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Journal of Computational and Graphical Statistics, Volume 31
Volume 31, Number 1, January 2022
- Catherine B. Hurley
, Mark O'Connell, Katarina Domijan
Interactive Slice Visualization for Exploring Machine Learning Models. 1-13 - Sayani Gupta, Rob J. Hyndman
Visualizing Probability Distributions Across Bivariate Cyclic Temporal Granularities. 14-25 - Jordan Rodu, Karen Kafadar:
The q-q Boxplot. 26-39 - Ursula Laa
Burning Sage: Reversing the Curse of Dimensionality in the Visualization of High-Dimensional Data. 40-49 - Jacob W. Priddle
Efficient Bayesian Synthetic Likelihood With Whitening Transformations. 50-63 - Jiefeng Bi, Weining Shen
Random Forest Adjustment for Approximate Bayesian Computation. 64-73 - Tony Pourmohamad
Bayesian Optimization Via Barrier Functions. 74-83 - Lars Hertel, Pierre Baldi, Daniel L. Gillen:
Reproducible Hyperparameter Optimization. 84-99 - Matthew Heiner
Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models. 100-112 - Wei Jiang
Adaptive Bayesian SLOPE: Model Selection With Incomplete Data. 113-137 - Beomseok Seo, Lin Lin
Block-Wise Variable Selection for Clustering Via Latent States of Mixture Models. 138-150 - Wesley Tansey
The Holdout Randomization Test for Feature Selection in Black Box Models. 151-162 - Nathan Osborne, Christine B. Peterson
Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM. 163-175 - Abolfazl Safikhani, Yue Bai, George Michailidis:
Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models. 176-189 - J. C. Poythress, Jeongyoun Ahn, Cheolwoo Park
Low-rank, Orthogonally Decomposable Tensor Regression With Application to Visual Stimulus Decoding of fMRI Data. 190-203 - Jiaxin Hu, Chanwoo Lee, Miaoyan Wang:
Generalized Tensor Decomposition With Features on Multiple Modes. 204-218 - Erjia Cui
Fast Univariate Inference for Longitudinal Functional Models. 219-230 - Xiaokang Liu, Shujie Ma, Kun Chen
Multivariate Functional Regression Via Nested Reduced-Rank Regularization. 231-240 - Yazhe Li
A Relabeling Approach to Handling the Class Imbalance Problem for Logistic Regression. 241-253 - Cencheng Shen
The Chi-Square Test of Distance Correlation. 254-262 - Mahsa Ashouri, Rob J. Hyndman
Fast Forecast Reconciliation Using Linear Models. 263-282 - Xiaotian Zheng
On Construction and Estimation of Stationary Mixture Transition Distribution Models. 283-293 - Keqian Min, Qing Mai, Xin Zhang:
Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models. 294-300 - Tucker S. McElroy:
Frequency Domain Calculation of Seasonal VARMA Autocovariances. 301-303 - Hong Zhang
A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables. 304-311 - Joseph Vargovich, Toby Dylan Hocking:
Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set. 313-323 - Seonghyun Jeong, Taeyoung Park, David A. Van Dyk
Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines. 324-336 - Brian St. Thomas, Kisung You
Learning Subspaces of Different Dimensions. 337-350 - Christine Yuen, Piotr Fryzlewicz:
Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization. 351-359 - Jaewoo Park, Yeseul Jeon, Minsuk Shin, Minjeong Jeon, Ick-Hoon Jin
Bayesian Shrinkage for Functional Network Models, With Applications to Longitudinal Item Response Data. 360-377 - Sara Algeri
Exhaustive Goodness of Fit Via Smoothed Inference and Graphics. 378-389 - Hunyong Cho
Interval Censored Recursive Forests. 390-402 - Eric J. Beh
Features of the Polynomial Biplot for Ordered Contingency Tables. 403-412 - Salvatore D. Tomarchio
Mixtures of Matrix-Variate Contaminated Normal Distributions. 413-421 - Mario Beraha
MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes. 422-435 - Michael Bertolacci
AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series. 436-454 - Christian E. Galarza Morales
On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions. 455-465 - Garritt L. Page
Clustering and Prediction With Variable Dimension Covariates. 466-476 - Matthieu Marbac, Mohammed Sedki, Christophe Biernacki
Simultaneous Semiparametric Estimation of Clustering and Regression. 477-485 - H. Robert Frost:
Eigenvectors from Eigenvalues Sparse Principal Component Analysis. 486-501 - Emanuele Aliverti
Stratified Stochastic Variational Inference for High-Dimensional Network Factor Model. 502-511 - David J. Warne
Rapid Bayesian Inference for Expensive Stochastic Models. 512-528 - Shannon K. Gallagher
Branching Process Models to Identify Risk Factors for Infectious Disease Transmission. 529-540 - Lorenzo Cappello
Adaptive Preferential Sampling in Phylodynamics With an Application to SARS-CoV-2. 541-552 - Hyung Park
A Single-Index Model With a Surface-Link for Optimizing Individualized Dose Rules. 553-562 - Nicholas A. Heard
Standardized Partial Sums and Products of p-Values. 563-573 - Alexander Tristan Maximilian Fisch, Idris A. Eckley
Subset Multivariate Collective and Point Anomaly Detection. 574-585 - Sevvandi Kandanaarachchi
Leave-One-Out Kernel Density Estimates for Outlier Detection. 586-599 - Shijia Wang
Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo. 600-613 - Garritt L. Page
Dependent Modeling of Temporal Sequences of Random Partitions. 614-627
Volume 31, Number 3, July 2022
- Medha Agarwal, Dootika Vats
Globally Centered Autocovariances in MCMC. 629-638 - Jack Kuipers
Efficient Sampling and Structure Learning of Bayesian Networks. 639-650 - Isaac Lavine, Andrew Cron, Mike West:
Bayesian Computation in Dynamic Latent Factor Models. 651-665 - Yohan Jung, Jinkyoo Park
Scalable Inference for Hybrid Bayesian Hidden Markov Model Using Gaussian Process Emission. 666-683 - Jere Koskela
Zig-Zag Sampling for Discrete Structures and Nonreversible Phylogenetic MCMC. 684-694 - Chaofan Huang, V. Roshan Joseph
Population Quasi-Monte Carlo. 695-708 - Jian Cao
Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors. 709-720 - Alexandros Beskos
MCMC Algorithms for Posteriors on Matrix Spaces. 721-738 - Ursula Laa
Hole or Grain? A Section Pursuit Index for Finding Hidden Structure in Multiple Dimensions. 739-752 - Ines Wilms
Graphical Influence Diagnostics for Changepoint Models. 753-765 - Alan Inglis
Visualizing Variable Importance and Variable Interaction Effects in Machine Learning Models. 766-778 - Julia Fukuyama
Local biplots for multidimensional scaling, with application to the microbiome. 779-789 - Mariko Takagishi
Visualizing Class Specific Heterogeneous Tendencies in Categorical Data. 790-801 - Cheng Meng
Smoothing Splines Approximation Using Hilbert Curve Basis Selection. 802-812 - Charles R. Doss
Nonparametric Subset Scanning for Detection of Heteroscedasticity. 813-823 - Xiang Peng, Huixia Judy Wang
A Generalized Quantile Tree Method for Subgroup Identification. 824-834 - Zhanfeng Wang, Hao Dong, Ping Ma
Estimation and Model Selection for Nonparametric Function-on-Function Regression. 835-845 - Ye Liu, Rui Song
A Probit Tensor Factorization Model For Relational Learning. 846-855 - Tianyu Zhan
Finite-Sample Two-Group Composite Hypothesis Testing via Machine Learning. 856-865 - Shiyuan He
Improved Estimation of High-dimensional Additive Models Using Subspace Learning. 866-876 - Wessel N. van Wieringen, Harald Binder
Sequential Learning of Regression Models by Penalized Estimation. 877-886 - Hai Zhang
Randomized Spectral Clustering in Large-Scale Stochastic Block Models. 887-906 - Alessio Farcomeni
Directional Quantile Classifiers. 907-916 - Sören R. Künzel, Theo Saarinen, Edward W. Liu, Jasjeet S. Sekhon:
Linear Aggregation in Tree-Based Estimators. 917-934 - Yifan Zhu
Fully Three-Dimensional Radial Visualization. 935-944
Volume 31, Number 4, October 2022
- Leland Wilkinson, Hengrui Luo:
A Distance-Preserving Matrix Sketch. 945-959 - Muzi Zhang, Dennis K. J. Lin:
Visualization for Interval Data. 960-975 - Zhuo Qu
Sparse Functional Boxplots for Multivariate Curves. 976-989 - Leigh Shlomovich, Edward A. K. Cohen, Niall M. Adams, Lekha Patel
Parameter Estimation of Binned Hawkes Processes. 990-1000 - Yuqi Zhai, Peisong Han:
Data Integration with Oracle Use of External Information from Heterogeneous Populations. 1001-1012 - Francis K. C. Hui
GEE-Assisted Forward Regression for Spatial Latent Variable Models. 1013-1024 - Amanda Muyskens
Partition-Based Nonstationary Covariance Estimation Using the Stochastic Score Approximation. 1025-1036 - Jan Pablo Burgard
Generalized Linear Mixed Models With Crossed Effects and Unit-specific Survey Weights. 1037-1050 - Jocelyn T. Chi
A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion. 1051-1062 - Jiacong Du, Jonathan Boss, Peisong Han, Lauren J. Beesley
Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods. 1063-1075 - Alain Hecq, Marie Ternes, Ines Wilms
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. 1076-1090 - Natalia Zemlianskaia
A Scalable Hierarchical Lasso for Gene-Environment Interactions. 1091-1103 - Joshua Daniel Loyal
Dimension Reduction Forests: Local Variable Importance Using Structured Random Forests. 1104-1113 - Dongbang Yuan
Double-Matched Matrix Decomposition for Multi-View Data. 1114-1126 - Haolun Shi, Yuping Yang, Liangliang Wang
Two-Dimensional Functional Principal Component Analysis for Image Feature Extraction. 1127-1140 - Ci-Ren Jiang
Eigen-Adjusted Functional Principal Component Analysis. 1141-1152 - Abhra Sarkar
Bayesian Semiparametric Covariate Informed Multivariate Density Deconvolution. 1153-1163 - Qinyi Zhang
Bayesian Kernel Two-Sample Testing. 1164-1176 - Eric F. Lock
Bayesian Distance Weighted Discrimination. 1177-1188 - David B. Dahl
Search Algorithms and Loss Functions for Bayesian Clustering. 1189-1201 - Alberto Caron, Gianluca Baio, Ioanna Manolopoulou:
Shrinkage Bayesian Causal Forests for Heterogeneous Treatment Effects Estimation. 1202-1214 - Willem van den Boom
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models. 1215-1224 - Martin Outzen Berild
Importance Sampling with the Integrated Nested Laplace Approximation. 1225-1237 - Tore Selland Kleppe
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates. 1238-1253 - Runbing Zheng, Vince Lyzinski, Carey E. Priebe, Minh Tang
Vertex Nomination Between Graphs via Spectral Embedding and Quadratic Programming. 1254-1268 - Wei Zhou, Xin He, Wei Zhong, Junhui Wang:
Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers. 1269-1279 - Sonja Isberg, William J. Welch:
Adaptive Design and Analysis Via Partitioning Trees for Emulation of a Complex Computer Code. 1280-1291 - Avinash Barnwal, Hyunsu Cho, Toby Hocking:
Survival Regression with Accelerated Failure Time Model in XGBoost. 1292-1302 - Beomseok Seo, Lin Lin, Jia Li:
Mixture of Linear Models Co-supervised by Deep Neural Networks. 1303-1317 - Yutong Li
Dermoscopic Image Classification with Neural Style Transfer. 1318-1331 - Jakob Raymaekers
Silhouettes and Quasi Residual Plots for Neural Nets and Tree-based Classifiers. 1332-1343 - Shouto Yonekura, Alexandros Beskos
Online Smoothing for Diffusion Processes Observed with Noise. 1344-1360 - Tomas Masak, Tomas Rubin, Victor M. Panaretos:
Inference and Computation for Sparsely Sampled Random Surfaces. 1361-1374 - Shanghong Xie
Multiple Domain and Multiple Kernel Outcome-Weighted Learning for Estimating Individualized Treatment Regimes. 1375-1383 - Linxi Liu, Yang Meng, Xiaoru Wu, Zhiliang Ying, Tian Zheng
Log-Rank-Type Tests for Equality of Distributions in High-Dimensional Spaces. 1384-1396 - Caroline Svahn, Oleg Sysoev:
Selective Imputation of Covariates in High Dimensional Censored Data. 1397-1405 - Ruoqi Yu
Graded Matching for Large Observational Studies. 1406-1415 - Aldo Gardini, Fedele Greco, Carlo Trivisano:
The Mellin Transform to Manage Quadratic Forms in Normal Random Variables. 1416-1425 - Guenther Walther
Confidence Bands for a Log-Concave Density. 1426-1438 - Correction. 1439
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