Latest Articles

This publication schedule is subject to change.

An Iterated Block Particle Filter for Inference on Coupled Dynamic Systems With Shared and Unit-Specific Parameters
Edward Ionides*, Ning Ning and Jesse Wheeler
doi:10.5705/ss.202022.0188
A Langevinized Ensemble Kalman Filter for Large-Scale Dynamic Learning
Peiyi Zhang, Qifan Song and Faming Liang*
doi:10.5705/ss.202022.0172
Resampling Strategy in Sequential Monte Carlo for Constrained Sampling Problems
Chencheng Cai*, Rong Chen and Ming Lin
doi:10.5705/ss.202022.0185
A Divide and Conquer Sequential Monte Carlo Approach to High Dimensional Filtering
Francesca R. Crucinio* and Adam M. Johansen
doi:10.5705/ss.202022.0243
Particle-Based, Rapid Incremental Smoother Meets Particle Gibbs
Gabriel Cardoso*, Eric Moulines and Jimmy Olsson
doi:10.5705/ss.202022.0215
Approximating Optimal SMC Proposal Distributions in Individual-Based Epidemic Models
Lorenzo Rimella*, Christopher Jewell and Paul Fearnhead
doi:10.5705/ss.202022.0198
De-Biasing Particle Filtering for a Continuous Time Hidden Markov Model With a Cox Process Observation Model
Ruiyang Jin*, Sumeetpal S. Singh and Nicolas Chopin
doi:10.5705/ss.202022.0210
Differentiable Particle Filters with Smoothly Jittered Resampling
Yichao Li*, Wenshuo Wang, Ke Deng and Jun S. Liu
doi:10.5705/ss.202022.0256
Estimating Boltzmann Averages for Protein Structural Quantities Using Sequential Monte Carlo
Zhaoran Hou and Samuel W.K. Wong*
doi:10.5705/ss.202022.0340

 

Volume 34,  Number 3, July  2024

Bayesian Consistency with the Supremum Metric
Nhat Ho and Stephen G. Walker*
doi:10.5705/ss.202022.0062
Robust Optimization and Inference on Manifolds
Lizhen Lin*, Drew Lazar, Bayan Saparbayeva and David Dunson
doi:10.5705/ss.202022.0149
Asymptotic Behavior of the Maximum Likelihood Estimator for General Markov Switching Models
Cheng-Der Fuh and Tianxiao Pang*
doi:10.5705/ss.202021.0336
An Integer Programming Algorithm for Constructing Maximin Distance Designs From Good Lattice Point Sets
Alan R. Vazquez and Hongquan Xu
doi:10.5705/ss.202021.0362
Response Variable Selection in Multivariate Linear Regression
Kshitij Khare and Zhihua Su*
doi:10.5705/ss.202022.0127
Nonlinear Dimension Reduction for Functional Data With Application to Clustering
Ruoxu Tan*, Yiming Zang and Guosheng Yin
doi:10.5705/ss.202021.0393
Testing for Threshold Regulation in Presence of Measurement Error
Kung-Sik Chan*, Simone Giannerini, Greta Goracci and Howell Tong
doi:10.5705/ss.202022.0125
Joint Modeling of Change-Point Identification and Dependent Dynamic Community Detection
Diqing Li, Yubai Yuan, Xinsheng Zhang and Annie Qu*
doi:10.5705/ss.202021.0182
Scalable Estimation for High Velocity Survival Data Able to Accommodate Addition of Covariates
Ying Sheng, Yifei Sun, Charles E. McCulloch and Chiung-Yu Huang*
doi:10.5705/ss.202022.0028
On Combining Individual-Level Data With Summary Data in Statistical Inferences
Lu Deng, Sheng Fu, Jing Qin and Kai Yu*
doi:10.5705/ss.202022.0228
Optimal Classification for Functional Data
Shuoyang Wang, Zuofeng Shang, Guanqun Cao* and Jun S. Liu
doi:10.5705/ss.202022.0057
An RKHS Approach for Pivotal Inference in Functional Linear Regression
Holger Dette* and Jiajun Tang
doi:10.5705/ss.202022.0086
Functional Horseshoe Smoothing for Functional Trend Estimation
Tomoya Wakayama* and Shonosuke Sugasawa
doi:10.5705/ss.202022.0297