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10/06/2022
Approximate Methods for Bayesian Computation
Rich data generating mechanisms are ubiquitous in this age of informatio...
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07/08/2022
Copula Modelling of Serially Correlated Multivariate Data with Hidden Structures
We propose a copula-based extension of the hidden Markov model (HMM) whi...
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03/19/2022
Measuring the severity of multi-collinearity in high dimensions
Multi-collinearity is a wide-spread phenomenon in modern statistical app...
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10/28/2021
Living on the Edge: An Unified Approach to Antithetic Sampling
We identify recurrent ingredients in the antithetic sampling literature ...
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08/28/2020
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates
The recently proposed L-lag coupling for unbiased MCMC <cit.> calls for ...
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09/27/2019
Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas
The paper considers the problem of establishing data support for the sim...
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05/16/2019
Finding our Way in the Dark: Approximate MCMC for Approximate Bayesian Methods
With larger data at their disposal, scientists are emboldened to tackle ...
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11/02/2018
Brawn and Brains: a Robust and Powerful approach to X-inclusive Whole-genome Association Studies
X-chromosome is often excluded from whole-genome association studies due...
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03/20/2018
Data Distillery: Effective Dimension Estimation via Penalized Probabilistic PCA
The paper tackles the unsupervised estimation of the effective dimension...
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05/06/2016