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CSDA
2010
94views more  CSDA 2010»
13 years 11 months ago
Implementing Bayesian predictive procedures: The K-prime and K-square distributions
The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and Ksquare distribution...
Jacques Poitevineau, Bruno Lecoutre
CSDA
2010
60views more  CSDA 2010»
13 years 11 months ago
Estimation of the marginal location under a partially linear model with missing responses
Ana Bianco, Graciela Boente, Wenceslao Gonzá...
CSDA
2010
111views more  CSDA 2010»
13 years 11 months ago
Robust online signal extraction from multivariate time series
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that ca...
Vivian Lanius, Ursula Gather
CSDA
2010
122views more  CSDA 2010»
13 years 11 months ago
Nonparametric density estimation for positive time series
The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
Taoufik Bouezmarni, Jeroen V. K. Rombouts
CSDA
2010
208views more  CSDA 2010»
13 years 11 months ago
Bayesian density estimation and model selection using nonparametric hierarchical mixtures
We consider mixtures of parametric densities on the positive reals with a normalized generalized gamma process (Brix, 1999) as mixing measure. This class of mixtures encompasses t...
Raffaele Argiento, Alessandra Guglielmi, Antonio P...
CSDA
2010
118views more  CSDA 2010»
13 years 11 months ago
Grapham: Graphical models with adaptive random walk Metropolis algorithms
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...
Matti Vihola
CSDA
2010
124views more  CSDA 2010»
13 years 11 months ago
Statistical inference on attributed random graphs: Fusion of graph features and content
Abstract: Fusion of information from graph features and content can provide superior inference for an anomaly detection task, compared to the corresponding content-only or graph fe...
John Grothendieck, Carey E. Priebe, Allen L. Gorin
CSDA
2010
69views more  CSDA 2010»
13 years 11 months ago
Robust statistic for the one-way MANOVA
Valentin Todorov, Peter Filzmoser