Journal•ISSN: 1061-8600
Journal of Computational and Graphical Statistics
American Statistical Association
About: Journal of Computational and Graphical Statistics is an academic journal published by American Statistical Association. The journal publishes majorly in the area(s): Markov chain Monte Carlo & Estimator. It has an ISSN identifier of 1061-8600. Over the lifetime, 1706 publications have been published receiving 110363 citations. The journal is also known as: JCGS.
Topics: Markov chain Monte Carlo, Estimator, Computer science, Bayesian probability, Bayesian inference
Papers published on a yearly basis
Papers
More filters
TL;DR: In this article, the authors discuss their experience designing and implementing a statistical computing language, which combines what they felt were useful features from two existing computer languages, and they feel that the new language provides advantages in the areas of portability, computational efficiency, memory management, and scope.
Abstract: In this article we discuss our experience designing and implementing a statistical computing language. In developing this new language, we sought to combine what we felt were useful features from two existing computer languages. We feel that the new language provides advantages in the areas of portability, computational efficiency, memory management, and scoping.
9,446 citations
TL;DR: This work generalizes the method proposed by Gelman and Rubin (1992a) for monitoring the convergence of iterative simulations by comparing between and within variances of multiple chains, in order to obtain a family of tests for convergence.
Abstract: We generalize the method proposed by Gelman and Rubin (1992a) for monitoring the convergence of iterative simulations by comparing between and within variances of multiple chains, in order to obtain a family of tests for convergence. We review methods of inference from simulations in order to develop convergence-monitoring summaries that are relevant for the purposes for which the simulations are used. We recommend applying a battery of tests for mixing based on the comparison of inferences from individual sequences and from the mixture of sequences. Finally, we discuss multivariate analogues, for assessing convergence of several parameters simultaneously.
5,493 citations
TL;DR: A unified framework for recursive partitioning is proposed which embeds tree-structured regression models into a well defined theory of conditional inference procedures and it is shown that the predicted accuracy of trees with early stopping is equivalent to the prediction accuracy of pruned trees with unbiased variable selection.
Abstract: Recursive binary partitioning is a popular tool for regression analysis. Two fundamental problems of exhaustive search procedures usually applied to fit such models have been known for a long time: overfitting and a selection bias towards covariates with many possible splits or missing values. While pruning procedures are able to solve the overfitting problem, the variable selection bias still seriously affects the interpretability of tree-structured regression models. For some special cases unbiased procedures have been suggested, however lacking a common theoretical foundation. We propose a unified framework for recursive partitioning which embeds tree-structured regression models into a well defined theory of conditional inference procedures. Stopping criteria based on multiple test procedures are implemented and it is shown that the predictive performance of the resulting trees is as good as the performance of established exhaustive search procedures. It turns out that the partitions and therefore the...
3,246 citations
TL;DR: This work introduces a new method called sparse principal component analysis (SPCA) using the lasso (elastic net) to produce modified principal components with sparse loadings and shows that PCA can be formulated as a regression-type optimization problem.
Abstract: Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear combination of all the original variables, thus it is often difficult to interpret the results. We introduce a new method called sparse principal component analysis (SPCA) using the lasso (elastic net) to produce modified principal components with sparse loadings. We first show that PCA can be formulated as a regression-type optimization problem; sparse loadings are then obtained by imposing the lasso (elastic net) constraint on the regression coefficients. Efficient algorithms are proposed to fit our SPCA models for both regular multivariate data and gene expression arrays. We also give a new formula to compute the total variance of modified principal components. As illustrations, SPCA is applied to real and simulated data with encouraging results.
3,102 citations
TL;DR: A new algorithm based on a Monte Carlo method that can be applied to a broad class of nonlinear non-Gaussian higher dimensional state space models on the provision that the dimensions of the system noise and the observation noise are relatively low.
Abstract: A new algorithm for the prediction, filtering, and smoothing of non-Gaussian nonlinear state space models is shown. The algorithm is based on a Monte Carlo method in which successive prediction, filtering (and subsequently smoothing), conditional probability density functions are approximated by many of their realizations. The particular contribution of this algorithm is that it can be applied to a broad class of nonlinear non-Gaussian higher dimensional state space models on the provision that the dimensions of the system noise and the observation noise are relatively low. Several numerical examples are shown.
2,406 citations