The following pages link to Theoretical Statistics (Q3579837):
Displaying 24 items.
- Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure (Q900816) (← links)
- On the \(f\)-divergence for non-additive measures (Q1697359) (← links)
- Scalable Monte Carlo inference and rescaled local asymptotic normality (Q1983623) (← links)
- On the \(f\)-divergence for discrete non-additive measures (Q1999153) (← links)
- On Bayesian posterior mean estimators in imaging sciences and Hamilton-Jacobi partial differential equations (Q2051535) (← links)
- Bayesian inference over the Stiefel manifold via the Givens representation (Q2057336) (← links)
- On information about covariance parameters in Gaussian Matérn random fields (Q2102988) (← links)
- Maximizing products of linear forms, and the permanent of positive semidefinite matrices (Q2133425) (← links)
- An alternative to EM for Gaussian mixture models: batch and stochastic Riemannian optimization (Q2188245) (← links)
- Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise (Q2223803) (← links)
- Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)
- Maximum likelihood estimators for scaled mutation rates in an equilibrium mutation-drift model (Q2661463) (← links)
- Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
- (Q4558202) (← links)
- Gibbs sampler and coordinate ascent variational inference: A set-theoretical review (Q5079881) (← links)
- Certified Mapper: Repeated Testing for Acyclicity and Obstructions to the Nerve Lemma (Q5118382) (← links)
- On the performance of<i>L</i><sub>2</sub><i>E</i>estimation in modelling heterogeneous count responses with extreme values (Q5219282) (← links)
- (Q5501516) (← links)
- Structure learning of exponential family graphical model with false discovery rate control (Q6080784) (← links)
- A Tutorial on the Practical Use and Implication of Complete Sufficient Statistics (Q6086593) (← links)
- MLE of jointly constrained mean-covariance of multivariate normal distributions (Q6102196) (← links)
- The Kullback-Leibler divergence between lattice Gaussian distributions (Q6149601) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
