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Journal of Computational and Graphical Statistics

Taylor & Francis

Economics
AJG 3ABDC A*
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
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Core-elements Subsampling for Alternating Least Squares
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20260 citations
Quasi-Monte Carlo with one categorical variable
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20260 citations
Fast and Cheap Covariance Smoothing
Ho Yun & Victor M. Panaretos
20260 citations
FDR Control in Feature Screening for Ultrahigh-Dimensional Right-Censored Data via Data-Driven Threshold Selection
Jing Zhang & Hengjian Cui
20260 citations
Representative Learning for Distributed Learning with Heterogeneity and Asynchrony
K. Li
20260 citations
Improving Disease Risk Estimation in Small Areas by Accounting for Spatio-temporal Local Discontinuities
Guzmán Santafé et al.
20260 citations
Optimizing the Induced Correlation in Omnibus Joint Graph Embeddings
Konstantinos Pantazis et al.
20260 citations
An efficient sampling-based algorithm to compute HUM for multi-class learning
Wei Li & Jialiang Li
20260 citations
Probabilistic Joint and Individual Variation Explained (ProJIVE) for Data Integration
Raphiel J. Murden et al.
20260 citations
Variational Inference for Hierarchical Models with Conditional Scale and Skewness Corrections
Lucas Kock et al.
20260 citations
Hidden block regression: A general framework for multi-response models with group structures and hidden variables
Weixiong Liang & Yuehan Yang
20260 citations
Out-of-Sample Embedding with Proximity Data: Projection versus Restricted Reconstruction
Michael W. Trosset et al.
20260 citations
Kernel Variable Importance Measure with Applications
Bingyao Huang et al.
20260 citations
Empirical Bayes Covariance Decomposition, and a Solution to the Multiple Tuning Problem in Sparse PCA
Joonsuk Kang & Matthew Stephens
20260 citations
Correction
Unknown
20260 citations
Advanced Data Augmentation Methods in Neural Network for Functional Data Classification
Sixuan Meng et al.
20260 citations

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