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ISSN: 2333-9721
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Statistics

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主页: http://arxiv.org/archive/stat

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Beyond first-order asymptotics for Cox regression

Donald A. Pierce,Ruggero Bellio

Scalar products in GL(3)-based models with trigonometric R-matrix. Determinant representation

N. A. Slavnov

Asymptotic work statistics of periodically driven Ising chains

Angelo Russomanno,Shraddha Sharma,Amit Dutta,Giuseppe E. Santoro

The Araucaria Project. Accurate stellar parameters and distance to evolved eclipsing binary ASAS J180057-2333.8 in Sagittarius Arm

K. Suchomska,D. Graczyk,R. Smolec,G. Pietrzyński,W. Gieren,K. St？pień,P. Konorski,B. Pilecki,S. Villanova,I. B. Thompson,M. Górski,P. Karczmarek,P. Wielgórski,R. I. Anderson

How to calculate quantum quench distributions with a weighted Wang-Landau Monte Carlo

Simone Ziraldo,Giuseppe E. Santoro

The entropy of the six-vertex model with variety of different boundary conditions

T. S. Tavares,G. A. P. Ribeiro,V. E. Korepin

On the distance of the globular cluster M4 (NGC 6121) using RR Lyrae stars: II. Mid-infrared period-luminosity relations

J. R. Neeley,M. Marengo,G. Bono,V. F. Braga,M. Dall'Ora,P. B. Stetson,I. Ferraro,W. L. Freedman,G. Iannicola,B. F. Madore,N. Matsunaga,A. Monson,S. E. Persson,V. Scowcroft,M. Seibert

Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE)

Maurizio Filippone,Raphael Engler

Coordinate Transformation and Polynomial Chaos for the Bayesian Inference of a Gaussian Process with Parametrized Prior Covariance Function

Ihab Sraj,Olivier P. Le Ma？tre,Omar M. Knio,Ibrahim Hoteit

Control Functionals for Quasi-Monte Carlo Integration

Chris. J. Oates,Mark Girolami

Discussion of "Sequential Quasi-Monte Carlo" by Mathieu Gerber and Nicolas Chopin

Chris. J. Oates,Daniel Simpson,Mark Girolami

Quantifying uncertainties on excursion sets under a Gaussian random field prior

Dario Azzimonti,Julien Bect,Clément Chevalier,David Ginsbourger

A Generalized Empirical Likelihood Approach for Two-Group Comparisons Given a U-Statistic Constraint

Jihnhee Yu,Luge Yang,Albert Vexler,Alan D. Hutson

Detecting breaks in the dependence of multivariate extreme-value distributions

Axel Bücher,Paul Kinsvater,Ivan Kojadinovic

Implementable confidence sets in high dimensional regression

Alexandra Carpentier

Differentially Private Bayesian Optimization

Matt J. Kusner,Jacob R. Gardner,Roman Garnett,Kilian Q. Weinberger

Estimation and Simulation of a COGARCH(p,q) model in the YUIMA project

Stefano M. Iacus,Lorenzo Mercuri,Edit Rroji

Efficient adaptive MCMC through precision estimation

Jonas Wallin,David Bolin

The Problem Of Grue Isn't

William M. Briggs

Measuring the Graph Concordance of Locally Dependent Observations

Kyungchul Song

Robust Hypothesis Testing with $α$-Divergence

G？khan Gül,Abdelhak M. Zoubir

Robust confidence intervals for causal effects with possibly invalid instruments

Hyunseung Kang,T. Tony Cai,Dylan S. Small

Causal inference using invariant prediction: identification and confidence intervals

Jonas Peters,Peter Bühlmann,Nicolai Meinshausen

On Two Simple and Effective Procedures for High Dimensional Classification of General Populations

Zhaoyuan Li,Jianfeng Yao

Optimal designs in regression with correlated errors

Holger Dette,Andrey Pepelyshev,Anatoly Zhigljavsky

Quantile regression for longitudinal data: unobserved heterogeneity and informative missingness

Maria Francesca Marino,Nikos Tzavidis,Marco Alfo'

Penalized integrative analysis under the accelerated failure time model

Qingzhao Zhang,Sanguo Zhang,Jin Liu,Jian Huang,Shuangge Ma

Multipurpose Lasso

Hamed Haselimashhadi

Regularized Principal Component Analysis for Spatial Data

Wen-Ting Wang,Hsin-Cheng Huang

An Overview on the Estimation of Large Covariance and Precision Matrices

Jianqing Fan,Yuan Liao,Han Liu

Affine Reduction of Dimensionality: An Origin-Centric Perspective

Robert L. Obenchain

Time Series Clustering using the Total Variation Distance with Applications in Oceanography

Pedro C. Alvarez-Esteban,C. Euán,J. Ortega

Nonparametric Identification for Respondent-Driven Sampling

Peter M. Aronow,Forrest W. Crawford

Synergy, suppression and immorality: forward differences of the entropy function

Joe Whittaker,Florian Martin,Yang Xiang

Splitting hybrid Make-To-Order and Make-To-Stock demand profiles

Wolfgang Garn,James Aitken

Fully Bayesian binary Markov random field models: Prior specification and posterior simulation

Petter Arnesen,H？kon Tjelmeland

On the Population Size Estimation from Dual-record System: Profile-Likelihood Approaches

Kiranmoy Chatterjee,Diganta Mukherjee

Extending the Latent Multinomial Model with Complex Error Processes and Dynamic Markov Bases

Simon J Bonner,Matthew R Schofield,Patrik Noren,Steven J Price

Random projection ensemble classification

Timothy I. Cannings,Richard J. Samworth

Spectral unmixing of Multispectral Lidar signals

Yoann Altmann,Andrew Wallace,Steve McLaughlin

Information content of partially rank-ordered set samples

Armin Hatefi,Mohammad Jafari Jozani

Sparse canonical correlation analysis from a predictive point of view

Ines Wilms,Christophe Croux

Robust high-dimensional precision matrix estimation

Viktoria ？llerer,Christophe Croux

Sparse cointegration

Ines Wilms,Christophe Croux

Causal inference for ordinal outcomes

Alexander Volfovsky,Edoardo M. Airoldi,Donald B. Rubin

On testing More IFRA Ordering-II

Muhyiddin Izadi,Baha-Eldin Khaledi,Chin-Diew Lai

The ABC of Simulation Estimation with Auxiliary Statistics

Jean-Jacques Forneron,Serena Ng

Auxiliary Variable Markov Chain Monte Carlo for Spatial Survival and Geostatistical Models

Benjamin M. Taylor

The Hamming Ball Sampler

Michalis K. Titsias,Christopher Yau

©2008-2020 OALib, Inc | Public user content licensed CC-BY 4.0 unless otherwise specified. OALib ISSN Online: 2333-9721 OALib ISSN Print: 2333-9705