1. Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components

   • Panagiotis Papastamoulis

   OriginalPaper 27 August 2019 Pages: 485 - 506

   

2. Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations

   • Michael B. Giles
   • Mateusz B. Majka
   • Konstantinos C. Zygalakis

   OriginalPaper Open access 10 September 2019 Pages: 507 - 524

   

3. Data-driven stochastic inversion via functional quantization

   • Mohamed Reda El Amri
   • Céline Helbert
   • Delphine Sinoquet

   OriginalPaper 13 September 2019 Pages: 525 - 541

   

4. Robust Bayesian synthetic likelihood via a semi-parametric approach

   • Ziwen An
   • David J. Nott
   • Christopher Drovandi

   OriginalPaper 04 October 2019 Pages: 543 - 557

   

5. Local dimension reduction of summary statistics for likelihood-free inference

   • Jukka Sirén
   • Samuel Kaski

   OriginalPaper Open access 04 October 2019 Pages: 559 - 570

   

6. Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

   • Georg Hahn

   OriginalPaper 05 October 2019 Pages: 571 - 586

   

7. Sampling from manifold-restricted distributions using tangent bundle projections

   • Alvin J. K. Chua

   OriginalPaper 14 October 2019 Pages: 587 - 602

   

8. Approximation and sampling of multivariate probability distributions in the tensor train decomposition

   • Sergey Dolgov
   • Karim Anaya-Izquierdo
   • Robert Scheichl

   OriginalPaper Open access 02 November 2019 Pages: 603 - 625

   

9. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

   • Evelyn Buckwar
   • Massimiliano Tamborrino
   • Irene Tubikanec

   OriginalPaper Open access 05 November 2019 Pages: 627 - 648

   

10. Regularized estimation for highly multivariate log Gaussian Cox processes

    • Achmad Choiruddin
    • Francisco Cuevas-Pacheco
    • Rasmus Waagepetersen

    OriginalPaper 15 November 2019 Pages: 649 - 662

    

11. Sequential Monte Carlo with transformations

    • Richard G. Everitt
    • Richard Culliford
    • Daniel J. Wilson

    OriginalPaper Open access 17 November 2019 Pages: 663 - 676

    

12. Central quantile subspace

    • Eliana Christou

    OriginalPaper 18 December 2019 Pages: 677 - 695

    

13. High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking

    • Fan Wang
    • Sach Mukherjee
    • Steven M. Hill

    OriginalPaper Open access 19 December 2019 Pages: 697 - 719

    

14. Coordinate sampler: a non-reversible Gibbs-like MCMC sampler

    • Changye Wu
    • Christian P. Robert

    OriginalPaper 26 December 2019 Pages: 721 - 730