Showing 2023Show all
2 papers · 1 filter
stat.CO2023
perms: Likelihood-free estimation of marginal likelihoods for binary response data in Python and R
Dennis Christensen, Per August Jarval Moen
In Bayesian statistics, the marginal likelihood (ML) is the key ingredient needed for model comparison and model averaging. Unfortunately, estimating MLs accurately is notoriously…
stat.ME2023
Efficient sparsity adaptive changepoint estimation
Per August Jarval Moen, Ingrid Kristine Glad, Martin Tveten
We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data…