Top-Tier

Bayesian online change point detection with Hilbert space approximate Student-t process

Entropy-based adaptive Hamiltonian Monte Carlo

Copula-like Variational Inference

Gradient-based adaptive Markov chain Monte Carlo

Control variates for estimation based on reversible Markov chain Monte Carlo samplers

A novel reversible jump algorithm for generalized linear models

Inference for stochastic volatility models using time change transformations

Bayesian model selection for partially observed diffusion models

Model determination for categorical data with factor level merging

Bayesian inference for non-Gaussian Ornstein--Uhlenbeck stochastic volatility processes