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Wiley Interdisciplinary Reviews:
Computational Statistics
Volume 10 Issue 5 (September/October 2018)
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Independent component analysis: A statistical perspective
Published Online: Jun 27 2018
DOI: 10.1002/wics.1440
Schematic representation of various location and scatter models. Independent component (IC) model and elliptical model are diverse semiparametric extensions of Gaussian model. (Credits to Elina Vartiainen, 2017).
Abstract Full article on Wiley Online Library:   HTML | PDF
Statistical challenges in estimating past climate changes
Published Online: Jun 20 2018
DOI: 10.1002/wics.1437
The cycle of modules that lead from climate forcings to the fossil proxy data from which we try to infer past climate. Key climate forcings such as the Sun's energy are reflected in sensors such as the pollen produced by vegetation, which is then archived in lake sediment.
Abstract Full article on Wiley Online Library:   HTML | PDF
Accelerating MCMC algorithms
Published Online: Jun 13 2018
DOI: 10.1002/wics.1435
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of target, but it also potentially induces a lenghty exploration of this target, with a requirement on the number of simulations that grows with the dimension of the problem and with the complexity of data behind it. Several techniques are available toward accelerating the convergence of these Monte Carlo algorithms, either at the exploration level (as in tempering, Hamiltonian Monte Carlo and partly deterministic methods) or at the exploration level (with Rao–Blackwellization and scalable methods).
Abstract Full article on Wiley Online Library:   HTML | PDF

Advanced Reviews

Kalman filtering and sequential Bayesian analysis
Published Online: Jun 13 2018
DOI: 10.1002/wics.1438
Bayesian Learning and Filtering.
Abstract Full article on Wiley Online Library:   HTML | PDF
Level set tree methods
Published Online: May 31 2018
DOI: 10.1002/wics.1436
(a) A perspective plot; (b) a contour plot; (c) a tree plot; (d) a plot of a volume function; (e) a barycenter plot of the first coordinate; (f) a barycenter plot of the second coordinate.
Abstract Full article on Wiley Online Library:   HTML | PDF

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