Statistics and Computing

Article	Citations
Unrestricted permutation forces extrapolation: variable importance requires at least one more model, or there is no free variable importance	79
Ensemble slice sampling	24
Ensemble Kalman inversion: mean-field limit and convergence analysis	23
Gaussian process learning via Fisher scoring of Vecchia’s approximation	21
Implicitly adaptive importance sampling	17
Bayesian additive regression trees with model trees	16
Graphical test for discrete uniformity and its applications in goodness-of-fit evaluation and multiple sample comparison	15
Analysis of stochastic gradient descent in continuous time	14
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes	14
GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model	13
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming	13
Proximal nested sampling for high-dimensional Bayesian model selection	13
On the performance of particle filters with adaptive number of particles	13
A wavelet-based approach for imputation in nonstationary multivariate time series	12
On the identifiability of Bayesian factor analytic models	11
Convergence rates for optimised adaptive importance samplers	11
Parallelized integrated nested Laplace approximations for fast Bayesian inference	11
A piecewise deterministic Monte Carlo method for diffusion bridges	11
Cauchy Markov random field priors for Bayesian inversion	10
Fisher Scoring for crossed factor linear mixed models	10
Unbiased estimation of the gradient of the log-likelihood in inverse problems	10
Locally induced Gaussian processes for large-scale simulation experiments	10
Constrained parsimonious model-based clustering	10
Bayesian ODE solvers: the maximum a posteriori estimate	10
Regularized bi-directional co-clustering	9

Stochastic approximation cut algorithm for inference in modularized Bayesian models	8
Modern non-linear function-on-function regression	8
Consistent online Gaussian process regression without the sample complexity bottleneck	8
Accelerating sequential Monte Carlo with surrogate likelihoods	8
A closed-form filter for binary time series	8
Variational Bayes on manifolds	8
Outlier detection in non-elliptical data by kernel MRCD	8
Sequential Bayesian optimal experimental design for structural reliability analysis	8
Bayesian numerical methods for nonlinear partial differential equations	7
Automatic Zig-Zag sampling in practice	7
Fast generation of Gaussian random fields for direct numerical simulations of stochastic transport	7
On automatic bias reduction for extreme expectile estimation	7
Robust fitting for generalized additive models for location, scale and shape	7
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo	7
Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral	7
Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data	7
Deep state-space Gaussian processes	7
Efficient importance sampling for large sums of independent and identically distributed random variables	7
Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers	7
A comparison of likelihood-free methods with and without summary statistics	7
Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion	7
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo	7
Variable selection using a smooth information criterion for distributional regression models	7
The recursive variational Gaussian approximation (R-VGA)	7
Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering	7
Particle-based energetic variational inference	6
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics	6
Bayesian inference for continuous-time hidden Markov models with an unknown number of states	6
Fitting Matérn smoothness parameters using automatic differentiation	6
Parsimonious hidden Markov models for matrix-variate longitudinal data	6
Detecting and diagnosing prior and likelihood sensitivity with power-scaling	6
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence	6
Structure-based hyperparameter selection with Bayesian optimization in multidimensional scaling	6
A robust and efficient algorithm to find profile likelihood confidence intervals	6
Random forest kernel for high-dimension low sample size classification	5
Wavelet-based robust estimation and variable selection in nonparametric additive models	5
A SUR version of the Bichon criterion for excursion set estimation	5
Adaptation of the tuning parameter in general Bayesian inference with robust divergence	5
Improved inference for areal unit count data using graph-based optimisation	5
A simple method for rejection sampling efficiency improvement on SIMT architectures	5
Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi’s pseudodistance estimators	5
Generalized parallel tempering on Bayesian inverse problems	5
Changepoint detection in non-exchangeable data	5
Moments and random number generation for the truncated elliptical family of distributions	5
Modularized Bayesian analyses and cutting feedback in likelihood-free inference	5
An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models	5
Uncertainty modelling and computational aspects of data association	5
High-dimensional order-free multivariate spatial disease mapping	5
Exploiting low-rank covariance structures for computing high-dimensional normal and Student-t probabilities	5
Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation	5

Performance analysis of greedy algorithms for minimising a Maximum Mean Discrepancy	5
Representative random sampling: an empirical evaluation of a novel bin stratification method for model performance estimation	5
Sparse functional partial least squares regression with a locally sparse slope function	4
Model-free global likelihood subsampling for massive data	4
A random persistence diagram generator	4
The forward–backward envelope for sampling with the overdamped Langevin algorithm	4
Statistical depth in abstract metric spaces	4
Deep mixtures of unigrams for uncovering topics in textual data	4
Product-form estimators: exploiting independence to scale up Monte Carlo	4
Quantile hidden semi-Markov models for multivariate time series	4
Co-clustering of evolving count matrices with the dynamic latent block model: application to pharmacovigilance	4
Optimal representative sample weighting	4
Achieving fairness with a simple ridge penalty	4
An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests	4
An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization	4
Systematic enumeration of definitive screening designs	4
Multilevel estimation of normalization constants using ensemble Kalman–Bucy filters	4
Rank-one multi-reference factor analysis	4
Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models	4
Inference of multivariate exponential Hawkes processes with inhibition and application to neuronal activity	4
Sklar’s Omega: A Gaussian copula-based framework for assessing agreement	4
Control variate selection for Monte Carlo integration	3
Parallelizing MCMC sampling via space partitioning	3
Split Hamiltonian Monte Carlo revisited	3
Variable selection and regularization via arbitrary rectangle-range generalized elastic net	3
Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems	3
Importance conditional sampling for Pitman–Yor mixtures	3
Efficient EM-variational inference for nonparametric Hawkes process	3
Distributional anchor regression	3
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection	3
Efficient probabilistic reconciliation of forecasts for real-valued and count time series	3
Generating directed networks with predetermined assortativity measures	3
Constructing two-level $$Q_B$$-optimal screening designs using mixed-integer programming and heuristic algorithms	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
Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions	3
Efficient and accurate inference for mixtures of Mallows models with Spearman distance	3
Consistent causal inference from time series with PC algorithm and its time-aware extension	3
Limitations of the Wasserstein MDE for univariate data	3
LASSO for streaming data with adaptative filtering	3
On estimating the structure factor of a point process, with applications to hyperuniformity	3
Variable selection using conditional AIC for linear mixed models with data-driven transformations	3
Robust discrete choice models with t-distributed kernel errors	3
Penalized Cox’s proportional hazards model for high-dimensional survival data with grouped predictors	3
Bayesian projection pursuit regression	3
A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions	3
Generalised likelihood profiles for models with intractable likelihoods	3
Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference	3
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics	3
Distributed statistical optimization for non-randomly stored big data with application to penalized learning	3
Flexible non-parametric regression models for compositional response data with zeros	3
Min–max crossover designs for two treatments binary and poisson crossover trials	3
Bayesian variable selection for matrix autoregressive models	3
Model averaging for support vector classifier by cross-validation	3
A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)	3
Accelerating the estimation of renewal Hawkes self-exciting point processes	3
A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems	3
Sequential sampling of junction trees for decomposable graphs	2
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization	2
Bayesian wavelet-packet historical functional linear models	2
Fast Bayesian inversion for high dimensional inverse problems	2
Quantile regression feature selection and estimation with grouped variables using Huber approximation	2
Toeplitz Monte Carlo	2
Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods	2
A Bayesian parametrized method for interval-valued regression models	2
Selecting the derivative of a functional covariate in scalar-on-function regression	2
Non-local spatially varying finite mixture models for image segmentation	2
Comparing unconstrained parametrization methods for return covariance matrix prediction	2
De-noising boosting methods for variable selection and estimation subject to error-prone variables	2
Cauchy robust principal component analysis with applications to high-dimensional data sets	2
Conditional particle filters with diffuse initial distributions	2
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data	2
Variational Tobit Gaussian Process Regression	2
Rate-optimal refinement strategies for local approximation MCMC	2
Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm	2
GParareal: a time-parallel ODE solver using Gaussian process emulation	2
Nonnegative Bayesian nonparametric factor models with completely random measures	2
Subsampling approach for least squares fitting of semi-parametric accelerated failure time models to massive survival data	2
Point process simulation of generalised hyperbolic Lévy processes	2
Automatic search intervals for the smoothing parameter in penalized splines	2

Stochastic cluster embedding	2
Efficient and generalizable tuning strategies for stochastic gradient MCMC	2
Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models	2
Stochastic variational inference for scalable non-stationary Gaussian process regression	2
A fast epigraph and hypograph-based approach for clustering functional data	2
Prediction scoring of data-driven discoveries for reproducible research	2
Power-law distribution in pieces: a semi-parametric approach with change point detection	2
Complexity of zigzag sampling algorithm for strongly log-concave distributions	2
A framework for mediation analysis with massive data	2
Truncated Poisson–Dirichlet approximation for Dirichlet process hierarchical models	2
Testing symmetry for bivariate copulas using Bernstein polynomials	2
Multiscale stick-breaking mixture models	2
A branch-and-bound algorithm for the exact optimal experimental design problem	2
Modal Clustering Using Semiparametric Mixtures and Mode Flattening	2
Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference	2
Bayesian learning via neural Schrödinger–Föllmer flows	2
NuZZ: Numerical Zig-Zag for general models	2
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models	2
A Metropolis-class sampler for targets with non-convex support	2
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions	2
A numerically stable algorithm for integrating Bayesian models using Markov melding	2
A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes	2
Penalized model-based clustering of complex functional data	2
Ensemble sampler for infinite-dimensional inverse problems	2
Constrained minimum energy designs	2
Sticky PDMP samplers for sparse and local inference problems	2
A two-stage Bayesian semiparametric model for novelty detection with robust prior information	2
Optimal design of multifactor experiments via grid exploration	2
Maximum likelihood estimation of the Weibull distribution with reduced bias	2
Real time anomaly detection and categorisation	2
Updating Variational Bayes: fast sequential posterior inference	2
Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes	2
Identifiability and parameter estimation of the overlapped stochastic co-block model	2
Frugal Gaussian clustering of huge imbalanced datasets through a bin-marginal approach	2
Biclustering via structured regularized matrix decomposition	2
Erlang mixture modeling for Poisson process intensities	2
Fast and universal estimation of latent variable models using extended variational approximations	2
A robust quantile regression for bounded variables based on the Kumaraswamy Rectangular distribution	2
A parallel evolutionary multiple-try metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions	2
Sequential changepoint detection in neural networks with checkpoints	2
General Jackknife empirical likelihood and its applications	2
False discovery rate envelopes	2
Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models	2