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ORCIDJournal of Computational and Graphical Statistics, Volume 33
Volume 33, Number 1, 2024
- (Withdrawn) Detecting Anomalous Time Series by GAMLSS-Akaike-Weights-Scoring.
- Maryclare Griffin, Peter D. Hoff:
Structured Shrinkage Priors. 1-14 - Yudan Zou
, Yiqi Lin, Xinyuan Song:
Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States. 15-24 - Christopher J. Fallaize, Theodore Kypraios:
Bayesian Model Choice for Directional Data. 25-34 - Guanxun Li, Quan Zhou:
Bayesian Multi-Task Variable Selection with an Application to Differential DAG Analysis. 35-46 - Matthew T. Pratola, Edward I. George, Robert E. McCulloch:
Influential Observations in Bayesian Regression Tree Models. 47-63 - David Bolin, Alexandre B. Simas, Zhen Xiong:
Covariance-Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference. 64-74 - Minwoo Kim, Shrijita Bhattacharya, Tapabrata Maiti:
Statistically Valid Variational Bayes Algorithm for Ising Model Parameter Estimation. 75-84 - Marco Riani, Anthony C. Atkinson, Aldo Corbellini:
Robust Transformations for Multiple Regression via Additivity and Variance Stabilization. 85-100 - Christopher C. Drovandi, David J. Nott, David T. Frazier:
Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization. 101-111 - Yongyun Shin, Stephen Raudenbush:
Maximum Likelihood Estimation of Hierarchical Linear Models from Incomplete Data: Random Coefficients, Statistical Interactions, and Measurement Error. 112-125 - Yannis G. Yatracos:
EDI-Graphic: A Tool To Study Parameter Discrimination and Confirm Identifiability in Black-Box Models, and to Select Data-Generating Machines. 126-137 - Ben Sherwood, Bradley S. Price:
On the Use of Minimum Penalties in Statistical Learning. 138-151 - Alessandro Colombi, Raffaele Argiento, Lucia Paci, Alessia Pini:
Learning Block Structured Graphs in Gaussian Graphical Models. 152-165 - Chad Klumb, Martina Morris, Steven M. Goodreau, Samuel M. Jenness:
Improving and Extending STERGM Approximations Based on Cross-Sectional Data and Tie Durations. 166-180 - Haixu Wang, Jiguo Cao:
Functional Nonlinear Learning. 181-191 - Byron C. Jaeger, Sawyer Welden, Kristin M. Lenoir, Jaime Lynn Speiser, Matthew W. Segar, Ambarish Pandey, Nicholas M. Pajewski:
Accelerated and Interpretable Oblique Random Survival Forests. 192-207 - Junge Li, Qing Mai:
Model-Based Tensor Low-Rank Clustering. 208-218 - Hui Shen, Shankar Bhamidi, Yufeng Liu:
Statistical Significance of Clustering with Multidimensional Scaling. 219-230 - Oh-Ran Kwon, Zhaosong Lu, Hui Zou:
Exactly Uncorrelated Sparse Principal Component Analysis. 231-241 - Xinyi Zhang, Qiang Sun, Dehan Kong:
Supervised Principal Component Regression for Functional Responses with High Dimensional Predictors. 242-249 - Youhan Lu, Yushen Dong, Juan Hu, Yichao Wu:
A Unified Approach to Variable Selection for Partially Linear Models. 250-260 - Aleksei Sholokhov, James V. Burke, Damian F. Santomauro, Peng Zheng, Aleksandr Y. Aravkin:
A Relaxation Approach to Feature Selection for Linear Mixed Effects Models. 261-275 - Haixiang Zhang, Lulu Zuo, HaiYing Wang, Liuquan Sun:
Approximating Partial Likelihood Estimators via Optimal Subsampling. 276-288 - Jianxiao Yang, Martijn J. Schuemie, Xiang Ji, Marc A. Suchard:
Massive Parallelization of Massive Sample-Size Survival Analysis. 289-302 - Volodymyr Melnykov, Yang Wang, Yana Melnykov, Francesca Torti, Domenico Perrotta, Marco Riani:
On Simulating Skewed and Cluster-Weighted Data for Studying Performance of Clustering Algorithms. 303-309 - Maryclare Griffin:
Improved Pathwise Coordinate Descent for Power Penalties. 310-315 - Peng Zhang, Ben Liu, Jingjing Pan:
Iteratively Reweighted Least Squares Method for Estimating Polyserial and Polychoric Correlation Coefficients. 316-328 - Statement of Retraction: Detecting Anomalous Time Series by GAMLSS-Akaike-Weights-Scoring. 329
Volume 33, Number 2, 2024
- Yasuyuki Hamura, Kaoru Irie, Shonosuke Sugasawa:
Gibbs Sampler for Matrix Generalized Inverse Gaussian Distributions. 331-340 - Tom Stindl, Feng Chen:
EM Algorithm for the Estimation of the RETAS Model. 341-351 - Yongshi Deng, Thomas Lumley:
Multiple Imputation Through XGBoost. 352-363 - Santeri Karppinen, Sumeetpal S. Singh, Matti Vihola:
Conditional Particle Filters with Bridge Backward Sampling. 364-378 - Priyam Das, Deborshee Sen, Debsurya De, Jue Hou, Zahra Shakeri Hossein Abad, Nicole Kim, Zongqi Xia, Tianxi Cai:
Clustering Sequence Data with Mixture Markov Chains with Covariates Using Multiple Simplex Constrained Optimization Routine (MSiCOR). 379-392 - Medha Agarwal, Jason Xu:
Quasi-Newton Acceleration of EM and MM Algorithms via Broyden's Method. 393-406 - Li-Pang Chen:
Variable Selection and Estimation for Misclassified Binary Responses and Multivariate Error-Prone Predictors. 407-420 - Fan Chen, Karl Rohe:
A New Basis for Sparse Principal Component Analysis. 421-434 - Lih-Yuan Deng, Ching-Chi Yang, Dale Bowman, Dennis K. J. Lin, Henry Horng-Shing Lu:
Big Data Model Building Using Dimension Reduction and Sample Selection. 435-447 - Sarbojit Roy, Soham Sarkar, Subhajit Dutta, Anil Kumar Ghosh:
On Exact Feature Screening in Ultrahigh-Dimensional Binary Classification. 448-462 - Wenjia Wang, Yusi Fang, Chung Chang, George C. Tseng:
Accurate and Ultra-Efficient p -Value Calculation for Higher Criticism Tests. 463-476 - Zhiyong Hu, Dipak K. Dey:
Generalized Variable Selection Algorithms for Gaussian Process Models by LASSO-Like Penalty. 477-486 - Maoyu Zhang, Jingfei Zhang, Wenlin Dai:
Fast Community Detection in Dynamic and Heterogeneous Networks. 487-500 - Jie Hu, Xiao Chen, Yu Chen, Weiping Zhang:
Joint Network Reconstruction and Community Detection from Rich but Noisy Data. 501-514 - Yuzhao Zhang, Jingnan Zhang, Yifan Sun, Junhui Wang:
Change Point Detection in Dynamic Networks via Regularized Tensor Decomposition. 515-524 - Walter Dempsey:
Recurrent Event Analysis in the Presence of Real-Time High Frequency Data via Random Subsampling. 525-537 - Leying Guan:
Smooth and Probabilistic PARAFAC Model with Auxiliary Covariates. 538-550 - Lukasz Kidzinski, Trevor Hastie:
Modeling Longitudinal Data Using Matrix Completion. 551-566 - William Consagra, Arun Venkataraman, Xing Qiu:
Efficient Multidimensional Functional Data Analysis Using Marginal Product Basis Systems. 567-577 - Ruiyan Luo, Xin Qi:
General Nonlinear Function-on-Function Regression via Functional Universal Approximation. 578-587 - Nicoletta D'Angelo, Giada Adelfio, Jorge Mateu, Ottmar Cronie:
Local Inhomogeneous Weighted Summary Statistics for Marked Point Processes. 588-602 - Christopher J. Geoga, Michael L. Stein:
A Scalable Method to Exploit Screening in Gaussian Process Models with Noise. 603-613 - Xufei Wang, Bo Jiang, Jun S. Liu:
Varying Coefficient Model via Adaptive Spline Fitting. 614-624 - Rebeka Man, Xiaoou Pan, Kean Ming Tan, Wen-Xin Zhou:
A Unified Algorithm for Penalized Convolution Smoothed Quantile Regression. 625-637 - David K. Lim, Naim U. Rashid, Junier B. Oliva, Joseph G. Ibrahim:
Deeply Learned Generalized Linear Models with Missing Data. 638-650 - Martin Storath, Andreas Weinmann:
Smoothing Splines for Discontinuous Signals. 651-664 - David Gunawan, Robert Kohn, David J. Nott:
Flexible Variational Bayes Based on a Copula of a Mixture. 665-680 - Lanjue Chen, Jin Su, Alan T. K. Wan, Yong Zhou:
A Simple Divide-and-Conquer-based Distributed Method for the Accelerated Failure Time Model. 681-698 - Vít Fojtík, Petra Laketa, Pavlo Mozharovskyi, Stanislav Nagy:
On Exact Computation of Tukey Depth Central Regions. 699-713 - Mohammad Ghasempour, Niloofar Moosavi, Xavier de Luna:
Convolutional Neural Networks for Valid and Efficient Causal Inference. 714-723 - Meijia Wang, Jingyu He, P. Richard Hahn:
Local Gaussian Process Extrapolation for BART Models with Applications to Causal Inference. 724-735 - Xi Yang, Jan Hannig, Katherine A. Hoadley, Iain Carmichael, J. S. Marron:
Measure of Strength of Evidence for Visually Observed Differences between Subpopulations. 736-748
Volume 33, Number 3, 2024
- Jae-Kyung Shin, Kwan-Young Bak, Ja-Yong Koo:
An Adaptive Neural Network Regression Method for Structure Identification. 749-762 - Peiyao Wang, Haodong Wang, Quefeng Li, Dinggang Shen, Yufeng Liu:
Joint and Individual Component Regression. 763-773 - Sepideh Mosaferi, Mark S. Kaiser, Daniel J. Nordman:
Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples. 774-786 - Lu Yang:
Double Probability Integral Transform Residuals for Regression Models with Discrete Outcomes. 787-803 - Lam Tran, Gen Li, Lan Luo, Hui Jiang:
A Fast Solution to the Lasso Problem with Equality Constraints. 804-813 - Pierre-Antoine Thouvenin, Audrey Repetti, Pierre Chainais:
A Distributed Block-Split Gibbs Sampler with Hypergraph Structure for High-Dimensional Inverse Problems. 814-832 - Ian Taylor, Andee Kaplan, Brenda Betancourt:
Fast Bayesian Record Linkage for Streaming Data Contexts. 833-844 - Mingwei Xu, Samuel W. K. Wong, Peijun Sang:
A Bayesian Collocation Integral Method for Parameter Estimation in Ordinary Differential Equations. 845-854 - Hengrui Luo, Younghyun Cho, James Weldon Demmel, Xiaoye S. Li, Yang Liu:
Hybrid Parameter Search and Dynamic Model Selection for Mixed-Variable Bayesian Optimization. 855-868 - Bolun Liu, Shane Lubold, Adrian E. Raftery, Tyler H. McCormick:
Bayesian Hyperbolic Multidimensional Scaling. 869-882 - Ziang Zhang, Alex Stringer, Patrick E. Brown, Jamie Stafford:
Model-Based Smoothing with Integrated Wiener Processes and Overlapping Splines. 883-895 - Kellin N. Rumsey, Devin Francom, Scott A. Vander Wiel:
Discovering Active Subspaces for High-Dimensional Computer Models. 896-908 - Rung-Sheng Lu, Shao-Hsuan Wang, Su-Yun Huang:
A Geometric Algorithm for Contrastive Principal Component Analysis in High Dimension. 909-916 - Lorenzo Schiavon, Bernardo Nipoti, Antonio Canale:
Accelerated Structured Matrix Factorization. 917-927 - Patricia Puchhammer, Peter Filzmoser:
Spatially Smoothed Robust Covariance Estimation for Local Outlier Detection. 928-940 - Marina I. Knight, Matthew A. Nunes, Jessica K. Hargreaves:
Adaptive Wavelet Domain Principal Component Analysis for Nonstationary Time Series. 941-954 - Elena Tuzhilina, Trevor J. Hastie, Daniel J. McDonald, J. Kenneth Tay, Robert Tibshirani:
Smooth Multi-Period Forecasting With Application to Prediction of COVID-19 Cases. 955-967 - Jiahe Lin, Huitian Lei, George Michailidis:
Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees. 968-977 - Raphaël Huser, Michael L. Stein, Peng Zhong:
Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models. 978-990 - Sjoerd Hermes, Joost van Heerwaarden, Pariya Behrouzi:
Copula Graphical Models for Heterogeneous Mixed Data. 991-1005 - Zack Stokes, Weng Kee Wong, Hongquan Xu:
Metaheuristic Solutions to Order-of-Addition Design Problems. 1006-1016 - Ming-Chung Chang:
Supervised Stratified Subsampling for Predictive Analytics. 1017-1036 - Jiaqing Zhu, Lin Wang, Fasheng Sun:
Group-Orthogonal Subsampling for Hierarchical Data Based on Linear Mixed Models. 1037-1046 - Matthew R. Williams, Terrance D. Savitsky:
Optimization for Calibration of Survey Weights under a Large Number of Conflicting Constraints. 1047-1060 - Jin-Hong Du, Pratik Patil, Kathryn Roeder, Arun Kumar Kuchibhotla:
Extrapolated Cross-Validation for Randomized Ensembles. 1061-1072 - Cristian Predescu, Michael Snarski, Avi Robinson-Mosher, Duluxan Sritharan, Tamas Szalay, David E. Shaw:
Times Square Sampling: An Adaptive Algorithm for Free Energy Estimation. 1073-1083 - Minsuk Shin, Shijie Wang, Jun S. Liu:
Generative Multi-Purpose Sampler for Weighted M-estimation. 1084-1097 - Charles J. Wolock, Peter B. Gilbert, Noah Simon, Marco Carone:
A Framework for Leveraging Machine Learning Tools to Estimate Personalized Survival Curves. 1098-1108 - Subrata Pal, Somak Dutta, Ranjan Maitra:
Fast Matrix-Free Methods for Model-Based Personalized Synthetic MR Imaging. 1109-1117 - Przemyslaw Biecek, Hubert Baniecki, Mateusz Krzyzinski, Dianne Cook:
Performance Is Not Enough: The Story Told by a Rashomon Quartet. 1118-1121 - Andrés Ramírez-Hassan, David T. Frazier:
Testing Model Specification in Approximate Bayesian Computation Using Asymptotic Properties. 1122-1128 - Correction. 1129
Volume 33, Number 4, 2024
- Jacob M. Kaufman, Alyssa J. Stenberg, Toby Dylan Hocking:
Functional Labeled Optimal Partitioning. 1131-1138 - Nicholas Marco, Damla Sentürk, Shafali Jeste, Charlotte DiStefano, Abigail Dickinson, Donatello Telesca:
Functional Mixed Membership Models. 1139-1149 - Xiaochen Zhang, Qingzhao Zhang, Kuangnan Fang:
Functional Linear Model with Prior Information of Subjects' Network. 1150-1159 - Cristian F. Jiménez-Varón, Ying Sun, Han Lin Shang:
Forecasting High-Dimensional Functional Time Series: Application to Sub-National Age-Specific Mortality. 1160-1174 - Caixing Wang, Tao Li, Xinyi Zhang, Xingdong Feng, Xin He:
Communication-Efficient Nonparametric Quantile Regression via Random Features. 1175-1184 - Xuerong Chen, Senlin Yuan:
Renewable Quantile Regression with Heterogeneous Streaming Datasets. 1185-1201 - Shijie Wang, Minsuk Shin, Ray Bai:
Generative Quantile Regression with Variability Penalty. 1202-1213 - Nan Qiao, Canyi Chen:
Fast and Robust Low-Rank Learning over Networks: A Decentralized Matrix Quantile Regression Approach. 1214-1223 - Giulia Marchello, Marco Corneli, Charles Bouveyron:
A Deep Dynamic Latent Block Model for Co-clustering of Zero-Inflated Data Matrices. 1224-1239 - Haolun Shi, Shu Jiang, Da Ma, Mirza Faisal Beg, Jiguo Cao:
Dynamic Survival Prediction Using Sparse Longitudinal Images via Multi-Dimensional Functional Principal Component Analysis. 1240-1251 - Wenbo Wu, John D. Kalbfleisch, Jeremy M. G. Taylor, Jian Kang, Kevin He:
Competing Risk Modeling with Bivariate Varying Coefficients to Understand the Dynamic Impact of COVID-19. 1252-1263 - Namjoon Suh, Li-Hsiang Lin, Xiaoming Huo:
High-Dimensional Multivariate Linear Regression with Weighted Nuclear Norm Regularization. 1264-1275 - Amir Khorrami Chokami, Giovanni Rabitti:
An Exact Game-Theoretic Variable Importance Index for Generalized Additive Models. 1276-1285 - Ryan Thompson, Farshid Vahid:
Group Selection and Shrinkage: Structured Sparsity for Semiparametric Additive Models. 1286-1297 - Antoine Godichon-Baggioni, Sobihan Surendran:
A Penalized Criterion for Selecting the Number of Clusters for K-Medians. 1298-1309 - Rodney V. Fonseca, Pedro A. Morettin, Aluísio Pinheiro:
Wavelet Feature Screening. 1310-1319 - Xiaojun Mao, Hengfang Wang, Zhonglei Wang, Shu Yang:
Mixed Matrix Completion in Complex Survey Sampling under Heterogeneous Missingness. 1320-1328 - Robert Salomone, Xuejun Yu, David J. Nott, Robert Kohn:
Structured Variational Approximations with Skew Normal Decomposable Graphical Models and Implicit Copulas. 1329-1338 - Zhiwei Wang, Fa Zhang, Cong Zheng, Xianghong Hu, Mingxuan Cai, Can Yang:
MFAI: A Scalable Bayesian Matrix Factorization Approach to Leveraging Auxiliary Information. 1339-1349 - A. Donner, A. Goldenshluger:
Statistical Inference in Circular Structural Model and Fitting Circles to Noisy Data. 1350-1369 - Anirban Mitra, Konasale M. Prasad, Joshua Cape:
On Inference for Modularity Statistics in Structured Networks. 1370-1382 - Pawel Dlotko, Davide Gurnari, Radmila Sazdanovic:
Mapper-Type Algorithms for Complex Data and Relations. 1383-1396 - Mengyu Li, Jingyi Zhang, Cheng Meng:
Nonparametric Additive Models for Billion Observations. 1397-1412 - Yi Deng, Shuwei Li, Liuquan Sun, Xinyuan Song:
Semiparametric Probit Regression Model with General Interval-Censored Failure Time Data. 1413-1423 - Yi Zhang, Lin Wang, Xiaoke Zhang, HaiYing Wang:
Independence-Encouraging Subsampling for Nonparametric Additive Models. 1424-1433 - Jirí Dvorák, Tomás Mrkvicka:
Nonparametric Testing of the Covariate Significance for Spatial Point Patterns under the Presence of Nuisance Covariates. 1434-1445 - Xiaoping Shi:
Nonparametric High-Dimensional Multi-Sample Tests based on Graph Theory. 1446-1453 - Akifumi Okuno, Kazuharu Harada:
An Interpretable Neural Network-based Nonproportional Odds Model for Ordinal Regression. 1454-1463 - Susan Wei, Edmund Lau:
Variational Bayesian Neural Networks via Resolution of Singularities. 1464-1474 - Matthias Schonlau:
Hammock Plots: Visualizing Categorical and Numerical Variables. 1475-1487 - Jhessica Leticia Kirch, Acácia Mecejana Diniz Souza Spitti, Alisson Fernando Chiorato, Carlos Tadeu dos Santos Dias, César Gonçalves de Lima:
A Multi-Attribute Evaluation of Genotype-Environment Experiments Using Biplots and Joint Plots Graphics. 1488-1496 - Weihao Li, Dianne Cook, Emi Tanaka, Susan VanderPlas:
A Plot is Worth a Thousand Tests: Assessing Residual Diagnostics with the Lineup Protocol. 1497-1511
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