Volume 30, issue 4, July 2020

23 articles in this issue

Mini-batch learning of exponential family finite mixture models

Authors
- Hien D. Nguyen
- Florence Forbes
- Geoffrey J. McLachlan
- Content type: OriginalPaper
- Published: 10 January 2020
- Pages: 731 - 748
A new mixture model on the simplex

Authors
- Andrea Ongaro
- Sonia Migliorati
- Roberto Ascari
- Content type: OriginalPaper
- Published: 10 January 2020
- Pages: 749 - 770
Functional single-index quantile regression models

Authors
- Peijun Sang
- Jiguo Cao
- Content type: OriginalPaper
- Published: 13 January 2020
- Pages: 771 - 781
A flexible particle Markov chain Monte Carlo method

Authors (first, second and last of 4)
- Eduardo F. Mendes
- Christopher K. Carter
- Robert Kohn
- Content type: OriginalPaper
- Published: 14 January 2020
- Pages: 783 - 798
Properties of the bridge sampler with a focus on splitting the MCMC sample

Authors
- Jackie S. T. Wong
- Jonathan J. Forster
- Peter W. F. Smith
- Content type: OriginalPaper
- Published: 18 January 2020
- Pages: 799 - 816
Detecting anomalies in fibre systems using 3-dimensional image data

Authors (first, second and last of 6)
- Denis Dresvyanskiy
- Tatiana Karaseva
- Evgeny Spodarev
- Content type: OriginalPaper
- Open Access
- Published: 28 January 2020
- Pages: 817 - 837
Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors

Authors
- Pallavi Ray
- Debdeep Pati
- Anirban Bhattacharya
- Content type: OriginalPaper
- Published: 30 January 2020
- Pages: 839 - 853
Noncrossing structured additive multiple-output Bayesian quantile regression models

Authors
- Bruno Santos
- Thomas Kneib
- Content type: OriginalPaper
- Published: 03 February 2020
- Pages: 855 - 869
Incomplete-data Fisher scoring method with steplength adjustment

Authors
- Keiji Takai
- Content type: OriginalPaper
- Open Access
- Published: 05 February 2020
- Pages: 871 - 886
Monte Carlo co-ordinate ascent variational inference

Authors (first, second and last of 4)
- Lifeng Ye
- Alexandros Beskos
- Jie Hao
- Content type: OriginalPaper
- Open Access
- Published: 14 February 2020
- Pages: 887 - 905
Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Authors
- Assyr Abdulle
- Giacomo Garegnani
- Content type: OriginalPaper
- Published: 14 February 2020
- Pages: 907 - 932
Variational discriminant analysis with variable selection

Authors
- Weichang Yu
- John T. Ormerod
- Michael Stewart
- Content type: OriginalPaper
- Published: 19 February 2020
- Pages: 933 - 951
Metrics and barycenters for point pattern data

Authors
- Raoul Müller
- Dominic Schuhmacher
- Jorge Mateu
- Content type: OriginalPaper
- Open Access
- Published: 24 February 2020
- Pages: 953 - 972
Variance reduction for Markov chains with application to MCMC

Authors (first, second and last of 5)
- D. Belomestny
- L. Iosipoi
- S. Samsonov
- Content type: OriginalPaper
- Published: 28 February 2020
- Pages: 973 - 997
Joint models with multiple longitudinal outcomes and a time-to-event outcome: a corrected two-stage approach

Authors (first, second and last of 5)
- Katya Mauff
- Ewout Steyerberg
- Dimitris Rizopoulos
- Content type: OriginalPaper
- Open Access
- Published: 04 March 2020
- Pages: 999 - 1014
Bayesian nonparametric priors for hidden Markov random fields

Authors
- Hongliang Lü
- Julyan Arbel
- Florence Forbes
- Content type: OriginalPaper
- Published: 04 March 2020
- Pages: 1015 - 1035
Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations

Authors
- Qiang Liu
- Xin T. Tong
- Content type: OriginalPaper
- Published: 06 March 2020
- Pages: 1037 - 1056
Likelihood-free approximate Gibbs sampling

Authors
- G. S. Rodrigues
- David J. Nott
- S. A. Sisson
- Content type: OriginalPaper
- Published: 11 March 2020
- Pages: 1057 - 1073
Adaptive iterative Hessian sketch via A-optimal subsampling

Authors
- Aijun Zhang
- Hengtao Zhang
- Guosheng Yin
- Content type: OriginalPaper
- Published: 11 March 2020
- Pages: 1075 - 1090
Optimal classification of Gaussian processes in homo- and heteroscedastic settings

Authors (first, second and last of 4)
- José L. Torrecilla
- Carlos Ramos-Carreño
- Alberto Suárez
- Content type: OriginalPaper
- Published: 12 March 2020
- Pages: 1091 - 1111
Matrix completion with nonconvex regularization: spectral operators and scalable algorithms

Authors
- Rahul Mazumder
- Diego Saldana
- Haolei Weng
- Content type: OriginalPaper
- Published: 14 March 2020
- Pages: 1113 - 1138
High-dimensional VAR with low-rank transition

Authors (first, second and last of 4)
- Pierre Alquier
- Karine Bertin
- Rémy Garnier
- Content type: OriginalPaper
- Published: 16 March 2020
- Pages: 1139 - 1153
High-dimensional changepoint detection via a geometrically inspired mapping

Authors
- Thomas Grundy
- Rebecca Killick
- Gueorgui Mihaylov
- Content type: OriginalPaper
- Open Access
- Published: 28 March 2020
- Pages: 1155 - 1166

Volume 30, issue 4, July 2020

Mini-batch learning of exponential family finite mixture models

A new mixture model on the simplex

Functional single-index quantile regression models

A flexible particle Markov chain Monte Carlo method

Properties of the bridge sampler with a focus on splitting the MCMC sample

Detecting anomalies in fibre systems using 3-dimensional image data

Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors

Noncrossing structured additive multiple-output Bayesian quantile regression models

Incomplete-data Fisher scoring method with steplength adjustment

Monte Carlo co-ordinate ascent variational inference

Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Variational discriminant analysis with variable selection

Metrics and barycenters for point pattern data

Variance reduction for Markov chains with application to MCMC

Joint models with multiple longitudinal outcomes and a time-to-event outcome: a corrected two-stage approach

Bayesian nonparametric priors for hidden Markov random fields

Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations

Likelihood-free approximate Gibbs sampling

Adaptive iterative Hessian sketch via A-optimal subsampling

Optimal classification of Gaussian processes in homo- and heteroscedastic settings

Matrix completion with nonconvex regularization: spectral operators and scalable algorithms

High-dimensional VAR with low-rank transition

High-dimensional changepoint detection via a geometrically inspired mapping

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