karim Oualkacha:
A coordinate descent algorithm for computing penalized smooth quantile regression. 865-883 - Gavin A. Whitaker, Andrew Golightly
Improved bridge constructs for stochastic differential equations. 885-900 - Hou-Ying Zhu
A discrepancy bound for deterministic acceptance-rejection samplers beyond N-1/2 in dimension 1. 901-911 - Sarah Brockhaus
Boosting flexible functional regression models with a high number of functional historical effects. 913-926 - Georgios Karagiannis
Parallel and interacting stochastic approximation annealing algorithms for global optimisation. 927-945 - Tingyou Zhou, Liping Zhu:
Model-free feature screening for ultrahigh dimensional censored regression. 947-961 - Sonia Migliorati
A structured Dirichlet mixture model for compositional data: inferential and applicative issues. 963-983 - Simon N. Wood
P-splines with derivative based penalties and tensor product smoothing of unevenly distributed data. 985-989 - Anastasis Georgoulas
Unbiased Bayesian inference for population Markov jump processes via random truncations. 991-1002 - Andrej Aderhold, Dirk Husmeier
Approximate Bayesian inference in semi-mechanistic models. 1003-1040 - Chun Yip Yau
LARS-type algorithm for group lasso. 1041-1048 - Matthieu Marbac, Mohammed Sedki:
Variable selection for model-based clustering using the integrated complete-data likelihood. 1049-1063 - Patrick R. Conrad, Mark A. Girolami
Statistical analysis of differential equations: introducing probability measures on numerical solutions. 1065-1082 - Thomas Mühlenstädt, Jana Fruth, Olivier Roustant:
Computer experiments with functional inputs and scalar outputs by a norm-based approach. 1083-1097 - Braulio Veloso, Thais Correa
MAD-STEC: a method for multiple automatic detection of space-time emerging clusters. 1099-1110 - Pierre Barbillon, Célia Barthélémy, Adeline Samson:
Parameter estimation of complex mixed models based on meta-model approach. 1111-1128 - Sarah L. Taylor, Idris A. Eckley
Multivariate locally stationary 2D wavelet processes with application to colour texture analysis. 1129-1143
Volume 27, Number 5, September 2017
- Charlotte Laclau, Mohamed Nadif
Diagonal latent block model for binary data. 1145-1163 - Silia Vitoratou
Thermodynamic Bayesian model comparison. 1165-1180 - Lu-Hung Chen, Ci-Ren Jiang
Multi-dimensional functional principal component analysis. 1181-1192 - Xuehu Zhu, Xu Guo, Lixing Zhu
An adaptive-to-model test for partially parametric single-index models. 1193-1204 - Finale Doshi-Velez, Sinead A. Williamson:
Restricted Indian buffet processes. 1205-1223 - Radu S. Stoica
ABC Shadow algorithm: a tool for statistical analysis of spatial patterns. 1225-1238 - Tomás Mrkvicka, Mari Myllymäki
Multiple Monte Carlo testing, with applications in spatial point processes. 1239-1255 - Dean A. Bodenham, Niall M. Adams:
Continuous monitoring for changepoints in data streams using adaptive estimation. 1257-1270 - Haakon Michael Austad, Håkon Tjelmeland:
Approximate computations for binary Markov random fields and their use in Bayesian models. 1271-1292 - Kaylea Haynes, Paul Fearnhead
A computationally efficient nonparametric approach for changepoint detection. 1293-1305 - Mathieu Cambou, Marius Hofert
Quasi-random numbers for copula models. 1307-1329 - Loïc Schwaller
Exact Bayesian inference for off-line change-point detection in tree-structured graphical models. 1331-1345 - Shanshan Wang
Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates. 1347-1364 - Guillermo Julián-Moreno, Jorge E. López de Vergara
Fast parallel α-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs. 1365-1382 - Maarten Jansen
Multiscale local polynomial decompositions using bandwidths as scales. 1383-1399 - Bingqing Lin, Qihua Wang, Jun Zhang
Stable prediction in high-dimensional linear models. 1401-1412 - Aki Vehtari
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. 1413-1432 - Aki Vehtari
Erratum to: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC. 1433
Volume 27, Number 6, November 2017
- Brian Bader, Jun Yan
Automated selection of r for the r largest order statistics approach with adjustment for sequential testing. 1435-1451 - Marina I. Knight
A wavelet lifting approach to long-memory estimation. 1453-1471 - Cheng Zhang, Babak Shahbaba
Hamiltonian Monte Carlo acceleration using surrogate functions with random bases. 1473-1490 - Mark R. Bass, Sujit K. Sahu
A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC. 1491-1512 - Nino Kordzakhia
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. 1513-1523 - Maria DeYoreo, Athanasios Kottas:
A Bayesian nonparametric Markovian model for non-stationary time series. 1525-1538 - Elisabeth Waldmann
Bayesian regularisation in geoadditive expectile regression. 1539-1553 - Matthew M. Dunlop
Hierarchical Bayesian level set inversion. 1555-1584 - Andrew C. Titman
Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification. 1585-1593 - Håkon Otneim, Dag Tjøstheim:
The locally Gaussian density estimator for multivariate data. 1595-1616 - Allou Samé, Gérard Govaert:
Segmental dynamic factor analysis for time series of curves. 1617-1637 - Chong Liu, Surajit Ray
Functional principal component analysis of spatially correlated data. 1639-1654 - Betsabé Pérez
Fast and robust estimators of variance components in the nested error model. 1655-1675 - Dao Nguyen, Edward L. Ionides:
A second-order iterated smoothing algorithm. 1677-1692
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