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Multiple regression model averaging and the focused information criterion wit...
We consider multiple regression (MR) model averaging using the Focused Informati on Criterion (FIC). Our approach is motivated by the problem of implementing a mean-variance... -
On Design Orthogonality, Maximin Distance, and Projection Uniformity for Comp...
Space-filling designs are widely used in both computer and physical experiments. Column-orthogonality, maximin distance, and projection uniformity are three basic and popular... -
Mini-Batch Metropolis–Hastings With Reversible SGLD Proposal
Traditional Markov chain Monte Carlo (MCMC) algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis–Hastings (MH) algorithm...