A benchmark of different approaches to calibrating proposals in a geostatistic model with geometric anisotropy.

Different strategies for the design of Markov chain Monte Carlo using random walk Metropolis proposals, Metropolis-adjusted Langevin algorithm. We consider a simple beta-binomial scenario with parameter transformations.

Sampling and lack of adequate statistical analysis explains mostly suffices to explain a pattern uncovered in a paper published in Nature on maximum age at death of humans.

This post examines the claim that the score statistic for the \(r\)-largest order statistics likelihood is irregular.

This short note shows that inverted max-stable vectors cannot have upper tail dependence.

A short proof that quadratic form of a Gaussian vector verify positive regression dependence when the entries of their covariance matrix are positive.