Pages that link to "Item:Q58500"
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The following pages link to Journal of Computational and Graphical Statistics (Q58500):
Displaying 50 items.
- Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians (Q101178) (← links)
- Computationally Efficient Changepoint Detection for a Range of Penalties (Q101295) (← links)
- On the Semisupervised Joint Trained Elastic Net (Q104181) (← links)
- Efficient Algorithms for Bayesian Nearest Neighbor Gaussian Processes (Q104464) (← links)
- Unsupervised Learning With Random Forest Predictors (Q104984) (← links)
- Eigenvectors from Eigenvalues Sparse Principal Component Analysis (Q105511) (← links)
- Numerical Computation of Multivariate Normal Probabilities (Q105976) (← links)
- Reinforced Angle-Based Multicategory Support Vector Machines (Q106301) (← links)
- Comparing Two Samples Through Stochastic Dominance: A Graphical Approach (Q107069) (← links)
- The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070) (← links)
- Sequential Learning of Regression Models by Penalized Estimation (Q108072) (← links)
- Integrated Depths for Partially Observed Functional Data (Q108576) (← links)
- Fast marginal likelihood estimation of penalties for group-adaptive elastic net (Q108783) (← links)
- Direct Likelihood Evaluation for the Renewal Hawkes Process (Q109684) (← links)
- A Matrix-Free Likelihood Method for Exploratory Factor Analysis of High-Dimensional Gaussian Data (Q109938) (← links)
- A Haar-Fisz Algorithm for Poisson Intensity Estimation (Q110010) (← links)
- Sparse Vector Autoregressive Modeling (Q110389) (← links)
- Markov Chain Sampling Methods for Dirichlet Process Mixture Models (Q110957) (← links)
- A Split-Merge Markov chain Monte Carlo Procedure for the Dirichlet Process Mixture Model (Q110959) (← links)
- Letter-Value Plots: Boxplots for Large Data (Q111172) (← links)
- Manual Controls for High-Dimensional Data Projections (Q112053) (← links)
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms (Q112514) (← links)
- A Dynamic Programming Algorithm for the Fused Lasso andL0-Segmentation (Q112585) (← links)
- Randomized Quantile Residuals (Q116665) (← links)
- Sparse Multivariate Regression With Covariance Estimation (Q117005) (← links)
- Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models (Q117774) (← links)
- Normal/Independent Distributions and Their Applications in Robust Regression (Q118442) (← links)
- An Adaptive Parallel Tempering Algorithm (Q118564) (← links)
- Classification With the Matrix-Variate-t Distribution (Q118755) (← links)
- Exact Stratified Linear Rank Tests for Ordered Categorical and Binary Data (Q119544) (← links)
- Algorithms for Envelope Estimation (Q119928) (← links)
- Penalized Functional Regression (Q120749) (← links)
- Learning Interactions via Hierarchical Group-Lasso Regularization (Q122256) (← links)
- Inference in Curved Exponential Family Models for Networks (Q122397) (← links)
- MCVIS: A New Framework for Collinearity Discovery, Diagnostic, and Visualization (Q123312) (← links)
- Minimax and Minimax Projection Designs Using Clustering (Q123949) (← links)
- Fast Generalized Linear Models by Database Sampling and One-Step Polishing (Q124597) (← links)
- U-Statistical Inference for Hierarchical Clustering (Q124711) (← links)
- Simulation of the Matrix Bingham–von Mises–Fisher Distribution, With Applications to Multivariate and Relational Data (Q124874) (← links)
- A Semiparametric Two-Sample Hypothesis Testing Problem for Random Graphs (Q126090) (← links)
- Penalized Estimation in Large-Scale Generalized Linear Array Models (Q126285) (← links)
- Direction-Projection-Permutation for High-Dimensional Hypothesis Tests (Q126365) (← links)
- Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination (Q126401) (← links)
- The Automatic Construction of Bootstrap Confidence Intervals (Q126677) (← links)
- Area Biplots (Q128980) (← links)
- Multivariate Functional Data Visualization and Outlier Detection (Q129236) (← links)
- copCAR: A Flexible Regression Model for Areal Data (Q131670) (← links)
- Stable Multiple Time Step Simulation/Prediction From Lagged Dynamic Network Regression Models (Q132597) (← links)
- Sparse Distance Weighted Discrimination (Q133497) (← links)
- A Metaheuristic Adaptive Cubature Based Algorithm to Find Bayesian Optimal Designs for Nonlinear Models (Q134019) (← links)
