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% a do-nothing command that serves a purpose
@preamble{ " \newcommand{\noop}[1]{} " }
@book{Feller1968,
title={An Introduction to Probability Theory and its Applications},
author={Feller, William},
volume={1},
number={3},
year={1968},
publisher={Wiley, New York}
}
@article{NavarroFuss2009,
title={Fast and accurate calculations for first-passage times in {W}iener diffusion models},
author={Navarro, Daniel J and Fuss, Ian G},
journal={Journal of Mathematical Psychology},
volume={53},
number={4},
pages={222--230},
year={2009}
}
@article{barnard-mcculloch-meng:2000,
title={Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage},
author={Barnard, John and McCulloch, Robert and Meng, Xiao-Li},
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pages={1281--1311},
year={2000},
}
@article{lancaster:2000,
title={The incidental parameter problem since 1948},
author={Lancaster, Tony},
journal={Journal of Econometrics},
volume={95},
number={2},
pages={391--413},
year={2000}
}
@manual{minpack:1980,
Address = {9700 South Cass Avenue, Argonne, Illinois 60439},
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Organization = {Argonne National Laboratory},
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Year = {1980}
}
@incollection{Powell:1970,
Author = {Powell, Michael J. D.},
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Editor = {Rabinowitz, P.},
Publisher = {Gordon and Breach},
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Year = {1970}
}
@inproceedings{PiironenVehtari:2016,
title={Projection predictive model selection for {Gaussian} processes},
author={Piironen, Juho and Vehtari, Aki},
booktitle={Machine Learning for Signal Processing (MLSP), 2016 IEEE 26th International Workshop on},
note = {doi:10.1109/MLSP.2016.7738829},
year=2016,
organization={IEEE}
}
@article{AhnertMulansky:2011,
author={Ahnert, Karsten and Mulansky, Mario},
year={2011},
title={Odeint---solving ordinary differential equations in {C}++},
journal={arXiv},
volume={1110.3397}
}
@article{DormandPrince:1980,
author={Dormand, John R and Prince, Peter J},
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@article{CohenHindmarsh:1996,
author={Cohen, Scott D and Hindmarsh, Alan C},
year={1996},
title={{CVODE}, a stiff/nonstiff {ODE} solver in {C}},
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volume={10},
number={2},
pages={138--143}
}
@inproceedings{SerbanHindmarsh:2005,
author={Serban, Radu and Hindmarsh, Alan C},
year={2005},
title={{CVODES}: the sensitivity-enabled {ODE} solver in {SUNDIALS}},
booktitle={ASME 2005 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference},
pages={257--269},
organization={American Society of Mechanical Engineers}
}
@article{HoetingEtAl:1999,
title={Bayesian model averaging: a tutorial},
author={Hoeting, Jennifer A. and Madigan, David
and Raftery, Adrian E and Volinsky, Chris T.},
journal={Statistical Science},
volume = {14},
number = {4},
pages={382--417},
year={1999}
}
@article{Marsaglia:1972,
title={Choosing a point from the surface of a sphere},
author={Marsaglia, George},
journal={The Annals of Mathematical Statistics},
volume={43},
number={2},
pages={645--646},
year={1972}
}
@book{HopcroftMotwani:2006,
title={Introduction to Automata Theory, Languages, and Computation},
author={Hopcroft, John E. and Rajeev Motwani},
year={2006},
edition={3rd},
publisher={Pearson Education}
}
@article{Church:1936,
title={An unsolvable problem of elementary number theory},
author={Church, Alonzo},
journal={American Journal of Mathematics},
pages={345--363},
year={1936}
}
@article{turing:1936,
title={On computable numbers, with an application to the {E}ntscheidungsproblem},
author={Turing, Alan Mathison},
journal={J. of Math},
volume={58},
number={345-363},
pages={5},
year={1936}
}
@article{Kucukelbir:2015,
title = {Automatic Variational Inference in {S}tan},
author = {Alp Kucukelbir and Rajesh Ranganath and Andrew Gelman
and David M. Blei},
year = {2015},
journal = {arXiv},
volume = {1506.03431},
url = {http://arxiv.org/abs/1506.03431}
}
@article{Jordan:1999,
Author = {Jordan, Michael I and Ghahramani, Zoubin and Jaakkola, Tommi S and Saul, Lawrence K},
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Title = {An introduction to variational methods for graphical models},
Volume = {37},
Year = {1999}
}
@article{Wainwright-Jordan:2008,
Author = {Wainwright, Martin J and Jordan, Michael I},
Journal = {Foundations and Trends in Machine Learning},
Number = {1-2},
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Title = {Graphical models, exponential families, and variational inference},
Volume = {1},
Year = {2008}
}
@article{Hoffman:2013,
Author = {Hoffman, Matthew D and Blei, David M and Wang, Chong and Paisley, John},
Journal = {The Journal of Machine Learning Research},
Number = {1},
Pages = {1303--1347},
Title = {Stochastic variational inference},
Volume = {14},
Year = {2013}
}
@book{Bishop:2006,
Author = {Bishop, Christopher M},
Publisher = {Springer New York},
Title = {Pattern Recognition and Machine Learning},
Year = {2006}
}
@article{Duchi:2011,
Author = {Duchi, John and Hazan, Elad and Singer, Yoram},
Journal = {The Journal of Machine Learning Research},
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Title = {Adaptive subgradient methods for online learning and stochastic optimization},
Volume = {12},
Year = {2011}}
@article{Zellner:1962,
author = {Arnold Zellner},
year = {1962},
title = {An efficient method of estimating seemingly unrelated regression equations
and tests for aggregation bias},
journal = {Journal of the American Statistical Association},
volume={57},
pages = {348--368}
}
@book{Greene:2011,
author = {William H. Greene},
year = {2011},
title = {Econometric Analysis},
edition = {7th},
publisher = {Prentice-Hall}
}
@techreport{CordenKreitzer:2014,
author = {Martyn J. Corden and David Kreitzer},
year = {2014},
title = {Consistency of Floating-Point Results using
the {I}ntel Compiler or {W}hy doesn't my application always
give the same answer?},
institution = {Intel Corporation},
url = {https://software.intel.com/en-us/articles/consistency-of-floating-point-results-using-the-intel-compiler}
}
@article{LangfordEtAl:2009,
author = {John Langford and Lihong Li and Tong Zhang},
year = {2009},
title = {Sparse online learning via truncated gradient},
journal = {Journal of Machine Learning Research},
volume = {10},
pages = {777--801}
}
@book{LeeWagenmakers:2013,
author = {Michael D. Lee and Eric-Jan Wagenmakers},
year = {2013},
title = {Bayesian Cognitive Modeling: A Practical Course},
publisher = {Cambridge University Press}
}
@book{Kruschke:2014,
author = {John Kruschke},
year = {2014},
title = {Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan},
edition = {2nd},
publisher = {Academic Press}
}
@book{Chacon:2014,
author = {Scott Chacon and Ben Straub},
year = {2014},
title = {Pro Git},
edition = {2nd},
publisher = {Apress}
}
@misc{Driessen:2010,
author = {Vincent Driessen},
year = {2010},
title = {A successful {G}it branching model},
url = {http://nvie.com/posts/a-successful-git-branching-model/},
note = {Online, accessed 6-January-2015}
}
@techreport{RProject:2014,
author = {{R Project}},
year = {2014},
institution = {The R Foundation for Statistical Computing},
title = {{R}: Regulatory Compliance and Validation Issues;
A Guidance Document for the Use of {R} in Regulated Clinical
Trial Environments},
date = {December 15, 2014},
note = {www.r-project.org/doc/R-FDA.pdf}
}
@book{HastieTibshiraniFriedman:2009,
Author = {Trevor Hastie and Robert Tibshirani and Jerome Friedman},
Year = {2009},
Title = {The Elements of Statistical Learning: Data Mining,
Inference, and Prediction},
Edition = {Second},
Publisher = {Springer-Verlag},
Address = {New York}
}
@article{RobertsEtAl:1997,
Author = {Roberts, G.O. and Andrew Gelman and Walter R. Gilks},
Year = {1997},
Title = {Weak convergence and optimal scaling of random walk {M}etropolis algorithms},
Journal = {Annals of Applied Probability},
Volume = {7},
number = {1},
Pages = {110--120}
}
@article{ChungEtAl:2013,
author={Chung, Yeojin and Rabe-Hesketh, Sophia and Dorie, Vincent and Gelman, Andrew and Liu, Jingchen},
title={A nondegenerate penalized likelihood estimator for variance parameters in multilevel models},
year={2013},
journal={Psychometrika},
volume={78},
number={4},
pages={685--709}
}
@article{GelmanJakulinPittauEtAl:2008,
author = {Andrew Gelman and Aleks Jakulin and Maria Grazia Pittau
and Yu-Sung Su},
year = {2008},
title = {A weakly informative default prior distribution for logistic
and other regression models},
journal = {Annals of Applied Statistics},
volume = {2},
number = {4},
pages = {1360--1383}}
@article{Gelman:2006,
Author = {Gelman, A.},
Journal = {Bayesian Analysis},
Number = {3},
Pages = {515--534},
Title = {Prior distributions for variance parameters in hierarchical models},
Volume = {1},
Year = {2006}}
@book{LunnEtAl:2012,
author = {David Lunn and Christopher Jackson
and Nicky Best and Andrew Thomas
and David Spiegelhalter},
year = {2012},
title = {The {BUGS} Book: A Practical Introduction to {B}ayesian Analysis},
publisher = {CRC Press/Chapman \& Hall}
}
@article{EfronMorris:1975,
Author = {Efron, B. and Morris, C.},
Journal = {Journal of the American Statistical Association},
Pages = {311--319},
Title = {Data analysis using Stein's estimator and its generalizations},
Volume = {70},
Year = {1975}}
@book{NocedalWright:2006,
Author = { Jorge Nocedal and Stephen J.~Wright},
Year = {2006},
Publisher = {Springer-{V}erlag},
Address = {Berlin},
Title = {Numerical Optimization},
Edition = {Second}
}
@article{ZyczkowskiSommers:2001,
title={Induced measures in the space of mixed quantum states},
author={Zyczkowski, K. and Sommers, H.J.},
journal={Journal of Physics A: Mathematical and General},
volume={34},
number={35},
pages={7111},
year={2001},
publisher={IOP Publishing}
}
@article{aguilar-west:2000,
title={Bayesian dynamic factor models and portfolio allocation},
author={Aguilar, Omar and West, Mike},
journal={Journal of Business \& Economic Statistics},
volume={18},
number={3},
pages={338--357},
year={2000},
publisher={Taylor \& Francis}
}
@inproceedings{Airoldi:2009,
Author = {Airoldi, E. and Blei, D. and Fienberg, S. and Xing, E.},
Booktitle = {Neural Information Processing Systems},
Date-Added = {2008-12-20 13:05:43 -0500},
Date-Modified = {2008-12-31 10:06:13 -0500},
Keywords = {graphs},
Title = {Mixed Membership Stochastic Blockmodels},
Year = {2009}
}
@inproceedings{Akaike:1973,
Address = {Budapest},
Author = {Akaike, H.},
Booktitle = {Proceedings of the Second International Symposium on Information Theory},
Editor = {B. N. Petrov and F. Csaki},
Note = {Reprinted in Breakthroughs in Statistics (pages 610--624), edited by S. Kotz, published by Springer-Verlag, New York in 1992},
Pages = {267--281},
Publisher = {Akademiai Kiado},
Title = {Information theory and an extension of the maximum likelihood principle},
Year = {1973}
}
@article{AlbertChib:1993,
Author = {Albert, J. H. and Chib, S.},
Journal = {Journal of the American Statistical Association},
Pages = {669--679},
Title = {Bayesian analysis of binary and polychotomous response data},
Volume = {88},
Year = {1993}
}
@article{Andrieu:2008,
title={A tutorial on adaptive {MCMC}},
author={Andrieu, C. and Thoms, J.},
journal={Statistics and Computing},
volume={18},
number={4},
pages={343--373},
year={2008},
publisher={Springer}
}
@article{Betancourt:2016,
title = {Identifying the Optimal Integration Time in
{H}amiltonian {M}onte {C}arlo},
author = {Betancourt, Michael},
year = {2016},
journal = {arXiv},
volume = {1601.00225},
url = {https://arxiv.org/abs/1601.00225}
}
@article{Betancourt:2016b,
title = {Diagnosing Suboptimal Cotangent Disintegrations in
{H}amiltonian {M}onte {C}arlo},
author = {Betancourt, Michael},
year = {2016},
journal = {arXiv},
volume = {1604.00695},
url = {https://arxiv.org/abs/1604.00695}
}
@article{Betancourt:2012,
title = {A General Metric for {R}iemannian Manifold {H}amiltonian {M}onte {C}arlo},
author = {Betancourt, Michael},
year = {2012},
journal = {arXiv},
volume = {1212.4693},
url = {http://arxiv.org/abs/1212.4693}
}
@article{Betancourt:2010,
author = {Betancourt, Michael},
title = {Cruising The Simplex: {H}amiltonian {M}onte {C}arlo and the {D}irichlet Distribution},
journal = {arXiv},
year = {2010},
volume = {1010.3436},
url = {http://arxiv.org/abs/1010.3436}
}
@article{Betancourt-Girolami:2013,
author = {Betancourt, Michael and Girolami, Mark},
title = {{H}amiltonian {M}onte {C}arlo for Hierarchical Models},
journal = {arXiv},
year = {2013},
volume = {1312.0906},
url = {http://arxiv.org/abs/1312.0906}
}
@article{Betancourt-Stein:2011,
author = {Betancourt, Michael and Stein, Leo C.},
title = {The Geometry of {H}amiltonian {M}onte {C}arlo},
journal = {arXiv},
year = {2011},
volume = {1112.4118},
url = {http://arxiv.org/abs/1112.4118}
}
@article{BleiNgJordan:2003,
author = {Blei, David M. and Ng, Andrew Y. and Jordan, Michael I.},
year = {2003},
title = {Latent {D}irichlet Allocation},
journal = {Journal of Machine Learning Research},
volume = {3},
pages = {993--1022}
}
@article{BleiLafferty:2007,
author = {Blei, David M. and Lafferty, John D.},
year = {2007},
title = {A Correlated Topic Model of \emph{{S}cience}},
journal = {The Annals of Applied Statistics},
volume = {1},
number = {1},
pages = {17--37}
}
@article{Blurton2012,
author = {Blurton, Steven P. and Kesselmeier, Miriam and Gondan, Matthias},
journal = {Journal of Mathematical Psychology},
number = {6},
pages = {470-475},
title = {Fast and accurate calculations for cumulative first-passage time distributions in {Wiener} diffusion models},
volume = {56},
year = {2012},
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