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14 papers · 1 filter
Quantile Super Learning for independent and online settings with application to solar power forecasting
Herbert Susmann, Antoine Chambaz
Estimating quantiles of an outcome conditional on covariates is of fundamental interest in statistics with broad application in probabilistic prediction and forecasting. We propose…
Approximate Bayesian computation with the Wasserstein distance
Espen Bernton, Pierre E. Jacob, Mathieu Gerber +1
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular…
Model Selection for Mixture Models - Perspectives and Strategies
Gilles Celeux, Sylvia Fruewirth-Schnatter, Christian P. Robert
Determining the number G of components in a finite mixture distribution is an important and difficult inference issue. This is a most important question, because statistical infere…
Some discussions on the Read Paper "Beyond subjective and objective in statistics" by A. Gelman and C. Hennig
Gilles Celeux, Jack Jewson, Julie Josse +2
This note is a collection of several discussions of the paper "Beyond subjective and objective in statistics", read by A. Gelman and C. Hennig to the Royal Statistical Society on A…
A recursive point process model for infectious diseases
Frederic Schoenberg, Marc Hoffmann, Ryan Harrigan
We introduce a new type of point process model to describe the incidence of contagious diseases. The model is a variant of the Hawkes self-exciting process and exhibits similar clu…
Some comments about A Bayesian criterion for singular models by M. Drton and M. Plummer
Christian P. Robert, Judith Rousseau
These are written comments about the Read Paper A Bayesian criterion for singular models by M. Drton and M. Plummer, read to the Royal Statistical Society on October 5, 2016. The d…