Publication | Date of Publication | Type |
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Concave-Convex PDMP-based Sampling | 2024-01-22 | Paper |
Reversible Jump PDMP Samplers for Variable Selection | 2024-01-08 | Paper |
Collective Anomaly Detection in High-Dimensional Var Models | 2023-11-17 | Paper |
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise | 2023-07-06 | Paper |
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes | 2022-12-09 | Paper |
Consistency of a range of penalised cost approaches for detecting multiple changepoints | 2022-10-18 | Paper |
Online non-parametric changepoint detection with application to monitoring operational performance of network devices | 2022-10-17 | Paper |
Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring | 2022-07-14 | Paper |
Quasi-Stationary Monte Carlo and The Scale Algorithm | 2022-07-08 | Paper |
Subset Multivariate Collective and Point Anomaly Detection | 2022-06-24 | Paper |
Detecting Changes in Slope With an L0 Penalty | 2022-03-28 | Paper |
Parallelization of a Common Changepoint Detection Method | 2022-03-28 | Paper |
PDMP Monte Carlo methods for piecewise-smooth densities | 2021-11-10 | Paper |
Stochastic Gradient Markov Chain Monte Carlo | 2021-03-30 | Paper |
BayesProject: fast computation of a projection direction for multivariate changepoint detection | 2020-11-04 | Paper |
Semi-automated simultaneous predictor selection for regression-SARIMA models | 2020-11-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4969147 | 2020-10-05 | Paper |
Motor unit number estimation via sequential Monte Carlo | 2020-01-30 | Paper |
Consistency of a range of penalised cost approaches for detecting multiple changepoints | 2019-11-05 | Paper |
Control variates for stochastic gradient MCMC | 2019-10-18 | Paper |
Changepoint Detection in the Presence of Outliers | 2019-08-19 | Paper |
Particle Metropolis-adjusted Langevin algorithms | 2019-06-24 | Paper |
On the asymptotic efficiency of approximate Bayesian computation estimators | 2019-06-24 | Paper |
Convergence of regression-adjusted approximate Bayesian computation | 2019-06-24 | Paper |
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data | 2019-05-10 | Paper |
Random-Weight Particle Filtering of Continuous Time Processes | 2019-04-30 | Paper |
Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation | 2019-04-30 | Paper |
Piecewise deterministic Markov processes for continuous-time Monte Carlo | 2018-12-10 | Paper |
Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments | 2018-08-22 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains | 2018-06-20 | Paper |
Bayesian detection of abnormal segments in multiple time series | 2018-02-23 | Paper |
Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error | 2017-12-17 | Paper |
Exact Bayesian curve fitting and signal segmentation | 2017-09-20 | Paper |
A computationally efficient nonparametric approach for changepoint detection | 2017-06-30 | Paper |
On optimal multiple changepoint algorithms for large data | 2017-03-28 | Paper |
Augmentation schemes for particle MCMC | 2016-11-16 | Paper |
Convergence of Regression Adjusted Approximate Bayesian Computation | 2016-09-22 | Paper |
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data | 2016-07-11 | Paper |
On optimal multiple changepoint algorithms for large data | 2016-02-15 | Paper |
Comment on article by Wyse et al. | 2016-02-08 | Paper |
An adaptive sequential Monte Carlo sampler | 2016-02-02 | Paper |
The random walk Metropolis: linking theory and practice through a case study | 2016-01-05 | Paper |
Bayesian sequential experimental design for binary response data with application to electromyographic experiments | 2015-12-21 | Paper |
Tractable diffusion and coalescent processes for weakly correlated loci | 2015-08-07 | Paper |
Bayesian Analysis of Isochores | 2015-06-22 | Paper |
Estimating the relative rate of recombination to mutation in bacteria from single-locus variants using composite likelihood methods | 2015-06-17 | Paper |
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators | 2015-06-10 | Paper |
Bayesian detection of abnormal segments in multiple time series | 2014-12-17 | Paper |
Semi-automatic selection of summary statistics for ABC model choice | 2014-10-07 | Paper |
Inference for reaction networks using the linear noise approximation | 2014-07-22 | Paper |
Markov Chain Monte Carlo for Exact Inference for Diffusions | 2013-06-05 | Paper |
Optimal Detection of Changepoints With a Linear Computational Cost | 2013-01-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q3172423 | 2011-10-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q3074761 | 2011-02-10 | Paper |
A sequential smoothing algorithm with linear computational cost | 2010-08-19 | Paper |
Particle Filters for Partially Observed Diffusions | 2009-06-10 | Paper |
The stationary distribution of allele frequencies when selection acts at unlinked loci | 2007-06-13 | Paper |
An Exact Gibbs Sampler for the Markov-Modulated Poisson Process | 2007-05-24 | Paper |
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) | 2006-11-14 | Paper |
Ancestral processes for non-neutral models of complex diseases | 2006-10-31 | Paper |
Consistency of estimators of the population-scaled recombination rate | 2006-10-27 | Paper |
Approximate Likelihood Methods for Estimating Local Recombination Rates | 2005-04-29 | Paper |
On-Line Inference for Hidden Markov Models via Particle Filters | 2005-04-22 | Paper |
Exact Filtering for Partially Observed Continuous Time Models | 2004-09-24 | Paper |
Perfect simulation from population genetic models with selection. | 2004-03-14 | Paper |
Haplotypes: the joint distribution of alleles at linked loci | 2003-11-17 | Paper |
The common ancestor at a nonneutral locus | 2002-12-15 | Paper |