400 citations · 2.8k across the 49 of their papers we have counts for
49 papers
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation
P. Hall, I. M. Johnstone, J. T. Ormerod +2
Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scena…
A frequency domain analysis of the error distribution from noisy high-frequency data
Jinyuan Chang, Aurore Delaigle, Peter Hall +1
Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a…
Nonparametric covariate-adjusted regression
Aurore Delaigle, Peter Hall, Wen-Xin Zhou
We consider nonparametric estimation of a regression curve when the data are observed with multiplicative distortion which depends on an observed confounding variable. We suggest s…
Double-bootstrap methods that use a single double-bootstrap simulation
Jinyuan Chang, Peter Hall
We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each…
Truncated Linear Models for Functional Data
Peter Hall, Giles Hooker
A conventional linear model for functional data involves expressing a response variable in terms of the explanatory function , via the model: $Y=a+\int_I b(t)X(t)dt+\hbox…
An Algorithm for Nonlinear, Nonparametric Model Choice and Prediction
Frédéric Ferraty, Peter Hall
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best pr…