5.7k citations · 12k across the 78 of their papers we have counts for
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Bayesian order identification of ARMA models with projection predictive inference
Yann McLatchie, Asael Alonzo Matamoros, David Kohns +1
Auto-regressive moving-average (ARMA) models are ubiquitous forecasting tools. Parsimony in such models is highly valued for their interpretability and computational tractability,…
An importance sampling approach for reliable and efficient inference in Bayesian ordinary differential equation models
Juho Timonen, Nikolas Siccha, Ben Bales +2
Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approxi…
A Framework for Improving the Reliability of Black-box Variational Inference
Manushi Welandawe, Michael Riis Andersen, Aki Vehtari +1
Black-box variational inference (BBVI) now sees widespread use in machine learning and statistics as a fast yet flexible alternative to Markov chain Monte Carlo methods for approxi…