Variational approximation methods have become a mainstay of contemporary machine learning methodology, but currently have little presence in statistics. We devise an effective variational approximation strategy for fitting ...
Variational approximation methods have become a mainstay of contemporary machine learning methodology, but currently have little presence in statistics. We devise an effective variational approximation strategy for fitting ...
Christensen, Morten; Platen, Eckhard(Taylor & Francis Inc, 2005)
Under few technical assumptions and allowing for the absence of an equivalent martingale measure, we show how to price and hedge in a sequence of incomplete markets driven by Wiener noise and a marked point process. We ...
Zhao, Yihao; Staudenmayer, John; Coull, B.; Wand, Matt(The Institute of Mathematical Statistics, 2006)
Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also ...
We develop Mean Field Variational Bayes methodology for fast approximate inference in Bayesian Generalized Extreme Value additive model analysis. Such models are useful for flexibly assessing the impact of continuous ...
A semiparametric version of the generalized linear model for regression response was developed by replacing the linear combination with nonparametric components. The generalized partially linear single-index models were ...
We develop a family of distributions which allow for over- and underdispersion relative to the Poisson. This latter feature is particularly appealing since many existing methods only allow for overdispersion. These ...
The Pro/Pro polymorphism of p53 codon 72 has been reported to be related to bladder and lung cancer, but its relationship with skin cancer is unclear. We assessed the hypothesis that there is a relationship between the p53 ...
Abstract: Analytical or coding errors in posterior simulators can produce reasonable but incorrect approximations of posterior moments. This article develops simple tests of posterior simulators that detect both kinds of ...
A firms growth and failure are the two sides of the same coin. This paper reports new phenomenological findings for firm size distribution and growth, and bankruptcy. This paper is based on [Y. Fujiwara et al., Physica A ...
The applied statistician often encounters the need to compare two or more groups with respect to more than one outcome or response. Several options are generally available, including reducing the dimension of the problem ...
Real-world phenomena are frequently modelled by Bayesian hierarchical models. The building-blocks in such models are the distribution of each variable conditional on parent and/or neighbour variables in the graph. The ...
For a graph of m nodes and n edges, an algorithm for testing the isomorphism of graphs is given. The complexity of the algorithm is a maximum of O(mn(2)) in almost all cases, with a considerable reduction if sparsity is ...
In the years following the publication of Black and Scholes (J Political Econ, 81(3), 637-654, 1973), numerous alternative models have been proposed for pricing and hedging equity derivatives. Prominent examples include ...
Motivated by the needs of scientists using flow cytometry, we study the problem of estimating the region where two multivariate samples differ in density. We call this problem highest density difference region estimation ...