David J. Nott

Orcid: 0000-0002-5416-0005

According to our database1, David J. Nott authored at least 36 papers between 1997 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
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PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Model-Free Local Recalibration of Neural Networks.
CoRR, 2024

2023
Modularized Bayesian analyses and cutting feedback in likelihood-free inference.
Stat. Comput., February, 2023

Correction to : Variational inference and sparsity in high-dimensional deep Gaussian mixture models.
Stat. Comput., 2023

Dropout Regularization in Extended Generalized Linear Models based on Double Exponential Families.
CoRR, 2023

Misspecification-robust Sequential Neural Likelihood.
CoRR, 2023

2022
Variational inference and sparsity in high-dimensional deep Gaussian mixture models.
Stat. Comput., 2022

2021
Detecting conflicting summary statistics in likelihood-free inference.
Stat. Comput., 2021

A Semiautomatic Method for History Matching Using Sequential Monte Carlo.
SIAM/ASA J. Uncertain. Quantification, 2021

Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance.
J. Comput. Graph. Stat., 2021

Marginally Calibrated Deep Distributional Regression.
J. Comput. Graph. Stat., 2021

2020
Conditionally structured variational Gaussian approximation with importance weights.
Stat. Comput., 2020

Likelihood-free approximate Gibbs sampling.
Stat. Comput., 2020

Robust Bayesian synthetic likelihood via a semi-parametric approach.
Stat. Comput., 2020

2018
Using History Matching for Prior Choice.
Technometrics, 2018

Gaussian variational approximation with sparse precision matrices.
Stat. Comput., 2018

Variational Bayes with synthetic likelihood.
Stat. Comput., 2018

Likelihood-free inference in high dimensions with synthetic likelihood.
Comput. Stat. Data Anal., 2018

2017
Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model.
Comput. Stat. Data Anal., 2017

2016
Variational inference for sparse spectrum Gaussian process regression.
Stat. Comput., 2016

Functional regression approximate Bayesian computation for Gaussian process density estimation.
Comput. Stat. Data Anal., 2016

2014
Mixtures of experts for understanding model discrepancy in dynamic computer models.
Comput. Stat. Data Anal., 2014

2012
The predictive Lasso.
Stat. Comput., 2012

Variational approximation for heteroscedastic linear models and matching pursuit algorithms.
Stat. Comput., 2012

The ensemble Kalman filter is an ABC algorithm.
Stat. Comput., 2012

2011
Efficient MCMC Schemes for Computationally Expensive Posterior Distributions.
Technometrics, 2011

2010
A sign based loss approach to model selection in nonparametric regression.
Stat. Comput., 2010

Bayesian projection approaches to variable selection in generalized linear models.
Comput. Stat. Data Anal., 2010

2008
Predictive performance of Dirichlet process shrinkage methods in linear regression.
Comput. Stat. Data Anal., 2008

2007
A general approach to heteroscedastic linear regression.
Stat. Comput., 2007

2006
Semiparametric estimation of mean and variance functions for non-Gaussian data.
Comput. Stat., 2006

Deflection Routing on a Torus Is Monotone.
Proceedings of the Positive Systems, 2006

2005
Efficient sampling schemes for Bayesian MARS models with many predictors.
Stat. Comput., 2005

Convergence Routing under Bursty Traffic: Instability and an AIMD Controller.
Proceedings of the Second International Workshop on the Practical Application of Stochastic Modeling, 2005

2004
Mixed Routing for ROMEO Optical Burst.
Proceedings of the Computer and Information Sciences, 2004

2000
Multi-phase image modelling with excursion sets.
Signal Process., 2000

1997
Parameter estimation for excursion set texture models.
Signal Process., 1997


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