yusuke1997/dblp-id-title huggingface dataset:
A comparison of scientific and engineering criteria for Bayesian model selection
Inhomogeneous higher-order summary statistics for point processes on linear networks
Optimal F-score Matching for Bipartite Record Linkage
Computing maximum smoothness forward rate curves
Testing the goodness-of-fit of the stable distributions with applications to German stock index data and Bitcoin cryptocurrency data
A Bayesian parametrized method for interval-valued regression models
On an algorithm for solving Fredholm integrals of the first kind
Approximate Bayesian computation with composite score functions
Divisive clustering of high dimensional data streams
Efficient cross-validation of principal components
Exact computation of angular halfspace depth
Correction to: R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models
Decrypting classical cipher text using Markov chain Monte Carlo
Identifiability and parameter estimation of the overlapped stochastic co-block model
Minimum variance unbiased estimation based on bootstrap iterations
Shrinkage for extreme partial least-squares
Conditionally structured variational Gaussian approximation with importance weights
Correlation and variable importance in random forests
Functional mixtures-of-experts
Exact Bayesian inference via data augmentation
Estimation of prediction error by using K -fold cross-validation
Joint latent space models for ranking data and social network
BayesProject: Fast computation of a projection direction for multivariate changepoint detection
Reversed particle filtering for hidden markov models
Minimum spectral connectivity projection pursuit - Divisive clustering using optimal projections for spectral clustering
Importance conditional sampling for Pitman-Yor mixtures
Variance reduction for Metropolis-Hastings samplers
Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
A comparison of efficient approximations for a weighted sum of chi-squared random variables
Dynamic nested sampling: an improved algorithm for parameter estimation and evidence calculation
Variational inference and sparsity in high-dimensional deep Gaussian mixture models
Likelihood-free inference in state-space models with unknown dynamics
A new variational Bayesian algorithm with application to human mobility pattern modeling
Exact sampling of the unobserved covariates in Bayesian spline models for measurement error problems
Feature significance in generalized additive models
Mean and quantile boosting for partially linear additive models
Two step estimation for Neyman-Scott point process with inhomogeneous cluster centers
Efficient exponential tilting with applications
Local Polynomial L p -norm Regression
Robust discrete choice models with t-distributed kernel errors
On a hybrid data cloning method and its application in generalized linear mixed models
Confidence bands for Brownian motion and applications to Monte Carlo simulation
Calibrating covariate informed product partition models
Bayes linear analysis for graphical models: The geometric approach to local computation and interpretive graphics
Difficulties in the use of auxiliary variables in Markov chain Monte Carlo methods
A nonparametric assessment of model adequacy based on Kullback-Leibler divergence
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data
Prediction scoring of data-driven discoveries for reproducible research
The polytope of optimal approximate designs: extending the selection of informative experiments
Maximum likelihood inference for mixtures of skew Student-t-normal distributions through practical EM-type algorithms
Optimal representative sample weighting
Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
Shrinkage priors via random imaginary data
Copula, marginal distributions and model selection: a Bayesian note
Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC samplers
Parallelized integrated nested Laplace approximations for fast Bayesian inference
Penalized spatial function-on-function regression
Statistical estimation with bounded memory
Markov Chain Monte Carlo in small worlds
Bayesian estimation for percolation models of disease spread in plant populations
Wavelet kernel penalized estimation for non-equispaced design regression
Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors
Distributed learning for high-dimensional factor augmented regression models
Auxiliary variables for Bayesian inference in multi-class queueing networks
ANOVA for unbalanced data: Use Type II instead of Type III sums of squares
Accelerating Bayesian inference for stochastic epidemic models using incidence data
A Bayesian multilevel model for populations of networks using exponential-family random graphs
Stability of noisy Metropolis-Hastings
Bayesian nonparametric clustering for large data sets
Bayesian hierarchical models incorporating measurement error for interrupted time series design
Exact Bayesian inference for the Bingham distribution
Mixture of latent trait analyzers for model-based clustering of categorical data
Missing data mechanisms and their implications on the analysis of categorical data
Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach
Simulating signed mixtures
Global optimization of the generalized cross-validation criterion
Some computational aspects of the generalized von Mises distribution
Faster model matrix crossproducts for large generalized linear models with discretized covariates
Marginal and hazard ratio specific random data generation: Applications to semi-parametric bootstrapping
A non-asymptotic error analysis for parallel Monte Carlo estimation from many short Markov chains
Integrating quantile regression for multi-source subgroup identification
Isotone additive latent variable models
Joint models with multiple longitudinal outcomes and a time-to-event outcome: a corrected two-stage approach
An empirical Bayes procedure for the selection of Gaussian graphical models
Exploring multivariate data using directions of high density
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
Mathematical morphology: A useful set of tools for image analysis
Convergence of Monte Carlo distribution estimates from rival samplers
Point process-based Monte Carlo estimation
Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference
Decomposing Bayesian networks: triangulation of the moral graph with genetic algorithms
ForLion: a new algorithm for D-optimal designs under general parametric statistical models with mixed factors
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
Spherical regression models with general covariates and anisotropic errors
A random persistence diagram generator
Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
A sparse matrix formulation of model-based ensemble Kalman filter
Multilevel particle filters for the non-linear filtering problem in continuous time
Disclosure risk assessment with Bayesian non-parametric hierarchical modelling
Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations
Entropic herding
Empirical likelihood and estimation in single-index varying-coefficient models with censored data
Annealing evolutionary stochastic approximation Monte Carlo for global optimization
On conditional variance estimation in nonparametric regression
Transporting higher-order quadrature rules - Quasi-Monte Carlo points and sparse grids for mixture distributions
Variance component models for longitudinal count data with baseline information: epilepsy data revisited
Automated generation of initial points for adaptive rejection sampling of log-concave distributions
Long memory estimation for complex-valued time series
Automatic polynomial wavelet regression
Calculating the simplex median
The locally stationary dual-tree complex wavelet model
Likelihood estimation for stochastic compartmental models using Markov chain methods
Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
Generalized linear models for massive data via doubly-sketching
Support vector machine in big data: smoothing strategy and adaptive distributed inference
New sequential Monte Carlo methods for nonlinear dynamic systems
Complexity of zigzag sampling algorithm for strongly log-concave distributions
Robust mixture modeling using multivariate skew t distributions
Prediction in trend-renewal processes for repairable systems
Efficient importance sampling for large sums of independent and identically distributed random variables
Standard errors for the parameters of graphical Gaussian models
Biclustering multivariate discrete longitudinal data
Adaptive online variance estimation in particle filters: the ALVar estimator
A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood
Prior specification of neighbourhood and interaction structure in binary Markov random fields
Novel sampling method for the von Mises-Fisher distribution
Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data
On the choice of the number of blocks with the incremental EM algorithm for the fitting of normal mixtures
Functional principal component analysis of spatially correlated data
Linear quantile mixed models
Control charts for monitoring Weibull quantile under generalized hybrid and progressive censoring schemes
Multi-network assisted clustering using a grouped factor model
Fitting via alternative random-effect models
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
Data-adaptive structural change-point detection via isolation
On MCMC sampling in hierarchical longitudinal models
Steepest descent algorithms in a space of measures
Non-parametric detection of meaningless distances in high dimensional data
Chaos: But Not in Both Directions!
Marginal information for structure learning
Interpolation models with multiple hyperparameters
Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
A new universal resample-stable bootstrap-based stopping criterion for PLS component construction
The Deep Latent Position Block Model for Block Clustering and Latent Representation of Nodes in Networks
Roughness regularization for functional data analysis with free knots spline estimation
Union-intersection permutation solution for two-sample equivalence testing
Outlyingness: Which variables contribute most?
Model-based clustering with non-elliptically contoured distributions
Properties of the bridge sampler with a focus on splitting the MCMC sample
Bump hunting in high-dimensional data
Tests for simultaneous ordered alternatives in a two-way ANOVA with interaction
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities
Likelihood-free parallel tempering
πVAE: a stochastic process prior for Bayesian deep learning with MCMC
The clustered Mallows model
A new flexible Bayesian hypothesis test for multivariate data
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
Fitting double hierarchical models with the integrated nested Laplace approximation
A Semi-Parametric Quantile Function Estimator for Use in Bootstrap Estimation Procedures
A computer algebra package for approximate conditional inference
Exact tests for two-way symmetriccontingency tables
Random sampling of contingency tables and partitions: Two practical examples of the Burnside process
Metropolized independent sampling with comparisons to rejection sampling and importance sampling
Cuts in Bayesian graphical models
Approximate Bayesian inference in semi-mechanistic models
Commentary on the paper by Murray Aitkin, and on discussion by Mervyn Stone
Bootstrap power of the generalized correlation coefficient
A robust nonparametric test for conditional symmetry in high dimension
Automatic Zig-Zag sampling in practice
Control variate selection for Monte Carlo integration
Inference on diffusion processes related to a general growth model
Improved estimation of the stable laws
Laplace based approximate posterior inference for differential equation models
A note on using the F-measure for evaluating record linkage algorithms
Designs for weighted least squares regression, with estimated weights
Bayesian design for sampling anomalous spatio-temporal data
Novel Bayesian algorithms for ARFIMA long-memory processes: a comparison between MCMC and ABC approaches
Doubly robust estimation of optimal treatment regimes for survival data using an instrumental variable
A parameter estimation method for multivariate binned Hawkes processes
Dynamic and robust Bayesian graphical models
Understanding the role of facial asymmetry in human face identification
Model-based hierarchical clustering with Bregman divergences and Fishers mixture model: application to depth image analysis
Resistant selection of the smoothing parameter for smoothing splines
On the performance of particle filters with adaptive number of particles
On periodic log GARCH model with empirical application
Polya tree-based nearest neighborhood regression
Convergence assessment techniques for Markov chain Monte Carlo
Correction: PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data
Simulating space-time random fields with nonseparable Gneiting-type covariance functions
Exact Bayesian modeling for bivariate Poisson data and extensions
Order statistics of independent identically distributed variables when the sum is known
Online prediction of extreme conditional quantiles via B-spline interpolation
Feature splitting parallel algorithm for Dantzig selectors
Particle filters for mixture models with an unknown number of components
A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
Looking at Markov samplers through cusum path plots: a simple diagnostic idea
Scalable inference for Markov processes with intractable likelihoods
A general approach to heteroscedastic linear regression
Markov-switching generalized additive models
Simulation-efficient shortest probability intervals
Application of numerical interval analysis to obtain self-validating results for multivariate probabilities in a massively parallel environment
Robust ℓ 2,0 -penalized rank regression for high-dimensional group selection
Feasible estimation in generalized structured models
Practical computing for finite moment log-stable distributions to model financial risk
Change-point approach to data analytic wavelet thresholding
Accelerated parallel non-conjugate sampling for Bayesian non-parametric models
Variational Bayesian analysis for joint models of longitudinal and failure time data with interval censoring
Automatic repeated-loess decomposition of data consisting of sums of oscillatory curves
Nonparametric estimation of the ROC curve based on smoothed empirical distribution functions
Efficient designs for Bayesian networks with sub-tree bounds
Accurate and efficient numerical calculation of stable densities via optimized quadrature and asymptotics
Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
Functional single-index quantile regression models
Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
Uncertain model selection criteria for mixture modeling
Robust variance estimators for fixed-effect estimates with hierarchical-likelihood
A Neural Network Integrated Accelerated Failure Time-Based Mixture Cure Model
Chaos communication synchronization: Combatting noise by distribution transformation
Adaptive stratified Monte Carlo using decision trees
Layered adaptive importance sampling
Hierarchical Bayesian level set inversion
A robust quantile regression for bounded variables based on the Kumaraswamy Rectangular distribution
An analysis of the modality and flexibility of the inverse stereographic normal distribution
Split Hamiltonian Monte Carlo revisited
Path storage in the particle filter
Efficient computation of the discrete autocorrelation wavelet inner product matrix
A novel framework for quantifying nominal outlyingness
Spectral clustering on aggregated multilayer networks with covariates
Unsupervised segmentation of PolSAR data with complex Wishart and ${\varvec{\mathcal {G}}}^{\varvec{0}}_{\varvec{m}}$ distributions and Shannon entropy
A randomized multi-index sequential Monte Carlo method
Multiple change points detection and clustering in dynamic networks
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
Introduction to "Particle Metropolis-Hastings using gradient and Hessian information" by J. Dahlin, F. Lindsten, T. Schön
Manipulating and summarizing posterior simulations using random variable objects
Fast automatic Bayesian cubature using lattice sampling
Affine-mapping based variational ensemble Kalman filter
Modern non-linear function-on-function regression
EM for mixtures - Initialization requires special care
Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
Implied distributions in multiple change point problems
Quantile least squares: a flexible approach for robust estimation and validation of location-scale families
Efficient and accurate inference for mixtures of Mallows models with Spearman distance
Sparse and debiased Lasso estimation and statistical inference for long time series via divide-and-conquer
Sticky PDMP samplers for sparse and local inference problems
Bayesian inference for a discretely observed stochastic kinetic model
Greedy recursive spectral bisection for modularity-bound hierarchical divisive community detection
Gradient learning of symmetric positive-definite matrix regression
Statistical modelling of artificial neural networks using the multi-layer perceptron
Review of ODA 1.0 optimal data analysis for DOSTM
A comparison of likelihood-free methods with and without summary statistics
Dependence maps: Local dependence in practice
Estimation and testing in generalized partial linear models - A comparative study
Convergence rate bounds for iterative random functions using one-shot coupling
High order expansion method for Kuiper's V n statistic in goodness-of-fit test
Estimating a signal subspace in the presence of impulsive noise
The construction of optimal designs for dose-escalation studies
On projection-based tests for directional and compositional data
Interactive local bandwidth choice
Parameter estimation for a deformable template model
Multilevel particle filters: normalizing constant estimation
Accelerated gradient methods for sparse statistical learning with nonconvex penalties
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models
Mixture cure semiparametric additive hazard models under partly interval censoring - a penalized likelihood approach
Point process simulation of generalised hyperbolic Lévy processes
Segmentation of the mean of heteroscedastic data via cross-validation
Inverse probability weighting estimation under ultrahigh-dimensional error-prone covariates and misclassified treatments
Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo
Perfect simulation for correlated Poisson random variables conditioned to be positive
A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
Double debiased estimation and inference for longitudinal generalized linear models with hidden confounders
Perturbed robust linear estimating equations for confidentiality protection in remote analysis
Stable and visualizable Gaussian parsimonious clustering models
On adaptive Metropolis-Hastings methods
Doubly debiased inference for high-dimensional mediation models with measurement error
A fast epigraph and hypograph-based approach for clustering functional data
The dynamic stochastic topic block model for dynamic networks with textual edges
A parallel algorithm for ridge-penalized estimation of the multivariate exponential family from data of mixed types
Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity
On convergence of the EM algorithmand the Gibbs sampler
Selecting the derivative of a functional covariate in scalar-on-function regression
Inference issue in multiscale geographically and temporally weighted regression
Distributed hypothesis testing for large dimensional two-sample mean vectors
Exact MCMC with differentially private moves - Revisiting the penalty algorithm in a data privacy framework
Fast sampling and model selection for Bayesian mixture models
Considerate approaches to constructing summary statistics for ABC model selection
Optimization via Rejection-Free Partial Neighbor Search
Bayesian fractional polynomials
Estimating Expectile-Optimal Treatment Regimes
Post-transfer learning statistical inference in high-dimensional regression
Systematic enumeration of definitive screening designs
Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset
Efficient computation of nonparametric survival functions via a hierarchical mixture formulation
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
Penalized quadratic inference functions estimation for fixed effects partially linear single index spatial error model
Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo
Improved baselines for causal structure learning on interventional data
Model-based clustering based on sparse finite Gaussian mixtures
Optimal regular graph designs
Optimal sparse phase retrieval via a quasi-Bayesian approach
Fuzzy K-expectiles clustering
Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
IDGM: an approach to estimate the graphical model of interval-valued data
Bootstrapping multiple systems estimates to account for model selection
Simulation of stationary Gaussian vector fields
Inference in hybrid Bayesian networks using dynamic discretization
Improving ABC for quantile distributions
Efficient sampling of conditioned Markov jump processes
A metadata approach to statistical query processing
A Mallows-type model averaging estimator for ridge regression with randomly right censored data
Winding Stairs: A sampling tool to compute sensitivity indices
A new method for fast computing unbiased estimators of cumulants
Exact and efficient Bayesian inference for multiple changepoint problems
Imaging convex quadrilateral inclusions in uniform conductors from electrical boundary measurements
Investigation of the widely applicable Bayesian information criterion
Distributed Estimation and Inference for High-Dimensional Confounded Models
Bayesian analysis of nonlinear and non-Gaussian state space models via multiple-try sampling methods
Mixture models: building a parameter space
High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion
Evaluation and optimization of frequent, closed and maximal association rule based classification
Polynomial approximations of multivariate smooth functions from quasi-random data
Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses
Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
Parameter estimation in high dimensional Gaussian distributions
On directional Metropolis-Hastings algorithms
A limit formula and recursive algorithm for multivariate Normal tail probability
Instrumental variable envelope models for endogenous multivariate regression