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pro vyhledávání: '"stat.CO"'
Publikováno v:
Statistica Sinica.
Directional tests to compare incomplete undirected graphs are developed in the general context of covariance selection for Gaussian graphical models. The exactness of the underlying saddlepoint approximation is proved for chordal graphs and leads to
Publikováno v:
Social Networks. 74:156-165
Ensembles of networks arise in various fields where multiple independent networks are observed on the same set of nodes, for example, a collection of brain networks constructed on the same brain regions for different individuals. However, there are f
Publikováno v:
Technometrics. :1-21
The minimum covariance determinant (MCD) estimator is ubiquitous in multivariate analysis, the critical step of which is to select a subset of a given size with the lowest sample covariance determinant. The concentration step (C-step) is a common too
Autor:
Katzfuss, Matthias, Schäfer, Florian
Publikováno v:
Journal of the American Statistical Association. :1-15
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using Gaussian pro
Publikováno v:
Applied Numerical Mathematics. 187:235-261
We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design adaptive strategies for determining automatically the step-sizes of t
Divide-and-conquer strategies for Monte Carlo algorithms are an increasingly popular approach to making Bayesian inference scalable to large data sets. In its simplest form, the data are partitioned across multiple computing cores and a separate Mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0b9b28a99f3498d135e7579c251e9537
https://doi.org/10.1002/sta4.523
https://doi.org/10.1002/sta4.523
Publikováno v:
Journal of Computational and Graphical Statistics. :1-11
Amongst Markov chain Monte Carlo algorithms, Hamiltonian Monte Carlo (HMC) is often the algorithm of choice for complex, high-dimensional target distributions; however, its efficiency is notoriously sensitive to the choice of the integration-time tun
Publikováno v:
Journal of Computational and Graphical Statistics. :1-10
The seminal Bradley-Terry model exhibits transitivity, i.e., the property that the probabilities of player A beating B and B beating C give the probability of A beating C, with these probabilities determined by a skill parameter for each player. Such
Publikováno v:
Monte Carlo Methods and Applications. 29:95-126
International audience; The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the
Publikováno v:
Monthly Notices of the Royal Astronomical Society. 521:4100-4108
Nested sampling (NS) is a popular algorithm for Bayesian computation. We investigate statistical errors in NS both analytically and numerically. We show two analytic results. First, we show that the leading terms in Skilling's expression using inform