archive
Every paper Pith has read. Search by title, abstract, or pith.
377 papers in stat.CO · page 6
-
Phase-type method stabilizes semi-Markov models for intermittent data
Stable and practical semi-Markov modelling of intermittently-observed data
-
Self-consistency boosts model comparison when all models misspecify data
Improving the Accuracy of Amortized Model Comparison with Self-Consistency
-
Deep BSDE yields offline-trained nonlinear Bayesian filter
Nonlinear filtering based on density approximation and deep BSDE prediction
-
Mirror maps adapt PDMPs for unbiased constrained sampling
Piecewise Deterministic Sampling for Constrained Distributions
-
Balancing loss trains trees to estimate density ratios
Two-sample comparison through additive tree models for density ratios
-
Conditional posterior mean speeds diffusion inverse solvers
Injecting Measurement Information Yields a Fast and Noise-Robust Diffusion-Based Inverse Problem Solver
-
Streaming CCA via sliding window and PCA runs in real time
Sliding Window Informative Canonical Correlation Analysis
-
Algorithm automates surrogate models for complex dynamical systems
mNARX+: A surrogate model for complex dynamical systems using manifold-NARX and automatic feature selection
-
Learned weights make Wasserstein model aggregation consistent
Barycentric model aggregation in the Wasserstein space of distributions and a variational approach to consistency
-
Multifidelity fusion cuts cost of stochastic emulation
MF-GLaM: A multifidelity stochastic emulator using generalized lambda models
-
Shrinkage priors detect evolutionary change-points automatically
Detecting Evolutionary Change-Points with Branch-Specific Substitution Models and Shrinkage Priors
-
KL is the only Bregman divergence for sampling without the normalizer
A note on the unique properties of the Kullback--Leibler divergence for sampling via gradient flows
-
New ℓ0 method scales LMM subset selection to thousands of predictors
Scalable Subset Selection in Linear Mixed Models
-
-
Library accelerates multiverse analysis across 672 million regressions
RobustiPy: An efficient next generation multiversal library with model selection, averaging, resampling, and explainable artificial intelligence
-
Covariance uncertainty yields t-distributions in forecast reconciliation
Modeling the uncertainty on the covariance matrix for probabilistic forecast reconciliation
-
Python package computes categorical Gini correlation with tests
gcor: A Python Implementation of Categorical Gini Correlation and Its Inference
-
Exact dynamic sampler works with finite-precision weights
Exact and Efficient Sampling from Dynamic Discrete Distributions with Finite-Precision Weights
-
Filtration layers recover shared structures in functional predictors
Filtration-Based Learning of Multiscale Shared Structures for Multiple Functional Predictors
-
Parallel Picard maps cut Metropolis mixing time to O(sqrt(d)) steps
Parallel computations for Metropolis Markov chains with Picard maps
-
Gradient descent learns low-rank precision for high-dim LDA
Linear Discriminant Analysis with Gradient Optimization
-
Adaptive tuning selects reliable HMC integrators and parameters automatically
Adaptive tuning of Hamiltonian Monte Carlo methods
-
Thermodynamic principle yields optimal ABC annealing schedule
A thermodynamic approach to Approximate Bayesian Computation with multiple summary statistics
-
Statistical methods beat deep learning on ODE inverse problems
Are Statistical Methods Obsolete in the Era of Deep Learning? A Study of ODE Inverse Problems
-
Randomness recycling nears Shannon entropy bound in online sampling
Efficient Online Random Sampling via Randomness Recycling
-
Liouville PDE removes diffusion from sliced Wasserstein flow
Liouville PDE-based sliced-Wasserstein flow
-
Stereographic multiple-try Metropolis removes high-dim MTM pathologies
Stereographic Multiple-Try Metropolis
-
Martingale posteriors add Bayesian UQ to prior-data fitted networks
Uncertainty Quantification for Prior-Data Fitted Networks using Martingale Posteriors
-
Streaming method approximates sliced Wasserstein distances with constant memory
Streaming Sliced Optimal Transport
-
Importance sampling cuts variance for rare events in geometric graphs
Efficient Rare-Event Simulation for Random Geometric Graphs via Importance Sampling
-
Eigenvalue test detects multiple residual dependencies in panels
Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models
-
New sampler hits entropy-optimal coin flips with linearithmic space
Efficient Rejection Sampling in the Entropy-Optimal Range
-
Online regression gives calibrated joint electricity price forecasts
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
-
Closed-form gradient UQ for deep GPs guides sharp-region sampling
Deep Gaussian Process Emulation with gradient Information and Sequential Design for Simulators with Sharp Variations
-
Rank estimator fits AFT model to partial interval-censored data by linear programming
Rank estimation for the accelerated failure time model with partially interval-censored data
-
Newton iterates alone yield consistent online covariance estimator
Online Covariance Matrix Estimation in Sketched Newton Methods
-
Annealed sampling reaches Õ(d β² A² / ε⁴) complexity for Z
Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond
-
R package fits penalized models to correlated GWAS data beyond RAM
plmmr: an R package to fit penalized linear mixed models for genome-wide association data with complex correlation structure
-
Vecchia approximations lead accuracy-runtime trade-off for spatial GPs
An accuracy-runtime trade-off comparison of scalable Gaussian process approximations for spatial data
-
MM surrogates let least squares reuse Gram matrix across iterations
Tactics for Improving Least Squares Estimation
-
Stochastic emulators enable reliability analysis for non-repeatable systems
Reliability analysis for non-deterministic limit-states using stochastic emulators
-
Polynomial Stein test detects first-r moment mismatches
The Polynomial Stein Discrepancy for Assessing Moment Convergence
-
Modular Bayesian method yields probabilistic option price predictions
Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
-
Hybrid tuner speeds CVD model training while raising accuracy
Time-Efficient Hybrid Hyperparameter Tuning Approach for Cardiovascular Disease Classification
-
Derived kernel enables exact GPs on million-point data sets
Compactly-supported nonstationary kernels for computing exact Gaussian processes on big data
-
Alternating optimization scales sparse factor analysis
Sparse Bayesian joint modal estimation for exploratory item factor analysis
-
Batch variance update beats Ross method unless batch size is one
Extending Sheldon M. Ross's Method for Efficient Large-Scale Variance Computation
-
Expert priors cut variance of stability selection probabilities
Bayesian Stability Selection and Inference on Selection Probabilities
-
Meta clustering selects SNF solutions by context utility
metasnf: Meta Clustering with Similarity Network Fusion in R
-
Bernoulli factories enable exact MCMC for intractable proposals
Exact MCMC for Intractable Proposals