Statistics and Computing, Volume 22

Volume 22, Number 1, January 2012

• Zdravko I. Botev, Dirk P. Kroese:
  Efficient Monte Carlo simulation via the generalized splitting method. 1-16
  
• Chih-Kang Chu, Jhao-Siang Siao, Lih-Chung Wang, Wen-Shuenn Deng:
  Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression. 17-31
  
• Kenneth Lo, Raphael Gottardo:
  Flexible mixture modeling via the multivariate t distribution with the Box-Cox transformation: an alternative to the skew-t distribution. 33-52
  
• Ian H. Dinwoodie:
  Sequential importance sampling of binary sequences. 53-63
  
• Gundula Behrens, Nial Friel, Merrilee Hurn:
  Tuning tempered transitions. 65-78
  
• Georgios Papageorgiou, John Hinde:
  Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities. 79-92
  
• Athanasios Kottas, Gilbert W. Fellingham:
  Bayesian semiparametric modeling and inference with mixtures of symmetric distributions. 93-106
  
• Jonathan J. Forster, Roger C. Gill, Antony M. Overstall:
  Reversible jump methods for generalised linear models and generalised linear mixed models. 107-120
  
• Cristian Meza, Felipe Osorio, Rolando De la Cruz:
  Estimation in nonlinear mixed-effects models using heavy-tailed distributions. 121-139
  
• Alessio Farcomeni:
  Quantile regression for longitudinal data based on latent Markov subject-specific parameters. 141-152
  
• Martin Slawski:
  The structured elastic net for quantile regression and support vector classification. 153-168
  
• Gianfranco Piras, Nancy Lozano-Gracia:
  Spatial J-test: some Monte Carlo evidence. 169-183
  
• Burton Wu, Clare A. McGrory, Anthony N. Pettitt:
  A new variational Bayesian algorithm with application to human mobility pattern modeling. 185-203
  
• S. P. Preston, Andrew T. A. Wood:
  Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito-Taylor sample-path expansions. 205-217
  
• Nicolas Städler, Peter Bühlmann:
  Missing values: sparse inverse covariance estimation and an extension to sparse regression. 219-235
  
• Giles Hooker, Saharon Rosset:
  Prediction-based regularization using data augmented regression. 237-249
  
• Andrew Redd:
  A comment on the orthogonalization of B-spline basis functions and their derivatives. 251-257
  
• José R. Berrendero, Antonio Cuevas, Beatriz Pateiro-López:
  A multivariate uniformity test for the case of unknown support. 259-271
  
• Jianhui Ning, Philip E. Cheng:
  A comparison study of nonparametric imputation methods. 273-285
  
• Hsiu J. Ho, Saumyadipta Pyne, Tsung I. Lin:
  Maximum likelihood inference for mixtures of skew Student-t-normal distributions through practical EM-type algorithms. 287-299
  
• Charles Bouveyron, Camille Brunet:
  Simultaneous model-based clustering and visualization in the Fisher discriminative subspace. 301-324
  
• Steffen Liebscher, Thomas Kirschstein, Claudia Becker:
  The flood algorithm - a multivariate, self-organizing-map-based, robust location and covariance estimator. 325-336
  
• Weixin Yao:
  Model based labeling for mixture models. 337-347
  
• Guglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-Alana:
  Deterministic versus stochastic seasonal fractional integration and structural breaks. 349-358
  
• D. Lamnisos, J. E. Griffin, M. F. J. Steel:
  Cross-validation prior choice in Bayesian probit regression with many covariates. 359-373
  
• Ata Kabán:
  Non-parametric detection of meaningless distances in high dimensional data. 375-385
  
• T. J. Harris, W. Yu:
  Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis. 387-396
  
• Jian Chen, Jeffrey S. Rosenthal:
  Decrypting classical cipher text using Markov chain Monte Carlo. 397-413
  
• Jason Wyse, Nial Friel:
  Block clustering with collapsed latent block models. 415-428
  
• David Campbell, Russell J. Steele:
  Smooth functional tempering for nonlinear differential equation models. 429-443
  
• Nickolay T. Trendafilov:
  DINDSCAL: direct INDSCAL. 445-454
  
• Jean-Patrick Baudry, Cathy Maugis, Bertrand Michel:
  Slope heuristics: overview and implementation. 455-470
  
• Kris Boudt, Jonathan Cornelissen, Christophe Croux:
  The Gaussian rank correlation estimator: robustness properties. 471-483
  
• Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé:
  Distributed detection/localization of change-points in high-dimensional network traffic data. 485-496
  
• David J. Nott, Minh-Ngoc Tran, Chenlei Leng:
  Variational approximation for heteroscedastic linear models and matching pursuit algorithms. 497-512
  
• Michael Amrein, Hans R. Künsch:
  Rate estimation in partially observed Markov jump processes with measurement errors. 513-526
  
• Hirokazu Yanagihara:
  A non-iterative optimization method for smoothness in penalized spline regression. 527-544
  
• Gerhard Tutz, Sebastian Petry:
  Nonparametric estimation of the link function including variable selection. 545-561
  
• Achilleas Achilleos, Aurore Delaigle:
  Local bandwidth selectors for deconvolution kernel density estimation. 563-577
  
• Francois Caron, Arnaud Doucet, Raphael Gottardo:
  On-line changepoint detection and parameter estimation with application to genomic data. 579-595
  
• Hossein Baghishani, Håvard Rue, Mohsen Mohammadzadeh:
  On a hybrid data cloning method and its application in generalized linear mixed models. 597-613
  
• Erik Lindström:
  A regularized bridge sampler for sparsely sampled diffusions. 615-623
  
• Alicja Jokiel-Rokita, Ryszard Magiera:
  Estimation of parameters for trend-renewal processes. 625-637
  
• Fortunato Pesarin, Luigi Salmaso:
  A review and some new results on permutation testing for multivariate problems. 639-646
  
• Sylvain Sardy, Maria-Pia Victoria-Feser:
  Isotone additive latent variable models. 647-659
  
• Fernando Ferraz do Nascimento, Dani Gamerman, Hedibert Freitas Lopes:
  A semiparametric Bayesian approach to extreme value estimation. 661-675
  

Volume 22, Number 2, March 2012

• Weixin Yao:
  Model based labeling for mixture models. 337-347
  
• Guglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-Alana:
  Deterministic versus stochastic seasonal fractional integration and structural breaks. 349-358
  
• D. Lamnisos, J. E. Griffin, M. F. J. Steel:
  Cross-validation prior choice in Bayesian probit regression with many covariates. 359-373
  
• Ata Kabán:
  Non-parametric detection of meaningless distances in high dimensional data. 375-385
  
• T. J. Harris, W. Yu:
  Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis. 387-396
  
• Jian Chen, Jeffrey S. Rosenthal:
  Decrypting classical cipher text using Markov chain Monte Carlo. 397-413
  
• Jason Wyse, Nial Friel:
  Block clustering with collapsed latent block models. 415-428
  
• David Campbell, Russell J. Steele:
  Smooth functional tempering for nonlinear differential equation models. 429-443
  
• Nickolay T. Trendafilov:
  DINDSCAL: direct INDSCAL. 445-454
  
• Jean-Patrick Baudry, Cathy Maugis, Bertrand Michel:
  Slope heuristics: overview and implementation. 455-470
  
• Kris Boudt, Jonathan Cornelissen, Christophe Croux:
  The Gaussian rank correlation estimator: robustness properties. 471-483
  
• Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, Olivier Cappé:
  Distributed detection/localization of change-points in high-dimensional network traffic data. 485-496
  
• David J. Nott, Minh-Ngoc Tran, Chenlei Leng:
  Variational approximation for heteroscedastic linear models and matching pursuit algorithms. 497-512
  
• Michael Amrein, Hans R. Künsch:
  Rate estimation in partially observed Markov jump processes with measurement errors. 513-526
  
• Hirokazu Yanagihara:
  A non-iterative optimization method for smoothness in penalized spline regression. 527-544
  
• Gerhard Tutz, Sebastian Petry:
  Nonparametric estimation of the link function including variable selection. 545-561
  
• Achilleas Achilleos, Aurore Delaigle:
  Local bandwidth selectors for deconvolution kernel density estimation. 563-577
  
• Francois Caron, Arnaud Doucet, Raphael Gottardo:
  On-line changepoint detection and parameter estimation with application to genomic data. 579-595
  
• Hossein Baghishani, Håvard Rue, Mohsen Mohammadzadeh:
  On a hybrid data cloning method and its application in generalized linear mixed models. 597-613
  
• Erik Lindström:
  A regularized bridge sampler for sparsely sampled diffusions. 615-623
  
• Alicja Jokiel-Rokita, Ryszard Magiera:
  Estimation of parameters for trend-renewal processes. 625-637
  
• Fortunato Pesarin, Luigi Salmaso:
  A review and some new results on permutation testing for multivariate problems. 639-646
  
• Sylvain Sardy, Maria-Pia Victoria-Feser:
  Isotone additive latent variable models. 647-659
  
• Fernando Ferraz do Nascimento, Dani Gamerman, Hedibert Freitas Lopes:
  A semiparametric Bayesian approach to extreme value estimation. 661-675
  

Volume 22, Number 3, May 2012

• Anestis Antoniadis, Alberto Pasanisi:
  Modeling of computer experiments for uncertainty propagation and sensitivity analysis. 677-679
  
• Luc Pronzato, Werner G. Müller:
  Design of computer experiments: space filling and beyond. 681-701
  
• Yves Auffray, Pierre Barbillon, Jean-Michel Marin:
  Maximin design on non hypercube domains and kernel interpolation. 703-712
  
• Robert B. Gramacy, Herbert K. H. Lee:
  Cases for the nugget in modeling computer experiments. 713-722
  
• Thomas Mühlenstädt, Olivier Roustant, Laurent Carraro, Sonja Kuhnt:
  Data-driven Kriging models based on FANOVA-decomposition. 723-738
  
• Valeria Sambucini:
  Confidence regions for the stationary point of a quadratic response surface based on the asymptotic distribution of its MLE. 739-751
  
• Serge Cohen, Sébastien Déjean, Sébastien Gadat:
  Adaptive sequential design for regression on multi-resolution bases. 753-772
  
• Julien Bect, David Ginsbourger, Ling Li, Victor Picheny, Emmanuel Vázquez:
  Sequential design of computer experiments for the estimation of a probability of failure. 773-793
  
• Frédéric Cérou, Pierre Del Moral, Teddy Furon, Arnaud Guyader:
  Sequential Monte Carlo for rare event estimation. 795-808
  
• Miguel Munoz Zuniga, Josselin Garnier, Emmanuel Remy, Etienne de Rocquigny:
  Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities. 809-821
  
• Astrid Jourdan:
  Global sensitivity analysis using complex linear models. 823-831
  
• Amandine Marrel, Bertrand Iooss, Sébastien Da Veiga, Mathieu Ribatet:
  Global sensitivity analysis of stochastic computer models with joint metamodels. 833-847
  

Volume 22, Number 4, July 2012

• Petros Dellaportas, Mohsen Pourahmadi:
  Cholesky-GARCH models with applications to finance. 849-855
  
• Jiguo Cao:
  Estimating generalized semiparametric additive models using parameter cascading. 857-865
  
• Joseph Sexton, Petter Laake:
  Boosted coefficient models. 867-876
  
• Marina I. Knight, Matthew A. Nunes, Guy P. Nason:
  Spectral estimation for locally stationary time series with missing observations. 877-895
  
• Nicolas Chopin, Tony Lelièvre, Gabriel Stoltz:
  Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors. 897-916
  
• Guillem Rigaill, E. Lebarbier, S. Robin:
  Exact posterior distributions and model selection criteria for multiple change-point detection problems. 917-929
  
• Tomás Mrkvicka, Samuel Soubeyrand, Joël Chadoeuf:
  Goodness-of-fit test of the mark distribution in a point process with non-stationary marks. 931-943
  
• Ulrich Paquet, Blaise Thomson, Ole Winther:
  A hierarchical model for ordinal matrix factorization. 945-957
  
• Woojoo Lee, Youngjo Lee:
  Modifications of REML algorithm for HGLMs. 959-966
  
• Simos G. Meintanis, Jochen Einbeck:
  Goodness-of-fit tests in semi-linear models. 967-979
  
• John A. D. Aston, Jyh-Ying Peng, Donald E. K. Martin:
  Implied distributions in multiple change point problems. 981-993
  
• Steven G. Gilmour:
  John Lawson: Design and analysis of experiments with SAS - Chapman and Hall/CRC Press, 2010. 995-996
  

Volume 22, Number 5, September 2012

• Matti Vihola:
  Robust adaptive Metropolis algorithm with coerced acceptance rate. 997-1008
  
• Pierre Del Moral, Arnaud Doucet, Ajay Jasra:
  An adaptive sequential Monte Carlo method for approximate Bayesian computation. 1009-1020
  
• Jeffrey L. Andrews, Paul D. McNicholas:
  Model-based clustering, classification, and discriminant analysis via mixtures of multivariate t-distributions - The tEIGEN family. 1021-1029
  
• Joshua C. C. Chan, Dirk P. Kroese:
  Improved cross-entropy method for estimation. 1031-1040
  
• Tristan Marshall, Gareth O. Roberts:
  An adaptive approach to Langevin MCMC. 1041-1057
  
• Jiguo Cao, Jing Cai, Liangliang Wang:
  Estimating curves and derivatives with parametric penalized spline smoothing. 1059-1067
  
• Minh-Ngoc Tran, David J. Nott, Chenlei Leng:
  The predictive Lasso. 1069-1084
  
• Xin-Yuan Song, Zhao-Hua Lu:
  Semiparametric transformation models with Bayesian P-splines. 1085-1098
  
• Gert van Valkenhoef, Tommi Tervonen, Bert de Brock, Hans Hillege:
  Algorithmic parameterization of mixed treatment comparisons. 1099-1111
  
• Sophie Donnet, Jean-Michel Marin:
  An empirical Bayes procedure for the selection of Gaussian graphical models. 1113-1123
  
• Ping-Feng Xu, Jianhua Guo, Man-Lai Tang:
  An improved Hara-Takamura procedure by sharing computations on junction tree in Gaussian graphical models. 1125-1133
  
• Wai-Yin Poon, Hai-Bin Wang:
  Latent variable models with ordinal categorical covariates. 1135-1154
  
• Leonid Kontorovich:
  Statistical estimation with bounded memory. 1155-1164
  

Volume 22, Number 6, November 2012

• Gilles Celeux:
  Approximate Bayesian computation methods. 1165-1166
  
• Jean-Michel Marin, Pierre Pudlo, Christian P. Robert, Robin J. Ryder:
  Approximate Bayesian computational methods. 1167-1180
  
• Chris P. Barnes, Sarah Filippi, Michael P. H. Stumpf, Thomas Thorne:
  Considerate approaches to constructing summary statistics for ABC model selection. 1181-1197
  
• Ross McVinish:
  Improving ABC for quantile distributions. 1199-1207
  
• Gareth W. Peters, Y. Fan, Scott A. Sisson:
  On sequential Monte Carlo, partial rejection control and approximate Bayesian computation. 1209-1222
  
• Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy:
  Filtering via approximate Bayesian computation. 1223-1237
  
• Peter Neal:
  Efficient likelihood-free Bayesian Computation for household epidemics. 1239-1256
  
• Andrea Rau, Florence Jaffrézic, Jean-Louis Foulley, R. W. Doerge:
  Reverse engineering gene regulatory networks using approximate Bayesian computation. 1257-1271
  
• David J. Nott, Lucy Marshall, Minh-Ngoc Tran:
  The ensemble Kalman filter is an ABC algorithm. 1273-1276
  

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