| Publication | Date of Publication | Type |
|---|
An introduction to quantum computing for statisticians and data scientists
Foundations of Data Science | 2024-10-16 | 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 adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Flexible multivariate regression density estimation
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Manifold Optimization-Assisted Gaussian Variational Approximation
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
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 |
| 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 |
Likelihood-free inference in high dimensions with synthetic likelihood
Computational Statistics and Data Analysis | 2018-10-17 | Paper |
Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
Bayesian Analysis | 2018-05-25 | Paper |
Variational Bayes with synthetic likelihood
Statistics and Computing | 2018-03-08 | Paper |
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
Statistics and Computing | 2016-07-29 | Paper |
Variational approximation for heteroscedastic linear models and matching pursuit algorithms
Statistics and Computing | 2015-10-16 | Paper |
Bayesian adaptive Lasso
Annals of the Institute of Statistical Mathematics | 2014-10-02 | Paper |
Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
Electronic Journal of Statistics | 2013-05-28 | Paper |
The predictive Lasso
Statistics and Computing | 2012-12-07 | Paper |
The loss rank criterion for variable selection in linear regression analysis
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
A criterion for optimal predictive model selection
Communications in Statistics: Theory and Methods | 2011-06-17 | Paper |
Model selection with the loss rank principle
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Penalized maximum likelihood principle for choosing ridge parameter
Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
Identity check problem for shallow quantum circuits
(available as arXiv preprint) | N/A | Paper |
