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Multivariate Distribution

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Preview of arXiv:0907.4010v1 [stat.CO] 23 Jul 2009
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arXiv:0907.4010v1 [stat.CO] 23 Jul 2009 (0907.4010v1.pdf)

101 KBEN 10 pages
It addresses challenges in Bayesian inference for models with censored or order-restricted parameters, where analytical computations are difficult. The methods utilize accept-reject sampling, Gibbs sampling, and Markov Chain Monte-Carlo techniques.
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Preview of Manuscript
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Manuscript (1507.08377v1.pdf)

632 KBEN 48 pages
We proposed a general Principal Orthogonal complEment Thresholding (POET) framework for large-scale covariance matrix estimation based on an approximate factor...
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Preview of Discrete Graphical Models
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Discrete Graphical Models (FerniqueDurandGuedon2014b.pdf)

526 KBPierre Fernique, Jean-Baptiste Durand, Yann GuédonEN 9 pages
Estimation of Discrete Partially Directed Acyclic Graphical Models in Multitype Branching Processes: The authors propose parametric multitype branching...
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Preview of Distortion Estimates
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Distortion Estimates (496_main_paper.pdf)

760 KBEN 10 pages
Distortion estimates for approximate Bayesian inference are crucial for evaluating posterior approximation schemes. A "distortion map" is estimated to adjust univariate marginals of the approximate posterior. This approach provides graphical diagnostics at the observed data.
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