8 citations · 24 across the 9 of their papers we have counts for
4 papers · 1 filter
Direct Sampling with a Step Function
Andrew M. Raim
The direct sampling method proposed by Walker et al. (JCGS 2011) can generate draws from weighted distributions possibly having intractable normalizing constants. The method may be…
Spatio-Temporal Change of Support Modeling with R
Andrew M. Raim, Scott H. Holan, Jonathan R. Bradley +1
Spatio-temporal change of support methods are designed for statistical analysis on spatial and temporal domains which can differ from those of the observed data. Previous work intr…
Parallelizing Computation of Expected Values in Recombinant Binomial Trees
Sai K. Popuri, Andrew M. Raim, Nagaraj K. Neerchal +1
Recombinant binomial trees are binary trees where each non-leaf node has two child nodes, but adjacent parents share a common child node. Such trees arise in finance when pricing a…
ManifoldOptim: An R Interface to the ROPTLIB Library for Riemannian Manifold Optimization
Sean Martin, Andrew M. Raim, Wen Huang +1
Manifold optimization appears in a wide variety of computational problems in the applied sciences. In recent statistical methodologies such as sufficient dimension reduction and re…