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Consortium of Swiss Academic Libraries

Biometrika Centenary: Theory and general methodology

Davison, A. C.

In: Biometrika, 2001, vol. 88, no. 1, p. 13-52

Université de Fribourg

Unexpected ancestry of Populus seedlings from a hybrid zone implies a large role for postzygotic selection in the maintenance of species

Lindtke, Dorothea ; Gompert, Zachariah ; Lexer, Christian ; Buerkle, C. Alex

In: Molecular Ecology, 2014, p. –

In the context of potential interspecific gene flow, the integrity of species will be maintained by reproductive barriers that reduce genetic exchange, including traits associated with prezygotic isolation or poor performance of hybrids. Hybrid zones can be used to study the importance of different reproductive barriers, particularly when both parental species and hybrids occur in close spatial...

Université de Fribourg

The AdMit Package

Ardia, David ; Hoogerheide, Lennart F. ; van Dijk, Herman K.

This short note presents the R package AdMit which provides flexible functions to approximate a certain target distribution and to efficiently generate a sample of random draws from it, given only a kernel of the target density function. The estimation procedure is fully automatic and thus avoids the time-consuming and difficult task of tuning a sampling algorithm. To illustrate the use of the...

Université de Fribourg

Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit

Ardia, David ; Hoogerheide, Lennart F. ; van Dijk, Herman K.

In: Journal of Statistical Software, 2009, vol. 29, no. 3, p. 1-32

This paper presents the R package AdMit which provides flexible functions to approximate a certain target distribution and to efficiently generate a sample of random draws from it, given only a kernel of the target density function given only a kernel of the target density function. The core algorithm consists of the function AdMit which fits an adaptive mixture of Student-t distributions to...

Università della Svizzera italiana

Statistical analysis for credit risk modelling

Tenconi, Paolo ; Mira, Antonietta (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2008 ; 2008ECO008.

The main purpose of the thesis is the prediction of default events for small and medium size companies, by developing useful techniques able to cope with some issues related to anomalies often present in this kind of data, such as rare events and aberrant observations. To treat rare events the Bayesian paradigm is used through Markov Chain Monte Carlo techniques, also adopting the zero...

Università della Svizzera italiana

Bayesian analysis for mixtures of autoregressive components with application to financial market volatility

Sampietro, Stefano ; Arbia, Giuseppe (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2004 ; 2004ECO004.

This thesis presents a Bayesian analysis of a non-linear time series model. In particular, we deal with a mixture of normal distributions whose means are linear functions of the past values of the observed variable. Since the component densities of the mixture can be viewed as the conditional distributions of different Gaussian autoregressive models, the model is referred as mixture of...