| Publication | Date of Publication | Type |
|---|
Variational Bayesian inference for models with nuisance parameters and an intractable likelihood
Statistics and Computing | 2025-07-18 | Paper |
Flexible Variational Bayes Based on a Copula of a Mixture
Journal of Computational and Graphical Statistics | 2025-06-26 | Paper |
Structured Variational Approximations with Skew Normal Decomposable Graphical Models and Implicit Copulas
Journal of Computational and Graphical Statistics | 2025-06-25 | Paper |
The Block-Correlated Pseudo Marginal Sampler for State Space Models
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Gaussian variational approximations for high-dimensional state space models
Bayesian Analysis | 2024-12-09 | Paper |
Efficient data augmentation for multivariate probit models with panel data: an application to general practitioner decision making about contraceptives
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Dynamic Mixture of Experts Models for Online Prediction
Technometrics | 2024-10-31 | Paper |
Mixed Marginal Copula Modeling
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
A Statistical Recurrent Stochastic Volatility Model for Stock Markets
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
A Statistical Recurrent Stochastic Volatility Model for Stock Markets
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
Journal of the American Statistical Association | 2024-01-08 | Paper |
Automatically adapting the number of state particles in \(\text{SMC}^2\)
Statistics and Computing | 2023-07-21 | Paper |
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Speeding up MCMC by Delayed Acceptance and Data Subsampling
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Subsampling sequential Monte Carlo for static Bayesian models
Statistics and Computing | 2020-11-04 | Paper |
A flexible particle Markov chain Monte Carlo method
Statistics and Computing | 2020-08-27 | Paper |
| Hamiltonian Monte Carlo with energy conserving subsampling | 2020-02-07 | Paper |
Hamiltonian Monte Carlo with energy conserving subsampling
(available as arXiv preprint) | 2020-02-07 | Paper |
Speeding Up MCMC by Efficient Data Subsampling
Journal of the American Statistical Association | 2019-08-27 | Paper |
Subsampling MCMC -- an introduction for the survey statistician
Sankhyā. Series A | 2019-08-07 | Paper |
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
Journal of Econometrics | 2017-05-12 | Paper |
Generalized smooth finite mixtures
Journal of Econometrics | 2017-05-12 | Paper |
On particle Gibbs samplers
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
Statistics and Computing | 2016-07-29 | Paper |
Regression density estimation using smooth adaptive Gaussian mixtures
Journal of Econometrics | 2016-07-25 | Paper |
Efficient estimation of covariance selection models
Biometrika | 2016-06-27 | Paper |
A unified approach to nonlinearity, structural change, and outliers
Journal of Econometrics | 2016-05-02 | Paper |
Nonparametric estimation of the distribution function in contingent valuation models
Bayesian Analysis | 2016-02-12 | Paper |
Particle efficient importance sampling
Journal of Econometrics | 2015-12-02 | Paper |
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Biometrika | 2015-06-26 | Paper |
A duality formula for Feynman-Kac path particle models
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2015-06-05 | Paper |
A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Bayesian inference for nonlinear structural time series models
Journal of Econometrics | 2014-11-11 | Paper |
Bayesian inference for nonlinear structural time series models
Journal of Econometrics | 2014-11-11 | Paper |
| On particle Gibbs Markov chain Monte Carlo models | 2014-04-23 | Paper |
Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
Electronic Journal of Statistics | 2013-05-28 | Paper |
Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach
Journal of Multivariate Analysis | 2011-04-19 | Paper |
Bayesian estimation of a random effects heteroscedastic probit model
Econometrics Journal | 2010-10-15 | Paper |
Bayesian inference using adaptive sampling
Bayesian Econometrics | 2010-06-30 | Paper |
Parsimonious estimation of the covariance matrix in multinomial probit models
Econometric Reviews | 2010-04-23 | Paper |
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
Journal of the American Statistical Association | 2009-06-12 | Paper |
Multivariate probit models for conditional claim-types
Insurance Mathematics & Economics | 2009-05-12 | Paper |
Adaptive sampling for Bayesian variable selection
Biometrika | 2008-12-10 | Paper |
BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-03-20 | Paper |
Statistical Correction of a Deterministic Numerical Weather Prediction Model
Journal of the American Statistical Association | 2004-06-10 | Paper |
Model Selection in Spline Nonparametric Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2003-08-07 | Paper |
| Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior | 2002-07-30 | Paper |
| Efficient Bayesian Inference for Dynamic Mixture Models | 2002-07-30 | Paper |
| scientific article; zbMATH DE number 1423402 (Why is no real title available?) | 2001-10-03 | Paper |
| scientific article; zbMATH DE number 1405814 (Why is no real title available?) | 2000-05-18 | Paper |
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS
Journal of Time Series Analysis | 2000-05-18 | Paper |
Diagnostics for Time Series Analysis
Journal of Time Series Analysis | 2000-03-01 | Paper |
Accuracy and efficiency of alternative spline smoothing algorithms
Journal of Statistical Computation and Simulation | 1999-11-08 | Paper |
| A Bayesian Approach to Robust Binary Nonparametric Regression | 1999-02-16 | Paper |
| scientific article; zbMATH DE number 1086083 (Why is no real title available?) | 1998-06-18 | Paper |
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Journal of Econometrics | 1997-12-15 | Paper |
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Journal of Econometrics | 1997-06-26 | Paper |
A Bayesian approach to additive semiparametric regression
Journal of Econometrics | 1997-01-07 | Paper |
Markov chain Monte Carlo in conditionally Gaussian state space models
Biometrika | 1996-12-08 | Paper |
A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
Journal of Time Series Analysis | 1996-09-22 | Paper |
Testing of linearity in a semiparametric regression model
Journal of Econometrics | 1995-11-28 | Paper |
| scientific article; zbMATH DE number 729136 (Why is no real title available?) | 1995-06-06 | Paper |
Nonparametric spline regression with prior information
Biometrika | 1993-07-21 | Paper |
| The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters | 1993-04-01 | Paper |
Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
Journal of Econometrics | 1993-02-04 | Paper |
Nonparametric spline regression with autoregressive moving average errors
Biometrika | 1992-11-29 | Paper |
| Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression | 1990-01-01 | Paper |
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS
Journal of Time Series Analysis | 1990-01-01 | Paper |
A fast algorithm for signal extraction, influence and cross-validation in state space models
Biometrika | 1989-01-01 | Paper |
Filtering and smoothing algorithms for state space models
Computers & Mathematics with Applications | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4176286 (Why is no real title available?) | 1988-01-01 | Paper |
Signal extraction for finite nonstationary time series
Biometrika | 1987-01-01 | Paper |
A New Algorithm for Spline Smoothing Based on Smoothing a Stochastic Process
SIAM Journal on Scientific and Statistical Computing | 1987-01-01 | Paper |
Efficient generalized cross-validation for state space models
Biometrika | 1987-01-01 | Paper |
| Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3940596 (Why is no real title available?) | 1986-01-01 | Paper |
Prediction Mean Squared Error for State Space Models with Estimated Parameters
Biometrika | 1986-01-01 | Paper |
A note on reparameterizing a vector autoregressive moving average model to enforce stationarity
Journal of Statistical Computation and Simulation | 1986-01-01 | Paper |
Spline smoothing with repeated values
Journal of Statistical Computation and Simulation | 1986-01-01 | Paper |
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
The Annals of Statistics | 1985-01-01 | Paper |
Computing the likelihood and its dierivatives for a gaussian ARMA model
Journal of Statistical Computation and Simulation | 1985-01-01 | Paper |
A structured state space approach to computing the likelihood of an ARIMA process and its derivatives
Journal of Statistical Computation and Simulation | 1985-01-01 | Paper |
On the rate of convergence of the innovation representation of a moving average process
Biometrika | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3923921 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3883452 (Why is no real title available?) | 1984-01-01 | Paper |
A note on Kalman filtering for the seasonal moving average model
Biometrika | 1984-01-01 | Paper |
Fixed interval estimation in state space models when some of the data are missing or aggregated
Biometrika | 1983-01-01 | Paper |
On the smoothness properties of the best linear unbiased estimate of a stochastic process observed with noise
The Annals of Statistics | 1983-01-01 | Paper |
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
Biometrika | 1983-01-01 | Paper |
A note on obtaining the theoretical autocovariances of an ARMA process
Journal of Statistical Computation and Simulation | 1982-01-01 | Paper |
A geometrical derivation of the fixed interval smoothing algorithm
Biometrika | 1982-01-01 | Paper |
Identification Results for Armax Structures
Econometrica | 1979-01-01 | Paper |
