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Statistics

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主页: http://arxiv.org/archive/stat

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Two samples test for discrete power-law distributions

Alessandro Bessi

Sequential Empirical Bayes method for filtering dynamic spatiotemporal processes

Evangelos Evangelou,Vasileios Maroulas

Robust Inference for State-Space Models with Skewed Measurement Noise

Henri Nurminen,Tohid Ardeshiri,Robert Piché,Fredrik Gustafsson

Spatially adaptive covariance tapering

David Bolin,Jonas Wallin

Approximate Bayesian Computation for Copula Estimation

Clara Grazian,Brunero Liseo

Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing

Jason Xu,Vladimir N. Minin

Scrambled geometric net integration over general product spaces

K. Basu,A. B. Owen

A Bennett Inequality for the Missing Mass

Bahman Yari Saeed Khanloo

Differentiating the multipoint Expected Improvement for optimal batch design

Sébastien Marmin,Clément Chevalier,David Ginsbourger

Non-parametric Bayesian Models of Response Function in Dynamic Image Sequences

Ond？ej Tichy,Václav ？mídl

Constrained Convex Neyman-Pearson Classification Using an Outer Approximation Splitting Method

Michel Barlaud,Patrick L. Combettes,Lionel Fillatre

String Gaussian Process Kernels

Yves-Laurent Kom Samo,Stephen Roberts

Convex recovery of tensors using nuclear norm penalization

Stephane Chretien,Tianwen Wei

High-dimensional Ordinary Least-squares Projection for Screening Variables

Xiangyu Wang,Chenlei Leng

Fast Mixing for Discrete Point Processes

Patrick Rebeschini,Amin Karbasi

Dynamic Models of Animal Movement with Spatial Point Process Interactions

James C. Russell,Ephraim M. Hanks,Murali Haran

CEoptim: Cross-Entropy R Package for Optimization

Tim Benham,Qibin Duan,Dirk P. Kroese,Benoit Liquet

Application of Sequential Quasi-Monte Carlo to Autonomous Positioning

Nicolas Chopin,Mathieu Gerber

A Random Matrix Theoretical Approach to Early Event Detection Using Experimental Data

Y. Cao,L. Cai,C. Qiu,J. Gu,X. He,Q. Ai,Z. Jin

label.switching: An R Package for Dealing with the Label Switching Problem in MCMC Outputs

Panagiotis Papastamoulis

Modeling population structure under hierarchical Dirichlet processes

M. De Iorio,L. T. Elliott,S. Favaro,K. Adhikari,Y. W. Teh

Accelerating Metropolis-Hastings algorithms by Delayed Acceptance

Marco Banterle,Clara Grazian,Anthony Lee,Christian P. Robert

Estimation of extended mixed models using latent classes and latent processes: the R package lcmm

Cécile Proust-Lima,Viviane Philipps,Benoit Liquet

Interference and Sensitivity Analysis

Tyler J. VanderWeele,Eric J. Tchetgen Tchetgen,M. Elizabeth Halloran

Approximate likelihood inference in generalized linear latent variable models based on integral dimension reduction

Silvia Bianconcini,Silvia Cagnone,Dimitris Rizopoulos

Multivariate Spatio-Temporal Models for High-Dimensional Areal Data with Application to Longitudinal Employer-Household Dynamics

Jonathan R. Bradley,Scott H. Holan,Christopher K. Wikle

Variational Bayes with Intractable Likelihood

Minh-Ngoc Tran,David J. Nott,Robert Kohn

Change point analysis of second order characteristics in non-stationary time series

Holger Dette,Weichi Wu,Zhou Zhou

Maximum Likelihood Estimation for the Weight Lindley Distribution Parameters under Different Types of Censoring

Pedro L. Ramos,Francisco Louzada,Vicente G. Cancho

A Bayesian Level Set Method for Geometric Inverse Problems

Marco A. Iglesias,Yulong Lu,Andrew M. Stuart

Dynamic models for estimating the effect of HAART on CD4 in observational studies: application to the Aquitaine Cohort study and the Swiss HIV Cohort Study

M. Prague,D. Commenges,J. M. Gran,B. Ledergerber,J. young,H. Furrer,R. Thiébaut

Anisotropic Brown-Resnick space-time processes: estimation and model assessment

Sven Buhl,Claudia Klüppelberg

High-dimensional inference on covariance structures via the extended cross-data-matrix methodology

Kazuyoshi Yata,Makoto Aoshima

A Variant of AIC Using Bayesian Marginal Likelihood

Yuki Kawakubo,Tatsuya Kubokawa,Muni S. Srivastava

Robust estimation for mixtures of Gaussian factor analyzers, based on trimming and constraints

L. A. García-Escudero,A. Gordaliza,F. Greselin,S. Ingrassia,A. Mayo-Iscar

High-dimensional inference in misspecified linear models

Peter Bühlmann,Sara van de Geer

Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise

Ester Mariucci

Propagation of Uncertainty in Risk Analysis and Safety Integrity Level Composition

Jens Braband,Hendrik Sch？be

Two-dimensional Kolmogorov-type Goodness-of-fit Tests Based on Characterizations and their Asymptotic Efficiencies

Bojana Milo？evi？,Marko Obradovi？

Bayesian Endogenous Tobit Quantile Regression

Genya Kobayashi

Within Group Variable Selection through the Exclusive Lasso

Frederick Campbell,Genevera I. Allen

Asymptotic Efficiency of New Exponentiality Tests Based on a Characterization

Bojana Milo？evi？

Optimal shrinkage estimation in heteroscedastic hierarchical linear models

Samuel Kou,Justin J. Yang

Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients

Baojun Dou,Maria Lucia Parrella,Qiwei Yao

Bayesian Variable Selection for Linear Regression with the $κ$-$G$ Priors

Zichen Ma,Ernest Fokoué

Change Points via Probabilistically Pruned Objectives

Nicholas A. James,David S. Matteson

Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean

Asaf Weinstein,Zhuang Ma,Lawrence D. Brown,Cun-Hui Zhang

Mixtures of g-priors in Generalized Linear Models

Yingbo Li,Merlise A. Clyde

Personalized Screening Intervals for Biomarkers using Joint Models for Longitudinal and Survival Data

Dimitris Rizopoulos,Jeremy M. G. Taylor,Joost van Rosmalen,Ewout W. Steyerberg,Johanna J. M. Takkenberg

A Heuristic Reference Recursive Recipe for the Menacing Problem of Adaptively Tuning the Kalman Filter Statistics. Part-1. Formulation and Simulation Studies

M. R. Ananthasayanam,Shyam Mohan M,Naren Naik,R. M. O. Gemson

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