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Items where Department is "Faculty of Science, Engineering and Medicine > Science > Statistics"
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Number of items: 65.
Alexopoulos, Angelos, Dellaportas, Petros and Forster, Jonathan J. (2019) Bayesian forecasting of mortality rates by using latent Gaussian models. Journal of the Royal Statistical Society: Series A (Statistics in Society), 182 (2). pp. 689-711. doi:10.1111/rssa.12422 ISSN 0964-1998.
Assiotis, Theodoros, OβConnell, Neil and Warren, Jon (2019) Interlacing diffusions. In: Donati-Martin , Catherine and Lejay , Antoine and Rouault, Alain, (eds.) SΓ©minaire de ProbabilitΓ©s. Lecture Notes in Mathematics, 2252 . Cham: Springer, pp. 301-380. ISBN 9783030285340
Banterle, Marco, Grazian, Clara, Lee, Anthony and Robert, Christian P. (2019) Accelerating Metropolis - Hastings algorithms by delayed acceptance. Foundations of Data Science, 1 (2). pp. 103-128. doi:10.3934/fods.2019005 ISSN 2639-8001.
Bernton, Espen, Jacob, Pierre, Gerber, Mathieu and Robert, Christian P. (2019) Approximate Bayesian computation with the Wasserstein distance. Journal of the Royal Statistical Society Series B: Statistical Methodology, 81 (2). pp. 235-269. doi:10.1111/rssb.12312 ISSN 1369-7412.
Bernton, Espen, Jacob, Pierre E., Gerber, Mathieu and Robert, Christian P. (2019) On parameter estimation with the Wasserstein distance. Information and Inference, 8 (4). pp. 657-676. doi:10.1093/imaiai/iaz003 ISSN 2049-8764.
Bierkens, Joris, Fearnhead, Paul and Roberts, Gareth O. (2019) The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data. Annals of statistics, 47 (3). pp. 1288-1320. doi:10.1214/18-AOS1715 ISSN 0090-5364.
Bierkins, Joris, Roberts, Gareth O. and Zitt, Pierre-Andre (2019) Ergodicity of the zigzag process. Annals of Applied Probability, 29 (4). 2266-2301 . doi:10.1214/18-AAP1453 ISSN 1050-5164.
Bijak, Jakub, Disney, George, Findlay, Allan M., Forster, Jonathan J., Smith, Peter W. F. and WiΕniowski, Arkadiusz (2019) Assessing time series models for forecasting international migration : lessons from the United Kingdom. Journal of Forecasting, 38 (5). pp. 470-487. doi:10.1002/for.2576 ISSN 0277-6693.
Bisi, Elia and Zygouras, Nikos (2019) Point-to-line polymers and orthogonal Whittaker functions. Transactions of the American Mathematical Society, 371 (12). pp. 8339-8379. doi:10.1090/tran/7423 ISSN 0002-9947.
Bisi, Elia and Zygouras, Nikos (2019) GOE and Airy_{2\to1} marginal distribution via symplectic Schur functions. In: Friz, Peter and KΓΆnig, W. and Mukherjee, C. and Olla, S., (eds.) Probability and Analysis in Interacting Physical Systems. VAR75 2016. Springer Proceedings in Mathematics & Statistics, 283 . Cham: Springer. ISBN 9783030153373 (In Press)
Boedihardjo, Horatio and Geng, Xi (2019) Tail asymptotics of the Brownian signature. Transactions of the American Mathematical Society, 372 (1). pp. 585-614. doi:10.1090/tran/7683 ISSN 0002-9947.
Bowditch, Adam (2019) Central limit theorems for biased randomly trapped random walks on Z. Stochastic Processes and their Applications, 129 (3). pp. 740-770. doi:10.1016/j.spa.2018.03.017 ISSN 0304-4149.
Brestovitsky, Anna and Ezer, Daphne (2019) A mass participatory experiment provides a rich temporal profile of temperature response in spring onions. Plant Direct, 3 (3). e00126. doi:10.1002/pld3.126 ISSN 2475-4455.
Brizzi, Francesco, Birrell, Paul J., Plummer, Martyn, Kirwan, Peter, Brown, Alison E., Delpech, Valerie C., Gill, O. Noel and De Angelis, Daniela (2019) Extending Bayesian back-calculation to estimate age and time specific HIV incidence. Lifetime Data Analysis, 25 (4). pp. 757-780. doi:10.1007/s10985-019-09465-1 ISSN 1380-7870.
Calderazzo, Silvia, Brancaccio, Marco and FinkenstΓ€dt, BΓ€rbel (2019) Filtering and inference for stochastic oscillators with distributed delays. Bioinformatics, 35 (8). pp. 1380-1387. doi:10.1093/bioinformatics/bty782 ISSN 1460-2059.
Carson, Jake, Crucifix, Michel, Preston, Simon and Wilkinson, Richard (2019) Quantifying age and model uncertainties in palaeoclimate data and dynamical climate models with a joint inferential inferential analysis. Proceedings of the Royal Society A : Mathematical, Physical and Engineering Sciences, 475 (2224). doi:10.1098/rspa.2018.0854 ISSN 1364-5021.
Chen, Mingli, Kato, Kengo and Leng, Chenlei (2019) Analysis of networks via the Sparse Ξ²-Model. Working Paper. Coventry: Department of Economics, University of Warwick. Warwick economics research papers series (WERPS) , 2019 (1222). (Unpublished)
Chong, Wing Fung, Hu, Ying, Liang, Gechun and Zariphopoulou, Thaleia (2019) An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior. Finance and Stochastics, 23 (1). pp. 239-273. doi:10.1007/s00780-018-0377-3 ISSN 0949-2984.
Crosby, Henry James, Damoulas, Theodoros and Jarvis, Stephen A. (2019) Road and travel time cross-validation for urban modelling. International Journal of Geographical Information Science, 34 (1). pp. 98-118. doi:10.1080/13658816.2019.1658876 ISSN 1362-3087.
Cunningham, Nathan, Griffin, Jim E., Wild, David L. and Lee, Anthony (2019) particleMDI : a Julia Package for the Integrative Cluster Analysis of Multiple Datasets. In: Argiento, R. and Durante, D. and Wade, S., (eds.) Bayesian Statistics and New Generations. BAYSM 2018. Springer Proceedings in Mathematics & Statistics, 296 . Cham: Springer, pp. 65-74. ISBN 9783030306106
Di Caterina, Claudia and Kosmidis, Ioannis (2019) Location-adjusted Wald statistics for scalar parameters. Computational Statistics & Data Analysis, 138 . pp. 126-142. doi:10.1016/j.csda.2019.04.004 ISSN 0167-9473.
Eberle, Andreas and Majka, Mateusz B. (2019) Quantitative contraction rates for Markov chains on general state spaces. Electronic Journal of Probability, 24 (26). doi:10.1214/19-EJP287 ISSN 1083-6489.
Ernst, Philip A., Kendall, W. S., Roberts, Gareth O. and Rosenthal, Jeff S. (2019) MEXIT : Maximal un-coupling times for stochastic processes. Stochastic Processes and their Applications, 129 (2). pp. 355-380. doi:10.1016/j.spa.2018.03.001 ISSN 0304-4149.
Ezer, Daphne and Keir, Joseph (2019) NITPicker : selecting time points for follow-up experiments. BMC Bioinformatics, 20 (1). 166. doi:10.1186/s12859-019-2717-5 ISSN 1471-2105.
Favaro, Stefano, Feng, Shui and Jenkins, Paul (2019) Bayesian nonparametric analysis of Kingmanβs coalescent. Annales de lβInstitut Henri PoincarΓ© - Probabilites et Statistiques, 55 (2). pp. 1087-1115. doi:10.1214/18-AIHP910 ISSN 0246-0203.
Fiecas, Mark, Leng, Chenlei, Liu, Weidong and Yu, Yi (2019) Spectral analysis of high-dimensional time series. Electronic Journal of Statistics, 13 (2). pp. 4079-4101. doi:10.1214/19-EJS1621 ISSN 1935-7524.
French, Simon, Argyris, Nikolaos, Haywood, Stephanie M., Hort, Matthew C. and Smith, J. Q. (2019) Communicating geographical risks in crisis management : the need for research. Risk Analysis, 39 (1). pp. 9-16. doi:10.1111/risa.12904 ISSN 0272-4332.
Fuquene, Jairo, Steel, Mark F. J. and Rossell, David (2019) On choosing mixture components via non-local priors. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 81 (5). pp. 809-837. doi:10.1111/rssb.12333 ISSN 1369-7412.
Gavard, Remy, Palacio Lozano, Diana Catalina, Guzman, Alexander, Rossell, David, Spencer, Simon E. F. and Barrow, Mark P. (2019) Rhapso : automatic stitching of mass segments from fourier transform ion cyclotron resonance mass spectra. Analytical Chemistry, 91 (23). pp. 15130-15137. doi:10.1021/acs.analchem.9b03846 ISSN 0003-2700.
GonzΓ‘lez CΓ‘zares, Jorge Ignacio, MijatoviΔ, Aleksandar and Uribo Bravo, GerΓ³nimo (2019) Exact simulation of the extrema of stable processes. Advances in Applied Probability, 51 (4). pp. 967-993. doi:10.1017/apr.2019.39 ISSN 0001-8678.
Habermann, Karen (2019) Small-time fluctuations for the bridge in a model class of hypoelliptic diffusions of weak HΓΆrmander type. Electronic Journal of Probability, 24 (11). pp. 1-19. doi:10.1214/19-EJP274 ISSN 1083-6489.
Henderson, Vicky and Muscat, Jonathan (2019) Partial liquidation under reference-dependent preferences. Finance and Stochastics, 24 . pp. 335-357. doi:10.1007/s00780-020-00421-8 ISSN 0949-2984.
Herdegen, Martin and Herrmann, Sebastian (2019) Strict local martingales and optimal investment in a Black-Scholes model with a bubble. Mathematical Finance, 29 (1). pp. 285-328. doi:10.1111/mafi.12175 ISSN 0960-1627.
Herdegen, Martin and Muhle-Karbe, Johannes (2019) Sensitivity of optimal consumption streams. Stochastic Processes and their Applications, 129 (6). pp. 1964-1992. doi:10.1016/j.spa.2018.06.011 ISSN 0304-4149.
Hobson, David G. and Norgilas, Dominykas (2019) Robust bounds for the American put. Finance and Stochastics, 23 (2). pp. 359-395. doi:10.1007/s00780-019-00385-4 ISSN 0949-2984.
Hobson, David G. and Norgilas, Dominykas (2019) The left-curtain martingale coupling in the presence of atoms. The Annals of Applied Probability, 29 (3). pp. 1904-1928. doi:10.1214/18-AAP1450 ISSN 1050-5164.
Hobson, David G., Tse, Alex Sing-Lam and Zhu, Yeqi (2019) Optimal consumption and investment under transaction costs. Mathematical Finance, 29 (2). pp. 483-506. doi:10.1111/mafi.12187 ISSN 0960-1627.
Houssineau, Jeremie, Jasra, Ajay and Singh, Sumeetpal S. (2019) On large lag smoothing for hidden Markov Models. SIAM Journal on Numerical Analysis, 57 (6). pp. 2812-2828. doi:10.1137/18M1198004 ISSN 0036-1429.
Houssineau, Jeremie, Singh, Sumeetpal S. and Jasra, Ajay (2019) Identification of multi-object dynamical systems : consistency and Fisher information. SIAM Journal on Control and Optimization, 57 (4). pp. 2603-2627. doi:10.1137/17M113873X ISSN 0363-0129.
Jacka, Saul D. and Norgilas, Dominykas (2019) On the compensator in the Doob-Meyer decomposition of the Snell envelope. SIAM Journal on Control and Optimization, 57 (3). pp. 1869-1889. doi:10.1137/18M1180931 ISSN 0363-0129.
Kolokoltsov, V. N. (VasiliΔ Nikitich) (2019) The probabilistic point of view on the generalized fractional PDES. Fractional Calculus and Applied Analysis, 22 (3). pp. 543-600. doi:10.1515/fca-2019-0033 ISSN 1311-0454.
Koskela, Jere, SpanΓ², Dario and Jenkins, Paul (2019) Consistency of Bayesian nonparametric inference for discretely observed jump diffusions. Bernoulli, 25 (3). pp. 2183-2205. doi:10.3150/18-BEJ1050 ISSN 1350-7265.
Koskela, Jere and Wilke Berenguer, Maite (2019) Robust model selection between population growth and multiple merger coalescents. Mathematical Biosciences, 311 . pp. 1-12. doi:10.1016/j.mbs.2019.03.004 ISSN 0025-5564.
Kyriakou, Sophia, Kosmidis, Ioannis and Sartori, Nicola (2019) Median bias reduction in random-effects meta-analysis and meta-regression. Statistical Methods in Medical Research , 28 (6). pp. 1622-1636. doi:10.1177/0962280218771717 ISSN 1477-0334.
Liang, Gechun and Sun, Haodong (2019) Dynkin games with Poisson random intervention times. SIAM Journal on Control and Optimization, 57 (4). pp. 2962-2991. doi:10.1137/18M1175720 ISSN 0363-0129.
Majka, Mateusz B. (2019) Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling. Annales de l'Institut Henri Poincare (B) Probability and Statistics, 55 (4). pp. 2019-2057. doi:10.1214/18-AIHP941 ISSN 0246-0203.
Manikas, Theodoros and Papavasiliou, Anastasia (2019) Diffusion parameter estimation for the homogenized equation. Multiscale Modeling and Simulation : A SIAM Interdisciplinary Journal, 17 (2). pp. 675-695. doi:10.1137/18M120138X ISSN 1540-3459.
Martin, Gael M., McCabe, Brendan, Frazier, David T., Maneesoonthorn, Worapree and Robert, Christian P. (2019) Auxiliary likelihood-based approximate Bayesian computation in state space models. Journal of Computational and Graphical Statistics, 28 (3). pp. 508-522. doi:10.1080/10618600.2018.1552154 ISSN 1061-8600.
McKinley, Trevelyan J., Neal, Peter, Spencer, Simon E. F., Conlan, Andrew J. K. and Tiley, Laurence (2019) Efficient Bayesian model choice for partially observed processes : with application to an experimental transmission study of an infectious disease. Bayesian Analysis . doi:10.1214/19-BA1174 ISSN 1931-6690.
McShane, Blakeley, Gal, David, Gelman, Andrew, Robert, Christian P. and Tackett, Jennifer (2019) Abandon statistical significance. The American Statistician, 73 (1). pp. 235-245. doi:10.1080/00031305.2018.1527253
MijatoviΔ, Aleksandar and Vogrinc, Jure (2019) Asymptotic variance for random walk metropolis chains in high dimensions : logarithmic growth via the Poisson equation. Advances in Applied Probability, 51 (4). pp. 994-1026. doi:10.1017/apr.2019.40 ISSN 0001-8678.
Palacio Lozano, Diana Catalina, Gavard, Remy, Arenas-Diaz, Juan P., Thomas, Mary J., Stranz, David D., Meija-Ospino, Enrique, Guzman, Alexander, Spencer, Simon E. F., Rossell, David and Barrow, Mark P. (2019) Pushing the analytical limits : new insights into complex mixtures using mass spectra segments of constant ultrahigh resolving power. Chemical Science, 10 (29). pp. 6966-6978. doi:10.1039/C9SC02903F ISSN 2041-6520.
Papaspiliopoulos, O., Roberts, Gareth O. and Zanella, G. (2019) Scalable inference for crossed random effects models. Biometrika . doi:10.1093/biomet/asz058 ISSN 0006-3444.
Plat, V. D., Bootsma, B. T., Neal, Matthew, Nielsen, K., Sonneveld, D. J. A., Tersteeg, J. J. C., Crolla, R. M. P. H., van Dam, D. A., Cense, H. A., Stockmann, H. B. A. C., Covington, James A., de Meij, T. G. J., Tuynman, J. B., de Boer, N. K. H. and Daams, F. (2019) Urinary volatile organic compound markers and colorectal anastomotic leakage. Colorectal Disease, 21 (11). pp. 1249-1258. doi:10.1111/codi.14732 ISSN 1462-8910.
Raynal, Louis, Marin, Jean-Michel, Pudlo, Pierre, Ribatet, Mathieu, Robert, Christian P. and Estoup, Arnaud (2019) ABC random forests for Bayesian parameter inference. Bioinformatics, 35 (10). pp. 1720-1728. doi:10.1093/bioinformatics/bty867 ISSN 1367-4803.
Tang, Cheng Yong, Zhang, Weiping and Leng, Chenlei (2019) Discrete longitudinal data modeling with a mean-correlation regression approach. Statistica Sinica, 29 (2). SS-2016-0435. doi:10.5705/ss.202016.0435 ISSN 1017-0405.
Tavakoli, Shahin, Pigoli, Davide, Aston, John A. D. and Coleman, John S. (2019) Rejoinder for βA spatial modeling approach for linguistic object data : analysing dialect sound variations across Great Britainβ. Journal of the American Statistical Association, 114 (527). pp. 1103-1104. doi:10.1080/01621459.2019.1655931 ISSN 0162-1459.
Tavakoli, Shahin, Pigoli, Davide , Aston, John A. D. and Coleman, John S. (2019) A spatial modeling approach for linguistic object data : analysing dialect sound variations across Great Britain. Journal of the American Statistical Association, 114 (527). pp. 1081-1096. doi:10.1080/01621459.2019.1607357 ISSN 0162-1459.
Tawn, Nicholas and Roberts, Gareth O. (2019) Accelerating parallel tempering : quantile tempering algorithm (QuanTA). Advances in Applied Probability, 51 (3). pp. 802-834. doi:10.1017/apr.2019.35 ISSN 0001-8678.
Wang, Yu-Xiang, Xu, Huan and Leng, Chenlei (2019) Provable subspace clustering : when LRR meets SSC. IEEE Transaction on Information Theory, 65 (9). pp. 5406-5432. doi:10.1109/TIT.2019.2915593 ISSN 0018-9448.
WiΕniowski, Arkadiusz, Bijak, Jakub, Forster, Jonathan J. and Smith, Peter W. F. (2019) Hierarchical model for forecasting the outcomes of binary referenda. Computational Statistics & Data Analysis, 133 . pp. 90-103. doi:10.1016/j.csda.2018.09.007 ISSN 0167-9473.
Yan, Ting, Jiang, Binyan, Fienberg, Stephen E. and Leng, Chenlei (2019) Statistical inference in a directed network model with covariates. Journal of the American Statistical Association, 114 (526). pp. 857-868. doi:10.1080/01621459.2018.1448829 ISSN 0162-1459.
Yang, Zhou, Liang, Gechun and Zhou, Chao (2019) Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs. Mathematics and Financial Economics, 13 (3). pp. 393-427. doi:10.1007/s11579-018-0232-5 ISSN 1862-9679.
Zanella, Giacomo and Roberts, Gareth O. (2019) Scalable importance tempering and Bayesian variable selection. Journal of the Royal Statistical Society : Series B (Statistical Methodology), 81 (3). pp. 489-517. doi:10.1111/rssb.12316 ISSN 1369-7412.
Zha, Junlong, Li, Chao, Niu, Lu and Leng, Chenlei (2019) Multiple influential point detection in high dimensional regression spaces. Journal of the Royal Statistical Society Series B: Statistical Methodology, 81 (2). pp. 385-408. doi:10.1111/rssb.12311 ISSN 1369-7412.