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On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions

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  • Sardy, Sylvain
  • Tseng, Paul

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  • Sardy, Sylvain & Tseng, Paul, 2004. "On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 191-204, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:191-204
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    Cited by:

    1. Sylvain Sardy & Paul Tseng, 2010. "Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 321-337, June.
    2. Rutger Jan Lange, 2020. "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers 20-052/III, Tinbergen Institute, revised 19 May 2021.
    3. Sylvain Sardy, 2008. "On the Practice of Rescaling Covariates," International Statistical Review, International Statistical Institute, vol. 76(2), pages 285-297, August.
    4. Neto, David, 2016. "Extracting volatility signal using maximum a posteriori estimation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 788-794.
    5. David Neto & Sylvain Sardy, 2012. "Moments structure of ℓ 1 -stochastic volatility models," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1947-1952, October.
    6. Lamprinakou, Stamatina & Barahona, Mauricio & Flaxman, Seth & Filippi, Sarah & Gandy, Axel & McCoy, Emma J., 2023. "BART-based inference for Poisson processes," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
    7. Chavez-Demoulin, V. & Embrechts, P. & Sardy, S., 2014. "Extreme-quantile tracking for financial time series," Journal of Econometrics, Elsevier, vol. 181(1), pages 44-52.

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