• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Wendy K. Tam Cho, Yan Y. Liu

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large, complex, and constrained spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Jian Cao, Marc G. Genton, David E. Keyes, George M. Turkiyyah

We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student-t probabilities arising in spatial statistics. The approach combines a tile-low-rank representation of covariance matrices with a block-reordering scheme for efficient quasi-Monte Carlo simulation. The tile-low-rank representation decomposes the high-dimensional problem into many diagonal-block-size

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Andrew J. Holbrook, Charles E. Loeffler, Seth R. Flaxman, Marc A. Suchard

The Hawkes process and its extensions effectively model self-excitatory phenomena including earthquakes, viral pandemics, financial transactions, neural spike trains and the spread of memes through social networks. The usefulness of these stochastic process models within a host of economic sectors and scientific disciplines is undercut by the processes’ computational burden: complexity of likelihood

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Shengwei Hu, Yong Wang

Modal clustering has a clear population goal, where density estimation plays a critical role. In this paper, we study how to provide better density estimation so as to serve the objective of modal clustering. In particular, we use semiparametric mixtures for density estimation, aided with a novel mode-flattening technique. The use of semiparametric mixtures helps to produce better density estimates

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Zhiyan Ding, Qin Li

Ensemble Kalman inversion (EKI) has been a very popular algorithm used in Bayesian inverse problems (Iglesias et al. in Inverse Probl 29: 045001, 2013). It samples particles from a prior distribution and introduces a motion to move the particles around in pseudo-time. As the pseudo-time goes to infinity, the method finds the minimizer of the objective function, and when the pseudo-time stops at 1,

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Javier Juan-Albarracín, Elies Fuster-Garcia, Alfons Juan, Juan M. García-Gómez

In this work, we propose a new Bayesian model for unsupervised image segmentation based on a combination of the spatially varying finite mixture models (SVFMMs) and the non-local means (NLM) framework. The probabilistic NLM weighting function is successfully integrated into a varying Gauss–Markov random field, yielding a prior density that adaptively imposes a local regularization to simultaneously

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Yariv Aizenbud, Boris Landa, Yoel Shkolnisky

In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases, the challenge is to discover a low-dimensional structure in the data, often concealed by the existence of nuisance parameters and noise. Motivated by such challenges, we consider the problem of estimating a signal from its scaled, cyclically shifted and noisy observations

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Kitty Yuen Yi Wan, Jim E. Griffin

Bayesian variable selection is an important method for discovering variables which are most useful for explaining the variation in a response. The widespread use of this method has been restricted by the challenging computational problem of sampling from the corresponding posterior distribution. Recently, the use of adaptive Monte Carlo methods has been shown to lead to performance improvement over

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
William H. Aeberhard, Eva Cantoni, Giampiero Marra, Rosalba Radice

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such assumption are known to mislead any likelihood-based inference and can hinder penalization schemes meant to ensure some degree of smoothness for nonlinear effects. We propose

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-12
Guillaume Gautier, Rémi Bardenet, Michal Valko

We investigate sampling $$\beta$$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu and Edelman (J Math Phys 43(11):5830–5847, 2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a random Jacobi matrix. First, we provide a unifying and elementary treatment of the tridiagonal models associated with the three classical

更新日期：2021-01-12
• Stat. Comput. (IF 3.035) Pub Date : 2021-01-06
Josef Dick, Takashi Goda, Hiroya Murata

Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, called Toeplitz Monte Carlo (TMC) estimator, for approximating the integral of a multivariate function with respect to the direct product of an identical univariate probability measure. The TMC estimator generates a sequence $$x_1,x_2,\ldots$$ of i.i.d. samples

更新日期：2021-01-11
• Stat. Comput. (IF 3.035) Pub Date : 2020-08-28
Angshuman Roy, Soham Sarkar, Anil K. Ghosh, Alok Goswami

Testing for mutual independence among several random vectors is a challenging problem, and in recent years, it has gained significant attention in statistics and machine learning literature. Most of the existing tests of independence deal with only two random vectors, and they do not have straightforward generalizations for testing mutual independence among more than two random vectors of arbitrary

更新日期：2020-09-30
• Stat. Comput. (IF 3.035) Pub Date : 2020-08-20
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone

The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model Simul 10(1):146–179, 2012), is a highly efficient simulation technique that can be used to estimate various statistical quantities for stochastic reaction networks, in particular for stochastic biological systems. Unfortunately, the robustness and performance of

更新日期：2020-09-30
• Stat. Comput. (IF 3.035) Pub Date : 2020-09-12
Hans Kersting, T. J. Sullivan, Philipp Hennig

A recently introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution x and its first q derivatives a priori as a Gauss–Markov process $${\varvec{X}}$$, which is then iteratively conditioned on information about $${\dot{x}}$$. This article establishes worst-case

更新日期：2020-09-12
• Stat. Comput. (IF 3.035) Pub Date : 2020-09-09
David Gunawan, Khue-Dung Dang, Matias Quiroz, Robert Kohn, Minh-Ngoc Tran

We show how to speed up sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequence of distributions, beginning with a distribution that is easy to sample from such as the prior and ending with the posterior distribution. Each update of the particle cloud consists of three steps: reweighting, resampling

更新日期：2020-09-10
• Stat. Comput. (IF 3.035) Pub Date : 2020-09-05
Estelle Kuhn, Catherine Matias, Tabea Rebafka

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation–Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown to be convergent under classical conditions as the number of iterations increases. Numerical experiments illustrate the performance of the mini-batch algorithm in

更新日期：2020-09-07
• Stat. Comput. (IF 3.035) Pub Date : 2020-09-05
Daniel Ahfock, Geoffrey J. McLachlan

There has been increasing interest in using semi-supervised learning to form a classifier. As is well known, the (Fisher) information in an unclassified feature with unknown class label is less (considerably less for weakly separated classes) than that of a classified feature which has known class label. Hence in the case where the absence of class labels does not depend on the data, the expected error

更新日期：2020-09-07
• Stat. Comput. (IF 3.035) Pub Date : 2020-09-04
Aaron P. Lowther, Paul Fearnhead, Matthew A. Nunes, Kjeld Jensen

Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint model-fitting and predictor selection procedure for linear regression models. Our approach can model and account for serial correlation in the regression residuals

更新日期：2020-09-05
• Stat. Comput. (IF 3.035) Pub Date : 2020-08-01
Georg Hahn, Paul Fearnhead, Idris A. Eckley

This article focuses on the challenging problem of efficiently detecting changes in mean within multivariate data sequences. Multivariate changepoints can be detected by projecting a multivariate series to a univariate one using a suitable projection direction that preserves a maximal proportion of signal information. However, for some existing approaches the computation of such a projection direction

更新日期：2020-08-01
• Stat. Comput. (IF 3.035) Pub Date : 2020-07-29
Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez

We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed scheme is a stochastic zeroth-order optimization algorithm which demands only the capability to evaluate small subsets of components of the cost function. It can

更新日期：2020-07-30
• Stat. Comput. (IF 3.035) Pub Date : 2020-07-17
Antonio Lijoi, Igor Prünster, Tommaso Rigon

Hierarchical normalized discrete random measures identify a general class of priors that is suited to flexibly learn how the distribution of a response variable changes across groups of observations. A special case widely used in practice is the hierarchical Dirichlet process. Although current theory on hierarchies of nonparametric priors yields all relevant tools for drawing posterior inference, their

更新日期：2020-07-17
• Stat. Comput. (IF 3.035) Pub Date : 2020-07-16
Aude Sportisse, Claire Boyer, Julie Josse

Missing values challenge data analysis because many supervised and unsupervised learning methods cannot be applied directly to incomplete data. Matrix completion based on low-rank assumptions are very powerful solution for dealing with missing values. However, existing methods do not consider the case of informative missing values which are widely encountered in practice. This paper proposes matrix

更新日期：2020-07-17
• Stat. Comput. (IF 3.035) Pub Date : 2020-07-16
Andrew Zammit-Mangion, Jonathan Rougier

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that modelling and prediction using infinite-dimensional process models is not possible with large data sets, and that both approximate models and, often, approximate-inference

更新日期：2020-07-16
• Stat. Comput. (IF 3.035) Pub Date : 2020-07-14

Cluster point processes comprise a class of models that have been used for a wide range of applications. While several models have been studied for the probability density function of the offspring displacements and the parent point process, there are few examples of non-Poisson distributed cluster sizes. In this paper, we introduce a generalization of the Thomas process, which allows for the cluster

更新日期：2020-07-14
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-30
Andrea Cappozzo; Francesca Greselin; Thomas Brendan Murphy

Three important issues are often encountered in Supervised and Semi-Supervised Classification: class memberships are unreliable for some training units (label noise), a proportion of observations might depart from the main structure of the data (outliers) and new groups in the test set may have not been encountered earlier in the learning phase (unobserved classes). The present work introduces a robust

更新日期：2020-06-30
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-29
Denis Allard; Xavier Emery; Céline Lacaux; Christian Lantuéjoul

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial structure and a conditionally negative definite function associated with the temporal structure. In both cases, the simulated random field is constructed as a weighted

更新日期：2020-06-29
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-26
Joonha Park; Edward L. Ionides

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition densities arise in models defined implicitly by simulation algorithms. Widely used particle filter methods are applicable to nonlinear, non-Gaussian models but

更新日期：2020-06-26
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-25
Serhat Emre Akhanli; Christian Hennig

A key issue in cluster analysis is the choice of an appropriate clustering method and the determination of the best number of clusters. Different clusterings are optimal on the same data set according to different criteria, and the choice of such criteria depends on the context and aim of clustering. Therefore, researchers need to consider what data analytic characteristics the clusters they are aiming

更新日期：2020-06-25
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-25
Hendrik van der Wurp; Andreas Groll; Thomas Kneib; Giampiero Marra; Rosalba Radice

We propose a versatile joint regression framework for count responses. The method is implemented in the R add-on package GJRM and allows for modelling linear and non-linear dependence through the use of several copulae. Moreover, the parameters of the marginal distributions of the count responses and of the copula can be specified as flexible functions of covariates. Motivated by competitive settings

更新日期：2020-06-25
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-24

We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing MCMC methods, including Metropolis–Hastings algorithms using random proposals and methods that use deterministic proposals such as Hamiltonian Monte Carlo (HMC) or

更新日期：2020-06-24
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-15
Ajay Jasra; Fangyuan Yu; Jeremy Heng

In the following article we consider the numerical approximation of the non-linear filter in continuous-time, where the observations and signal follow diffusion processes. Given access to high-frequency, but discrete-time observations, we resort to a first order time discretization of the non-linear filter, followed by an Euler discretization of the signal dynamics. In order to approximate the associated

更新日期：2020-06-15
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-11
T. Whitaker; B. Beranger; S. A. Sisson

Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions—such as random rectangles or histograms—each describing a portion of the larger dataset. Recent work has developed likelihood-based methods that permit fitting models for the underlying data while only observing the distributional summaries. However

更新日期：2020-06-11
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-07
Christian Soize; Roger G. Ghanem; Christophe Desceliers

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the following assumptions: (1) neither the prior model nor the likelihood function are Gaussian and neither can be approximated by a Gaussian measure; (2) the number of functional

更新日期：2020-06-07
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-04
Alfredo Alegría; Xavier Emery; Christian Lantuéjoul

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued Gaussian random fields on the d-dimensional unit sphere. The simulated random field is obtained by a sum of Gegenbauer waves, each of which is variable along a randomly

更新日期：2020-06-04
• Stat. Comput. (IF 3.035) Pub Date : 2020-06-01
Fadhel Ayed; Marco Battiston; Federico Camerlenghi

Post randomization methods are among the most popular disclosure limitation techniques for both categorical and continuous data. In the categorical case, given a stochastic matrix M and a specified variable, an individual belonging to category i is changed to category j with probability $$M_{i,j}$$. Every approach to choose the randomization matrix M has to balance between two desiderata: (1) preserving

更新日期：2020-06-01
• Stat. Comput. (IF 3.035) Pub Date : 2020-05-29
Luis Angel García-Escudero; Agustín Mayo-Iscar; Marco Riani

Model-based approaches to cluster analysis and mixture modeling often involve maximizing classification and mixture likelihoods. Without appropriate constrains on the scatter matrices of the components, these maximizations result in ill-posed problems. Moreover, without constrains, non-interesting or “spurious” clusters are often detected by the EM and CEM algorithms traditionally used for the maximization

更新日期：2020-05-29
• Stat. Comput. (IF 3.035) Pub Date : 2020-05-27
Francesco Sanna Passino; Nicholas A. Heard

Spectral embedding of adjacency or Laplacian matrices of undirected graphs is a common technique for representing a network in a lower dimensional latent space, with optimal theoretical guarantees. The embedding can be used to estimate the community structure of the network, with strong consistency results in the stochastic blockmodel framework. One of the main practical limitations of standard algorithms

更新日期：2020-05-27
• Stat. Comput. (IF 3.035) Pub Date : 2020-05-22
Mirai Igarashi; Nobuhiko Terui

This study proposes a model for characterizing online communities by combining two types of data: network data and user-generated-content (UGC). The existing models for detecting the community structure of a network employ only network information. However, not all people connected in a network share the same interests. For instance, even if students belong to the same community of “school,” they may

更新日期：2020-05-22
• Stat. Comput. (IF 3.035) Pub Date : 2020-05-15
Luigi Augugliaro; Gianluca Sottile; Veronica Vinciotti

In many applied fields, such as genomics, different types of data are collected on the same system, and it is not uncommon that some of these datasets are subject to censoring as a result of the measurement technologies used, such as data generated by polymerase chain reactions and flow cytometer. When the overall objective is that of network inference, at possibly different levels of a system, information

更新日期：2020-05-15
• Stat. Comput. (IF 3.035) Pub Date : 2020-04-28
Linda S. L. Tan; Aishwarya Bhaskaran; David J. Nott

We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into “global” parameters and “local” latent variables, we define a class of variational approximations that exploit this partitioning and go beyond Gaussian variational approximation. This approximation is motivated by the fact that in many hierarchical

更新日期：2020-04-28
• Stat. Comput. (IF 3.035) Pub Date : 2020-04-24
Ottmar Cronie; Mehdi Moradi; Jorge Mateu

As a workaround for the lack of transitive transformations on linear network structures, which are required to consider different notions of distributional invariance, including stationarity, we introduce the notions of pseudostationarity and intensity reweighted moment pseudostationarity for point processes on linear networks. Moreover, using arbitrary so-called regular linear network distances, e

更新日期：2020-04-24
• Stat. Comput. (IF 3.035) Pub Date : 2020-04-24
Francesco Sanna Passino; Nicholas A. Heard

Periodic patterns can often be observed in real-world event time data, possibly mixed with non-periodic arrival times. For modelling purposes, it is necessary to correctly distinguish the two types of events. This task has particularly important implications in computer network security; there, separating automated polling traffic and human-generated activity in a computer network is important for

更新日期：2020-04-24
• Stat. Comput. (IF 3.035) Pub Date : 2020-04-08
Shanika L. Wickramasuriya; Berwin A. Turlach; Rob J. Hyndman

The sum of forecasts of disaggregated time series is often required to equal the forecast of the aggregate, giving a set of coherent forecasts. The least squares solution for finding coherent forecasts uses a reconciliation approach known as MinT, proposed by Wickramasuriya, Athanasopoulos, and Hyndman (2019). The MinT approach and its variants do not guarantee that the coherent forecasts are non-negative

更新日期：2020-04-08
• Stat. Comput. (IF 3.035) Pub Date : 2020-04-05
S. G. J. Senarathne; C. C. Drovandi; J. M. McGree

This article presents a novel Laplace-based algorithm that can be used to find Bayesian adaptive designs under model and parameter uncertainty. Our algorithm uses Laplace importance sampling to provide a computationally efficient approach to undertake adaptive design and inference when compared to standard approaches such as those based on the sequential Monte Carlo (SMC) algorithm. Like the SMC approach

更新日期：2020-04-05
• Stat. Comput. (IF 3.035) Pub Date : 2020-04-04
Haixu Wang; Jiguo Cao

Reconstructing the functional network of a neuron cluster is a fundamental step to reveal the complex interactions among neural systems of the brain. Current approaches to reconstruct a network of neurons or neural systems focus on establishing a static network by assuming the neural network structure does not change over time. To the best of our knowledge, this is the first attempt to build a time-varying

更新日期：2020-04-04
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-28
Thomas Grundy; Rebecca Killick; Gueorgui Mihaylov

High-dimensional changepoint analysis is a growing area of research and has applications in a wide range of fields. The aim is to accurately and efficiently detect changepoints in time series data when both the number of time points and dimensions grow large. Existing methods typically aggregate or project the data to a smaller number of dimensions, usually one. We present a high-dimensional changepoint

更新日期：2020-03-28
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-16
Pierre Alquier; Karine Bertin; Paul Doukhan; Rémy Garnier

We propose a vector auto-regressive model with a low-rank constraint on the transition matrix. This model is well suited to predict high-dimensional series that are highly correlated, or that are driven by a small number of hidden factors. While our model has formal similarities with factor models, its structure is more a way to reduce the dimension in order to improve the predictions, rather than

更新日期：2020-03-16
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-14
Rahul Mazumder; Diego Saldana; Haolei Weng

In this paper, we study the popularly dubbed matrix completion problem, where the task is to “fill in” the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of low rank. Our contributions herein enhance our prior work on nuclear norm regularized problems for matrix completion (Mazumder et al. in J Mach Learn Res 1532(11):2287–2322

更新日期：2020-03-14
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-12
José L. Torrecilla; Carlos Ramos-Carreño; Manuel Sánchez-Montañés; Alberto Suárez

A procedure to derive optimal discrimination rules is formulated for binary functional classification problems in which the instances available for induction are characterized by random trajectories sampled from different Gaussian processes, depending on the class label. Specifically, these optimal rules are derived as the asymptotic form of the quadratic discriminant for the discretely monitored trajectories

更新日期：2020-03-12
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-11
G. S. Rodrigues; David J. Nott; S. A. Sisson

Likelihood-free methods such as approximate Bayesian computation (ABC) have extended the reach of statistical inference to problems with computationally intractable likelihoods. Such approaches perform well for small-to-moderate dimensional problems, but suffer a curse of dimensionality in the number of model parameters. We introduce a likelihood-free approximate Gibbs sampler that naturally circumvents

更新日期：2020-03-11
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-11
Aijun Zhang; Hengtao Zhang; Guosheng Yin

Iterative Hessian sketch (IHS) is an effective sketching method for modeling large-scale data. It was originally proposed by Pilanci and Wainwright (J Mach Learn Res 17(1):1842–1879, 2016) based on randomized sketching matrices. However, it is computationally intensive due to the iterative sketch process. In this paper, we analyze the IHS algorithm under the unconstrained least squares problem setting

更新日期：2020-03-11
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-06
Qiang Liu; Xin T. Tong

Inverse problem is ubiquitous in science and engineering, and Bayesian methodologies are often used to infer the underlying parameters. For high-dimensional temporal-spatial models, classical Markov chain Monte Carlo methods are often slow to converge, and it is necessary to apply Metropolis-within-Gibbs (MwG) sampling on parameter blocks. However, the computation cost of each MwG iteration is typically

更新日期：2020-03-06
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-04
Katya Mauff; Ewout Steyerberg; Isabella Kardys; Eric Boersma; Dimitris Rizopoulos

Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks and recurrent events. Several software packages are now also available for their implementation. Although mathematically straightforward, the inclusion of multiple

更新日期：2020-03-04
• Stat. Comput. (IF 3.035) Pub Date : 2020-03-04
Hongliang Lü; Julyan Arbel; Florence Forbes

One of the central issues in statistics and machine learning is how to select an adequate model that can automatically adapt its complexity to the observed data. In the present paper, we focus on the issue of determining the structure of clustered data, both in terms of finding the appropriate number of clusters and of modeling the right dependence structure between the observations. Bayesian nonparametric

更新日期：2020-03-04
• Stat. Comput. (IF 3.035) Pub Date : 2020-02-28
D. Belomestny; L. Iosipoi; E. Moulines; A. Naumov; S. Samsonov

In this paper, we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these functionals over suitable classes of control variates. A distinctive feature of the proposed approach is its ability to significantly reduce the overall finite sample variance. This feature is theoretically demonstrated by

更新日期：2020-02-28
• Stat. Comput. (IF 3.035) Pub Date : 2020-02-24
Raoul Müller; Dominic Schuhmacher; Jorge Mateu

We introduce the transport–transform and the relative transport–transform metrics between finite point patterns on a general space, which provide a unified framework for earlier point pattern metrics, in particular the generalized spike time and the normalized and unnormalized optimal subpattern assignment metrics. Our main focus is on barycenters, i.e., minimizers of a q-th-order Fréchet functional

更新日期：2020-02-24
• Stat. Comput. (IF 3.035) Pub Date : 2020-02-19
Weichang Yu; John T. Ormerod; Michael Stewart

A fast Bayesian method that seamlessly fuses classification and hypothesis testing via discriminant analysis is developed. Building upon the original discriminant analysis classifier, modelling components are added to identify discriminative variables. A combination of cake priors and a novel form of variational Bayes we call reverse collapsed variational Bayes gives rise to variable selection that

更新日期：2020-02-19
• Stat. Comput. (IF 3.035) Pub Date : 2020-02-14
Assyr Abdulle; Giacomo Garegnani

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomise ODE solvers by adding a random forcing term, we show that a probability measure over the numerical solution of ODEs can be obtained by introducing suitable random time steps in a classical time

更新日期：2020-02-14
• Stat. Comput. (IF 3.035) Pub Date : 2020-02-14
Lifeng Ye; Alexandros Beskos; Maria De Iorio; Jie Hao

In variational inference (VI), coordinate-ascent and gradient-based approaches are two major types of algorithms for approximating difficult-to-compute probability densities. In real-world implementations of complex models, Monte Carlo methods are widely used to estimate expectations in coordinate-ascent approaches and gradients in derivative-driven ones. We discuss a Monte Carlo co-ordinate ascent

更新日期：2020-02-14
• Stat. Comput. (IF 3.035) Pub Date : 2020-02-05
Keiji Takai

An incomplete-data Fisher scoring method is proposed for parameter estimation in models where data are missing and in latent-variable models that can be formulated as a missing data problem. The convergence properties of the proposed method and an accelerated variant of this method are provided. The main features of this method are its ability to accelerate the rate of convergence by adjusting the

更新日期：2020-02-05
Contents have been reproduced by permission of the publishers.

down
wechat
bug