Search Results - "Robert, Christian"
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Approximate Bayesian computation with the Wasserstein distance
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-04-2019)“…A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation has…”
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2
ABC random forests for Bayesian parameter inference
Published in Bioinformatics (15-05-2019)“…Abstract Motivation Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian inference for models associated with…”
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3
Model misspecification in approximate Bayesian computation: consequences and diagnostics
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01-04-2020)“…Summary We analyse the behaviour of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data‐generating…”
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Ultra-high-resolution ion mobility spectrometry—current instrumentation, limitations, and future developments
Published in Analytical and bioanalytical chemistry (01-09-2019)“…With recent advances in ionization sources and instrumentation, ion mobility spectrometers (IMS) have transformed from a detector for chemical warfare agents…”
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5
Abandon Statistical Significance
Published in The American statistician (29-03-2019)“…We discuss problems the null hypothesis significance testing (NHST) paradigm poses for replication and more broadly in the biomedical and social sciences as…”
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Reliable ABC model choice via random forests
Published in Bioinformatics (15-03-2016)“…Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical…”
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Rethinking the Effective Sample Size
Published in International statistical review (01-12-2022)“…Summary The effective sample size (ESS) is widely used in sample‐based simulation methods for assessing the quality of a Monte Carlo approximation of a given…”
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Accelerating MCMC algorithms
Published in Wiley interdisciplinary reviews. Computational statistics (01-09-2018)“…Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This…”
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The expected demise of the Bayes factor
Published in Journal of mathematical psychology (01-06-2016)“…This note is a discussion commenting on the paper by Ly et al. on “Harold Jeffreys’s Default Bayes Factor Hypothesis Tests: Explanation, Extension, and…”
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Rao–Blackwellisation in the Markov Chain Monte Carlo Era
Published in International statistical review (01-08-2021)“…Summary Rao–Blackwellisation is a notion often occurring in the MCMC literature, with possibly different meanings and connections with the original…”
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Stochastic derivative estimation for max-stable random fields
Published in European journal of operational research (16-10-2022)“…•We consider expected performances based on max-stable random fields.•We study their derivatives with respect to the spatial dependence parameters.•We focus on…”
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Jeffreys priors for mixture estimation: Properties and alternatives
Published in Computational statistics & data analysis (01-05-2018)“…While Jeffreys priors usually are well-defined for the parameters of mixtures of distributions, they are not available in closed form. Furthermore, they often…”
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A Short History of Markov Chain Monte Carlo: Subjective Recollections from Incomplete Data
Published in Statistical science (01-02-2011)“…We attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940s through its use today. We see how…”
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Editorial: Bayesian Computations in the 21st Century
Published in Statistical science (01-02-2024)Get full text
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15
Structural and functional correlates of smartphone addiction
Published in Addictive behaviors (01-06-2020)“…•We investigate brain function and structure in persons with “smartphone addiction” (SPA).•Persons with SPA showed lower gray matter volume in insula and…”
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Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
Published in The Journal of risk and insurance (01-09-2022)“…This paper offers a systematic treatment of risk‐sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk‐sharing…”
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From risk sharing to pure premium for a large number of heterogeneous losses
Published in Insurance, mathematics & economics (01-01-2021)“…This paper considers linear fair risk sharing rules and the conditional mean risk sharing rule for independent but heterogeneous losses that are gathered in an…”
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Bayesian computation: a summary of the current state, and samples backwards and forwards
Published in Statistics and computing (01-07-2015)“…Recent decades have seen enormous improvements in computational inference for statistical models; there have been competitive continual enhancements in a wide…”
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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Published in Insurance, mathematics & economics (01-09-2023)“…This paper proposes a new risk-sharing procedure, framed into the classical insurance surplus process. Compared to the standard setting where total losses are…”
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Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
Published in Statistics and computing (01-05-2020)“…We derive a novel non-reversible, continuous-time Markov chain Monte Carlo sampler, called Coordinate Sampler, based on a piecewise deterministic Markov…”
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