Statistics and Computing

Article	Citations
Online structural break detection in financial durations	102
Constrained least squares simplicial-simplicial regression	34
PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data	21
Inference issue in multiscale geographically and temporally weighted regression	20
Dynamic and robust Bayesian graphical models	17
Robust $$\ell _{2,0}$$-penalized rank regression for high-dimensional group selection	17
Metropolis-adjusted interacting particle sampling	16
Robust and efficient sparse learning over networks: a decentralized surrogate composite quantile regression approach	14
Fisher Scoring for crossed factor linear mixed models	14
Improved inference for areal unit count data using graph-based optimisation	14
Limitations of the Wasserstein MDE for univariate data	13
Robust supervised learning with coordinate gradient descent	13
Representative random sampling: an empirical evaluation of a novel bin stratification method for model performance estimation	12
Bayesian hierarchical models incorporating measurement error for interrupted time series design	11
Resampling-based confidence intervals and bands for the average treatment effect in observational studies with competing risks	11
Randomized self-updating process for clustering large-scale data	11
A point mass proposal method for Bayesian state-space model fitting	11
Partial replacement imputation estimation for partially linear models with complex missing pattern covariates	11
Identifiability of discrete input–output hidden Markov models with external signals	11
Automated generation of initial points for adaptive rejection sampling of log-concave distributions	11
Parallelized integrated nested Laplace approximations for fast Bayesian inference	10
Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers	10
A random persistence diagram generator	10
Efficient and accurate inference for mixtures of Mallows models with Spearman distance	10
A two-stage Bayesian semiparametric model for novelty detection with robust prior information	10

Model-based clustering of multiple networks with a hierarchical algorithm	9
Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models	9
Performance analysis of greedy algorithms for minimising a Maximum Mean Discrepancy	9
funBIalign: a hierachical algorithm for functional motif discovery based on mean squared residue scores	8
Optimal designs for nonlinear mixed-effects models using competitive swarm optimizer with mutated agents	8
Split Hamiltonian Monte Carlo revisited	8
Variable selection using axis-aligned random projections for partial least-squares regression	8
Efficient estimation and correction of selection-induced bias with order statistics	8
Online prediction of extreme conditional quantiles via B-spline interpolation	8
Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems	8
Hidden Markov models for multivariate panel data	8
A fast and accurate numerical method for the left tail of sums of independent random variables	8
A fast epigraph and hypograph-based approach for clustering functional data	8
Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC samplers	8
COMBSS: best subset selection via continuous optimization	8
Wavelet Monte Carlo: a principle for sampling from complex distributions	7
Convergence rate of multiple-try Metropolis independent sampler	7
Group sparse structural smoothing recovery: model, statistical properties and algorithm	7
ECOPICA: empirical copula-based independent component analysis	7
Consistency factor for the MCD estimator at the Student-t distribution	7
Multilevel estimation of normalization constants using ensemble Kalman–Bucy filters	7
Natural gradient hybrid variational inference with application to deep mixed models	7
Sparse and geometry-aware generalisation of the mutual information for joint discriminative clustering and feature selection	7
Empirical likelihood and estimation in single-index varying-coefficient models with censored data	7
Automatically adapting the number of state particles in SMC$$^2$$	7
Certified coordinate selection for high-dimensional Bayesian inversion with Laplace prior	7
Kent feature embedding for classification of compositional data with zeros	6
Optimal designs for dose-escalation trials and individual allocations in cohorts	6
Scale mixtures of multivariate centered skew-normal distributions	6
Exact simulation of normal tempered stable processes of OU type with applications	6
Learning from missing data with the binary latent block model	6
A limit formula and recursive algorithm for multivariate Normal tail probability	6
Data fusion using factor analysis and low-rank matrix completion	6
Sequential sampling of junction trees for decomposable graphs	6
Multilevel importance sampling for rare events associated with the McKean–Vlasov equation	6
Exact gradient evaluation for adaptive quadrature approximate marginal likelihood in mixed models for grouped data	6
The recursive variational Gaussian approximation (R-VGA)	5
Improving bridge estimators via f-GAN	5
Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process	5
A framework of regularized low-rank matrix models for regression and classification	5
Insufficient Gibbs sampling	5
$$\pi $$VAE: a stochastic process prior for Bayesian deep learning with MCMC	5
Automatic search intervals for the smoothing parameter in penalized splines	5
Latent structure blockmodels for Bayesian spectral graph clustering	5
Joint latent space models for ranking data and social network	5
Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods	5
Online estimation and community detection of network point processes for event streams	5
High-dimensional regression with potential prior information on variable importance	5
A 4D-Var method with flow-dependent background covariances for the shallow-water equations	5
Scalable computations for nonstationary Gaussian processes	5

A limit formula and a series expansion for the bivariate Normal tail probability	5
Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation	5
Quantile generalized measures of correlation	5
Bootstrapping multiple systems estimates to account for model selection	5
Screen then select: a strategy for correlated predictors in high-dimensional quantile regression	5
A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes	5
Recursive inversion models for permutations	5
Accelerated gradient methods for sparse statistical learning with nonconvex penalties	5
Modeling volatility for high-frequency data with rounding error: a nonparametric Bayesian approach	4
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming	4
Adaptive online variance estimation in particle filters: the ALVar estimator	4
euMMD: efficiently computing the MMD two-sample test statistic for univariate data	4
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables	4
A finite mixture model for multiple dependent competing risks with applications of automotive warranty claims data	4
An expectile computation cookbook	4
Modularized Bayesian analyses and cutting feedback in likelihood-free inference	4
Nonnegative Bayesian nonparametric factor models with completely random measures	4
Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering	4
Latent uniform samplers on multivariate binary spaces	4
A parameter estimation method for multivariate binned Hawkes processes	4
False discovery rate envelopes	4
Efficient and generalizable tuning strategies for stochastic gradient MCMC	4
Variational Bayes on manifolds	4
Monotonic warpings for additive and deep Gaussian processes	4
Learning binary undirected graph in low dimensional regime	4
Generalised likelihood profiles for models with intractable likelihoods	4
Total effects with constrained features	4
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference	4
Air-HOLP: adaptive regularized feature screening for high dimensional correlated data	4
Distributed statistical optimization for non-randomly stored big data with application to penalized learning	4
Model-free global likelihood subsampling for massive data	4
Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities	4
Model-based clustering with missing not at random data	4
Fast Bayesian inversion for high dimensional inverse problems	4
Efficient modeling of quasi-periodic data with seasonal Gaussian process	4
Clustering longitudinal ordinal data via finite mixture of matrix-variate distributions	3
The clustered Mallows model	3
Variable selection using a smooth information criterion for distributional regression models	3
Estimating a signal subspace in the presence of impulsive noise	3
Individualized causal mediation analysis with continuous treatment using conditional generative adversarial networks	3
An efficient workflow for modelling high-dimensional spatial extremes	3
Optimal designs for generalized linear mixed models based on the penalized quasi-likelihood method	3
Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes	3
On the performance of particle filters with adaptive number of particles	3
Trans-cGAN: transformer-Unet-based generative adversarial networks for cross-modality magnetic resonance image synthesis	3
Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference	3
Lévy Langevin Monte Carlo	3
Efficient importance sampling for large sums of independent and identically distributed random variables	3
Graph matching beyond perfectly-overlapping Erdős–Rényi random graphs	3
Maximum likelihood estimation of the Fisher–Bingham distribution via efficient calculation of its normalizing constant	3
Embedded topics in the stochastic block model	3
Detecting conflicting summary statistics in likelihood-free inference	3
A Metropolis-class sampler for targets with non-convex support	3
Moments and random number generation for the truncated elliptical family of distributions	3
MALA with annealed proposals: a generalization of locally and globally balanced proposal distributions	3
Direct sampling with a step function	3
Functional mixtures-of-experts	3
Fast and universal estimation of latent variable models using extended variational approximations	3
Multivariate zero-inflated INGARCH models: Bayesian inference and composite likelihood approach	3
Expectile and M-quantile regression for panel data	3
Use generalized linear models or generalized partially linear models?	3
Control variate selection for Monte Carlo integration	3
Bayesian spatiotemporal modeling for inverse problems	3
High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood	3
Bayesian learning via neural Schrödinger–Föllmer flows	3
Detecting and diagnosing prior and likelihood sensitivity with power-scaling	3
Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs	3
Co-clustering of evolving count matrices with the dynamic latent block model: application to pharmacovigilance	3
Spline estimation of functional principal components via manifold conjugate gradient algorithm	3
Maximum softly-penalized likelihood for mixed effects logistic regression	3
Particle gradient descent model for point process generation	3
Greedy recursive spectral bisection for modularity-bound hierarchical divisive community detection	3
Large-scale correlation screening under dependence for brain functional connectivity network inference	3
Density deconvolution under a k-monotonicity constraint	3
A reliable data-based smoothing parameter selection method for circular kernel estimation	3
On predictive inference for intractable models via approximate Bayesian computation	3
Bayesian tree-based heterogeneous mediation analysis with a time-to-event outcome	3
A robust and efficient algorithm to find profile likelihood confidence intervals	3
Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference	3
Efficient estimation of expected information gain in Bayesian experimental design with multi-index Monte Carlo	3

Probabilistic time integration for semi-explicit PDAEs	2
Functional autoencoder for smoothing and representation learning	2
A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling	2
An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization	2
The polytope of optimal approximate designs: extending the selection of informative experiments	2
Anisotropic multidimensional smoothing using Bayesian tensor product P-splines	2
Distributed hypothesis testing for large dimensional two-sample mean vectors	2
The sparse dynamic factor model: a regularised quasi-maximum likelihood approach	2
A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems	2
Large-scale unsupervised spatio-temporal semantic analysis of vast regions from satellite images sequences	2
Interpolating log-determinant and trace of the powers of matrix $$\textbf{A} + t\textbf{B}$$	2
On the identifiability of Bayesian factor analytic models	2
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics	2
Fast generation of Gaussian random fields for direct numerical simulations of stochastic transport	2
Parallelizing MCMC sampling via space partitioning	2
Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach	2
Robust score matching for compositional data	2
Type I Tobit Bayesian Additive Regression Trees for censored outcome regression	2
Optimization of the generalized covariance estimator in noncausal processes	2
Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution	2
R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models	2
Consistent online Gaussian process regression without the sample complexity bottleneck	2
Reversed particle filtering for hidden markov models	2
Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series	2
Subgraph nomination: query by example subgraph retrieval in networks	2
Tuning diagonal scale matrices for HMC	2
Shrinkage priors via random imaginary data	2
Biclustering via structured regularized matrix decomposition	2
Maximum likelihood estimation for discrete latent variable models via evolutionary algorithms	2
A Mallows-type model averaging estimator for ridge regression with randomly right censored data	2
A data-adaptive method for outlier detection from functional data	2
Accelerating Bayesian inference for stochastic epidemic models using incidence data	2
Sparse logistic functional principal component analysis for binary data	2
Renewable composite quantile method and algorithm for nonparametric models with streaming data	2
Cauchy robust principal component analysis with applications to high-dimensional data sets	2
Classifier-dependent feature selection via greedy methods	2
Accelerated parallel non-conjugate sampling for Bayesian non-parametric models	2
Optimal experimental design for linear time invariant state–space models	2
Unlabelled landmark matching via Bayesian data selection, and application to cell matching across imaging modalities	2
A flexible Bayesian tool for CoDa mixed models: logistic-normal distribution with Dirichlet covariance	2
Improving power by conditioning on less in post-selection inference for changepoints	2
Testing the goodness-of-fit of the stable distributions with applications to German stock index data and Bitcoin cryptocurrency data	2
Core-elements for large-scale least squares estimation	2
Detecting renewal states in chains of variable length via intrinsic Bayes factors	2
Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method	2
Multi-index antithetic stochastic gradient algorithm	2
Rate-optimal refinement strategies for local approximation MCMC	2
Sequential model identification with reversible jump ensemble data assimilation method	2
Variational Bayesian analysis for joint models of longitudinal and failure time data with interval censoring	2
Accelerated failure time models with error-prone response and nonlinear covariates	2
Random perturbation subsampling for rank regression with massive data	2
Hyperparameter optimization for randomized algorithms: a case study on random features	2
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks	2
A comprehensive comparison of goodness-of-fit tests for logistic regression models	2
A Bayesian approach to modeling finite element discretization error	2
A sparse matrix formulation of model-based ensemble Kalman filter	2
Bayesian A-optimal two-phase designs with a single blocking factor in each phase	2
High-dimensional local polynomial regression with variable selection and dimension reduction	2
Ensemble slice sampling	2
A data-adaptive dimension reduction for functional data via penalized low-rank approximation	2
Bayesian inference for continuous-time hidden Markov models with an unknown number of states	2
Bayesian parameter inference for partially observed stochastic volterra equations	2
Constructing two-level $$Q_B$$-optimal screening designs using mixed-integer programming and heuristic algorithms	2
Gaussian processes for Bayesian inverse problems associated with linear partial differential equations	2
Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function	2
Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data	2
On automatic bias reduction for extreme expectile estimation	2
Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression	2
Systematic enumeration of definitive screening designs	2
Density regression via Dirichlet process mixtures of normal structured additive regression models	2
Fast Bayesian inference of block Nearest Neighbor Gaussian models for large data	2
Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities	2
Asymptotic post-selection inference for regularized graphical models	1
Function-on-function regression models with nonlinear dynamic effect and linear concurrent effect	1
Power enhancing probability subsampling using side information	1
Testing symmetry for bivariate copulas using Bernstein polynomials	1
Dimension-independent spectral gap of polar slice sampling	1
Bayesian design for sampling anomalous spatio-temporal data	1
Bayesian projection pursuit regression	1
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data	1
Real-time inference for smoothing quantile regression on streaming datasets with heterogeneity detection	1
Transformation models with informative partly interval-censored data	1
Functional concurrent hidden Markov model	1
Parsimonious consensus hierarchies, partitions and fuzzy partitioning of a set of hierarchies	1
Correction to: Explainable generalized additive neural networks with independent neural network training	1
Quantile hidden semi-Markov models for multivariate time series	1
Stochastic three-term conjugate gradient method with variance technique for non-convex learning	1
Multilevel latent class models for cross-classified categorical data: model definition and estimation through stochastic EM	1
An EM algorithm for fitting matrix-variate normal distributions on interval-censored and missing data	1
Product-form estimators: exploiting independence to scale up Monte Carlo	1
Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems	1
A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions	1
Exact score and information matrix for panel hidden semi-Markov models	1
A SUR version of the Bichon criterion for excursion set estimation	1
Inference on diffusion processes related to a general growth model	1