YoungStatS
The blog of Young Statisticians Europe (YSE)
robust-statistics
Fitting robust non-Gaussian models in Stan and R-INLA
Rafael Cabral, David Bolin and HÃ¥vard Rue
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2023-01-19
Traditionally the excitation noise of spatial and temporal models is Gaussian. Take, for instance, an AR1 (autoregressive of order 1) process, where the increments \(x_{i+1}-\rho x_i, \ \ |\rho|<1\) are assumed to follow a Gaussian distribution. However, it is easy to find datasets that contain…
robust-statistics
Universal estimation with Maximum Mean Discrepancy (MMD)
Pierre Alquier
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2022-01-13
This is an updated version of a blog post on RIKEN AIP Approximate Bayesian Inference team webpage: https://team-approx-bayes.github.io/blog/mmd/ […] A very old and yet very exciting problem in statistics is the definition of a universal estimator \(\hat{\theta}\). An estimation procedure…