统计计算
A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…
Least absolute deviation regression is applied using a fixed number of points for all values of the index to estimate the index and scale parameter of the stable distribution using regression methods based on the empirical characteristic…
A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…
Multiplicative mixed models can be applied in a wide range of scientific disciplines, since they are relevant in every situation where an interaction between a fixed effect and a random effect is present. Until now, no R package has been…
The classical functional linear regression model (FLM) and its extensions, which are based on the assumption that all individuals are mutually independent, have been well studied and are used by many researchers. This independence…
In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…
Researchers in genetics and other life sciences commonly use permutation tests to evaluate differences between groups. Permutation tests have desirable properties, including exactness if data are exchangeable, and are applicable even when…
In this work we present a non-reversible, tuning- and rejection-free Markov chain Monte Carlo which naturally fits in the framework of hit-and-run. The sampler only requires access to the gradient of the log-density function, hence the…
Increased application of multivariate data in many scientific areas has considerably raised the complexity of analysis and interpretation. Although quite a few approaches have been put forward to address this issue, there is still a gap…
Recombinant binomial trees are binary trees where each non-leaf node has two child nodes, but adjacent parents share a common child node. Such trees arise in finance when pricing an option. For example, valuation of a European option can be…
The pseudo-random number generators (PRNGs), sampling algorithms, and algorithms for generating random integers in some common statistical packages and programming languages are unnecessarily inaccurate, by an amount that may matter for…
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin…
The cryo-electron microscope (cryo-EM) is increasingly popular these years. It helps to uncover the biological structures and functions of macromolecules. In this paper, we address image denoising problem in cryo-EM. Denoising the cryo-EM…
This paper describes the R package mvLSW. The package contains a suite of tools for the analysis of multivariate locally stationary wavelet (LSW) time series. Key elements include: (i) the simulation of multivariate LSW time series for a…
The log-Gaussian Cox process is a flexible and popular class of point pattern models for capturing spatial and space-time dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented…
Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…
Geodesic Monte Carlo (gMC) is a powerful algorithm for Bayesian inference on non-Euclidean manifolds. The original gMC algorithm was cleverly derived in terms of its progenitor, the Riemannian manifold Hamiltonian Monte Carlo (RMHMC). Here,…
Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian framework, either directly or by inferring the unknown action of the…
Compressive sampling has been widely used for sparse polynomial chaos (PC) approximation of stochastic functions. The recovery accuracy of compressive sampling highly depends on the incoherence properties of the measurement matrix. In this…
Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…