Bootstrap Confidence Intervals for MultipleChange Points Based on Two-Stage Procedures
Efficient Modeling of Quasi-Periodic Data with Seasonal Gaussian Process
The minimum covariance determinant estimatorfor interval-valued data
A flexible Bayesian tool for CoDa mixed models: logistic-normal distribution with Dirichlet covariance
Nonparametric Bayesian Online Change Point Detection Using Kernel Density Estimation with Nonparametric Hazard Function
Stochastic Variational Inference for GARCH Models
A Framework of Regularized Low-Rank Matrix Models for Regression and Classification
A Mini-batch Stochastic Recursive Gradient Method with Barzilai-Borwein Step-Size for Machine Learning
COMBSS: Best Subset Selection via Continuous Optimization
Bootstrapping Multiple Systems Estimates to Account for Model Selection