1. A Bayesian perspective of statistical machine learning for big data

   • Rajiv Sambasivan
   • Sourish Das
   • Sujit K. Sahu

   Original paper 01 April 2020 Pages: 893 - 930

   

2. A support vector machine based semiparametric mixture cure model

   • Peizhi Li
   • Yingwei Peng
   • Qingli Dong

   Original paper 04 November 2019 Pages: 931 - 945

   

3. Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid

   • Marius Lux
   • Wolfgang Karl Härdle
   • Stefan Lessmann

   Original paper 13 November 2019 Pages: 947 - 981

   

4. Random forest with acceptance–rejection trees

   • Peter Calhoun
   • Melodie J. Hallett
   • Juanjuan Fan

   Original Paper 29 October 2019 Pages: 983 - 999

   

5. BEST: a decision tree algorithm that handles missing values

   • Cédric Beaulac
   • Jeffrey S. Rosenthal

   Original paper 18 April 2020 Pages: 1001 - 1026

   

6. Modelling rankings in R: the PlackettLuce package

   • Heather L. Turner
   • Jacob van Etten
   • Ioannis Kosmidis

   Original paper Open access 12 February 2020 Pages: 1027 - 1057

   

7. An efficient dimension reduction for the Gaussian process emulation of two nested codes with functional outputs

   • Sophie Marque-Pucheu
   • Guillaume Perrin
   • Josselin Garnier

   Original paper 24 October 2019 Pages: 1059 - 1099

   

8. Clustering multivariate functional data in group-specific functional subspaces

   • Amandine Schmutz
   • Julien Jacques
   • Pauline Martin

   Original paper 12 February 2020 Pages: 1101 - 1131

   

9. Discrete factor analysis using a dependent Poisson model

   • Rolf Larsson

   Original paper Open access 31 January 2020 Pages: 1133 - 1152

   

10. Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization

    • Huiwen Wang
    • Ruiping Liu
    • Gilbert Saporta

    Original Paper 07 February 2020 Pages: 1153 - 1170

    

11. Using tours to visually investigate properties of new projection pursuit indexes with application to problems in physics

    • Ursula Laa
    • Dianne Cook

    Original paper 24 January 2020 Pages: 1171 - 1205

    

12. A faster algorithm to estimate multiresolution densities

    • Federico Palacios-González
    • Rosa M. García-Fernández

    Original paper 20 January 2020 Pages: 1207 - 1230

    

13. smoothROCtime: an R package for time-dependent ROC curve estimation

    • Susana Díaz-Coto
    • Pablo Martínez-Camblor
    • Sonia Pérez-Fernández

    Original paper 20 January 2020 Pages: 1231 - 1251

    

14. One-sided cross-validation for nonsmooth density functions

    • Olga Y. Savchuk

    Original paper 11 December 2019 Pages: 1253 - 1272

    

15. Parallel computing in linear mixed models

    • Fulya Gokalp Yavuz
    • Barret Schloerke

    Original paper 07 January 2020 Pages: 1273 - 1289

    

16. Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables

    • Firouzeh Noghrehchi
    • Jakub Stoklosa
    • Spiridon Penev

    Original paper 18 March 2020 Pages: 1291 - 1317

    

17. Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization

    • Donna Henderson
    • Gerton Lunter

    Original paper Open access 03 December 2019 Pages: 1319 - 1344

    

18. Time-dependent stress–strength reliability models based on phase type distribution

    • Joby K. Jose
    • M. Drisya

    Original paper 10 May 2020 Pages: 1345 - 1371

    

19. A simple method for implementing Monte Carlo tests

    • Dong Ding
    • Axel Gandy
    • Georg Hahn

    Original paper Open access 19 October 2019 Pages: 1373 - 1392

    

20. Detection and estimation of additive outliers in seasonal time series

    • Francesco Battaglia
    • Domenico Cucina
    • Manuel Rizzo

    Original Paper 15 October 2019 Pages: 1393 - 1409

    

21. A dominance approach for comparing the performance of VaR forecasting models

    • Laura Garcia-Jorcano
    • Alfonso Novales

    Original paper 24 May 2020 Pages: 1411 - 1448

    

22. Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches

    • Tadele Akeba Diriba
    • Legesse Kassa Debusho

    Original paper 03 January 2020 Pages: 1449 - 1479

    

23. A Bayesian approach to estimate parameters of ordinary differential equation

    • Hanwen Huang
    • Andreas Handel
    • Xiao Song

    Original Paper 10 February 2020 Pages: 1481 - 1499

    

24. Bayesian multiple changepoints detection for Markov jump processes

    • Lu Shaochuan

    Original paper 25 January 2020 Pages: 1501 - 1523