Articles

1. A flexible Bayesian tool for CoDa mixed models: logistic-normal distribution with Dirichlet covariance

   • Joaquín Martínez-Minaya
   • Haavard Rue

   Original Paper Open access 16 April 2024 Article: 116

   

2. A communication-efficient, online changepoint detection method for monitoring distributed sensor networks

   • Ziyang Yang
   • Idris A. Eckley
   • Paul Fearnhead

   Original Paper Open access 14 April 2024 Article: 115

   

3. Parsimonious consensus hierarchies, partitions and fuzzy partitioning of a set of hierarchies

   • Ilaria Bombelli
   • Maurizio Vichi

   Original Paper Open access 12 April 2024 Article: 114

   

4. Correction to: Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm

   • Marion Naveau
   • Guillaume Kon Kam King
   • Maud Delattre

   Correction 08 April 2024 Article: 113

   

5. Screen then select: a strategy for correlated predictors in high-dimensional quantile regression

   • Xuejun Jiang
   • Yakun Liang
   • Haofeng Wang

   Original Paper 08 April 2024 Article: 112

   

6. Reversed particle filtering for hidden markov models

   • Frank Rotiroti
   • Stephen G. Walker

   Original Paper 08 April 2024 Article: 111

   

7. R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models

   • Bao Anh Vu
   • David Gunawan
   • Andrew Zammit-Mangion

   Original Paper Open access 06 April 2024 Article: 110

   

8. Automated generation of initial points for adaptive rejection sampling of log-concave distributions

   • Jonathan James

   Original Paper 05 April 2024 Article: 109

   

9. Parsimonious ultrametric Gaussian mixture models

   • Carlo Cavicchia
   • Maurizio Vichi
   • Giorgia Zaccaria

   Original Paper Open access 01 April 2024 Article: 108

   

10. Stochastic three-term conjugate gradient method with variance technique for non-convex learning

    • Chen Ouyang
    • Chenkaixiang Lu
    • Yiyan Jiang

    Original Paper 27 March 2024 Article: 107

    

11. Novel sampling method for the von Mises–Fisher distribution

    • Seungwoo Kang
    • Hee-Seok Oh

    Original Paper 26 March 2024 Article: 106

    

12. Variable selection using axis-aligned random projections for partial least-squares regression

    • Youwu Lin
    • Xin Zeng
    • Kok Lay Teo

    Original Paper 23 March 2024 Article: 105

    

13. Generalized spherical principal component analysis

    • Sarah Leyder
    • Jakob Raymaekers
    • Tim Verdonck

    Original Paper 23 March 2024 Article: 104

    

14. An expectile computation cookbook

    • Abdelaati Daouia
    • Gilles Stupfler
    • Antoine Usseglio-Carleve

    Original Paper 23 March 2024 Article: 103

    

15. Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks

    • Jungmin Shin
    • Seunghyun Gwak
    • Sungwan Bang

    Original Paper 22 March 2024 Article: 102

    

16. Resampling-based confidence intervals and bands for the average treatment effect in observational studies with competing risks

    • Jasmin Rühl
    • Sarah Friedrich

    Original Paper Open access 21 March 2024 Article: 101

    

17. Improving model choice in classification: an approach based on clustering of covariance matrices

    • David Rodríguez-Vítores
    • Carlos Matrán

    Original Paper Open access 19 March 2024 Article: 100

    

18. A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models

    • Kes Ward
    • Gaetano Romano
    • Paul Fearnhead

    Original Paper Open access 19 March 2024 Article: 99

    

19. Functional mixtures-of-experts

    • Faïcel Chamroukhi
    • Nhat Thien Pham
    • Geoffrey J. McLachlan

    Original Paper Open access 18 March 2024 Article: 98

    

20. Expectile and M-quantile regression for panel data

    • Ian Meneghel Danilevicz
    • Valdério Anselmo Reisen
    • Pascal Bondon

    Original Paper 17 March 2024 Article: 97

    

21. Doubly robust estimation of optimal treatment regimes for survival data using an instrumental variable

    • Xia Junwen
    • Zhan Zishu
    • Zhang Jingxiao

    Original Paper 16 March 2024 Article: 96

    

22. Matrix regression heterogeneity analysis

    • Fengchuan Zhang
    • Sanguo Zhang
    • Mingyang Ren

    Original Paper 16 March 2024 Article: 95

    

23. Quantile ratio regression

    • Alessio Farcomeni
    • Marco Geraci

    Original Paper Open access 14 March 2024 Article: 94

    

24. Robust score matching for compositional data

    • Janice L. Scealy
    • Kassel L. Hingee
    • Andrew T. A. Wood

    Original Paper Open access 13 March 2024 Article: 93

    

25. Quantile generalized measures of correlation

    • Xinyu Zhang
    • Hongwei Shi
    • Xu Guo

    Original Paper 12 March 2024 Article: 92

    

26. Bayesian variable selection for matrix autoregressive models

    • Alessandro Celani
    • Paolo Pagnottoni
    • Galin Jones

    Original Paper Open access 11 March 2024 Article: 91

    

27. Large-scale correlation screening under dependence for brain functional connectivity network inference

    • Hanâ Lbath
    • Alexander Petersen
    • Sophie Achard

    Original Paper 09 March 2024 Article: 90

    

28. Multiple-output quantile regression neural network

    • Ruiting Hao
    • Xiaorong Yang

    Original Paper 08 March 2024 Article: 89

    

29. Estimation of regime-switching diffusions via Fourier transforms

    • Thomas Lux

    Original Paper Open access 05 March 2024 Article: 88

    

30. Total effects with constrained features

    • Emanuele Borgonovo
    • Elmar Plischke
    • Clémentine Prieur

    Original Paper Open access 05 March 2024 Article: 87

    

31. High-dimensional sparse single–index regression via Hilbert–Schmidt independence criterion

    • Xin Chen
    • Chang Deng
    • Jia Zhang

    Original Paper 27 February 2024 Article: 86

    

32. Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process

    • Alex Ziyu Jiang
    • Abel Rodriguez

    Original Paper 27 February 2024 Article: 85

    

33. Maximum likelihood estimation of log-concave densities on tree space

    • Yuki Takazawa
    • Tomonari Sei

    Original Paper Open access 23 February 2024 Article: 84

    

34. Do applied statisticians prefer more randomness or less? Bootstrap or Jackknife?

    • Yannis G. Yatracos

    Original Paper 22 February 2024 Article: 83

    

35. Forward stability and model path selection

    • Nicholas Kissel
    • Lucas Mentch

    Original Paper Open access 20 February 2024 Article: 82

    

36. Clustering longitudinal ordinal data via finite mixture of matrix-variate distributions

    • Francesco Amato
    • Julien Jacques
    • Isabelle Prim-Allaz

    Original Paper 17 February 2024 Article: 81

    

37. The minimum covariance determinant estimator for interval-valued data

    • Wan Tian
    • Zhongfeng Qin

    Original Paper 17 February 2024 Article: 80

    

38. Enmsp: an elastic-net multi-step screening procedure for high-dimensional regression

    • Yushan Xue
    • Jie Ren
    • Bin Yang

    Original Paper 16 February 2024 Article: 79

    

39. Bayesian parameter inference for partially observed stochastic volterra equations

    • Ajay Jasra
    • Hamza Ruzayqat
    • Amin Wu

    Original Paper 14 February 2024 Article: 78

    

40. Subsampling approach for least squares fitting of semi-parametric accelerated failure time models to massive survival data

    • Zehan Yang
    • HaiYing Wang
    • Jun Yan

    Original Paper 14 February 2024 Article: 77

    

41. New mixed portmanteau tests for time series models

    • Esam Mahdi

    Original Paper 12 February 2024 Article: 76

    

42. COMBSS: best subset selection via continuous optimization

    • Sarat Moka
    • Benoit Liquet
    • Samuel Muller

    Original Paper Open access 12 February 2024 Article: 75

    

43. A robust quantile regression for bounded variables based on the Kumaraswamy Rectangular distribution

    • Matheus Castro
    • Caio Azevedo
    • Juvêncio Nobre

    Original Paper 10 February 2024 Article: 74

    

44. A reliable data-based smoothing parameter selection method for circular kernel estimation

    • Jose Ameijeiras-Alonso

    Original Paper Open access 07 February 2024 Article: 73

    

45. Fast generation of exchangeable sequences of clusters data

    • Keith Levin
    • Brenda Betancourt

    Original Paper 07 February 2024 Article: 72

    

46. Large-scale unsupervised spatio-temporal semantic analysis of vast regions from satellite images sequences

    • Carlos Echegoyen
    • Aritz Pérez
    • María Dolores Ugarte

    Original Paper Open access 05 February 2024 Article: 71

    

47. Global–local shrinkage multivariate logit-beta priors for multiple response-type data

    • Hongyu Wu
    • Jonathan R. Bradley

    Original Paper 03 February 2024 Article: 70

    

48. Kent feature embedding for classification of compositional data with zeros

    • Shan Lu
    • Wenjing Wang
    • Rong Guan

    Original Paper 31 January 2024 Article: 69

    

49. The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    • Luke Mosley
    • Tak-Shing T. Chan
    • Alex Gibberd

    Original Paper Open access 22 January 2024 Article: 68

    

50. Variational Bayesian analysis of survival data using a log-logistic accelerated failure time model

    • Chengqian Xian
    • Camila P. E. de Souza
    • Renfang Tian

    Original Paper 18 January 2024 Article: 67