Stat-Co
Joint k-step analysis of Orthogonal Matching Pursuit and Orthogonal Least Squares
A note on calculating autocovariances of periodic ARMA models
A Truncation Approach for Fast Computation of Distribution Functions
Implementing Quasi-Monte Carlo Simulations with Linear Transformations
Clustering in networks with the collapsed Stochastic Block Model
A Quantile Variant of the EM Algorithm and Its Applications to Parameter Estimation with Interval Data
On the sign of the real part of the Riemann zeta-function
Sparse estimation via nonconcave penalized likelihood in a factor analysis model
Cross-entropy optimisation of importance sampling parameters for statistical model checking
Properties of Quick Simulation Random Fields
Fixed-Form Variational Posterior Approximation through Stochastic Linear Regression
Langevin type limiting processes for Adaptive MCMC
Coupled MCMC with a randomized acceptance probability
Tuning Tempered Transitions
Adaptive Importance Sampling in General Mixture Classes
Bayesian matching of unlabelled point sets using Procrustes and configuration models
Rigorous confidence bounds for MCMC under a geometric drift condition
On estimating covariances between many assets with histories of highly variable length
Principle of detailed balance and convergence assessment of Markov Chain Monte Carlo methods and simulated annealing
Updating Probabilities: An Econometric Example
Bayesian Computation and Model Selection in Population Genetics
Efficient computation of the cdf of the maximal difference between Brownian bridge and its concave majorant
