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
Special Issue:
Modeling of Computer Experiments for Uncertainty Propagation and Sensitivity Analysis
- 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
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