← All authors David J. Nott National University of Singapore (per OpenAlex) · ORCID · OpenAlex
94 papers in scope · 93 published · 3 on the econ.EM arXiv · 2,264 citations · h-index 28 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Lucas Kock Weichang Yu Rubén Loaiza-Maya Michael D. Smith Lin Deng David T. Frazier Worapree Maneesoonthorn Didier Nibbering Gary Koop Florian Huber Gael M. Martin Luca Onorante Xuewen Yu Jingyu He Michał Narajewski Joshua C. C. Chan Guanhao Feng John M. Maheu Florian Ziel Anastasios Panagiotelis Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 94)
Calibrating Multivariate Regression with Localized PIT Mappings
published 2026 · Journal of Computational and Graphical Statistics
working paper 2026 · arXiv
Variational Inference for Hierarchical Models with Conditional Scale and Skewness Corrections
published 2026 · Journal of Computational and Graphical Statistics
Posterior Risk of Modular and Semi-Modular Bayesian Inference
published 2025 · Journal of the American Statistical Association · 1 citations · first circulated 2023
Deep Mixture of Linear Mixed Models for Complex Longitudinal Data
published 2025 · Statistics in Medicine · 1 citations · first circulated 2023
Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood
published 2025 · Journal of Computational and Graphical Statistics · first circulated 2023
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2023
Exponentially weighted averaging of varying-coefficient partially linear models
published 2025 · Journal of nonparametric statistics · 2 citations
with Bosen Cui, Jialiang Li
Bayesian Regularized Regression Copula Processes for Multivariate Responses
published 2025 · Journal of Computational and Graphical Statistics · 1 citations · first circulated 2024
with Nadja Klein, Michael S. Smith, Ryan A. Chisholm, Michael Stanley Smith, Ryan Chisholm
Pooling Information in Likelihood-Free Inference
published 2025 · Bayesian Analysis · 1 citations · first circulated 2022
Cutting Feedback and Modularized Analyses in Generalized Bayesian Inference
published 2024 · Bayesian Analysis · 2 citations · first circulated 2022
Synthetic Likelihood in Misspecified Models
published 2024 · Journal of the American Statistical Association · 7 citations · first circulated 2021
Structured Variational Approximations with Skew Normal Decomposable Graphical Models and Implicit Copulas
published 2024 · Journal of Computational and Graphical Statistics · 6 citations · first circulated 2023
Flexible Variational Bayes Based on a Copula of a Mixture
published 2023 · Journal of Computational and Graphical Statistics · 6 citations · first circulated 2021
Bayesian Inference for Misspecified Generative Models
published 2023 · Annual Review of Statistics and Its Application · 14 citations
Variational Inference for Cutting Feedback in Misspecified Models
published 2023 · Statistical Science · 6 citations · first circulated 2021
with Xuejun Yu, Michael Stanley Smith
Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
published 2023 · Journal of Computational and Graphical Statistics · 4 citations · first circulated 2022
published 2023 · Journal of Applied Econometrics · 5 citations
with Nadja Klein, Michael Stanley Smith
Modularized Bayesian analyses and cutting feedback in likelihood-free inference
published 2023 · Statistics and Computing · first circulated 2022
Weakly informative priors and prior-data conflict checking for likelihood-free inference
published 2023 · Statistics and Its Interface · 2 citations · first circulated 2022
with Atlanta Chakraborty, Michael A. Evans, Michael D. Evans
Gaussian Variational Approximations for High-dimensional State Space Models
published 2022 · Bayesian Analysis · 18 citations · first circulated 2018
Variational inference and sparsity in high-dimensional deep Gaussian mixture models
published 2022 · Statistics and Computing · 4 citations · first circulated 2021
Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
published 2022 · Journal of the American Statistical Association · 38 citations · first circulated 2019
Variational Bayes
published 2022 · Wiley StatsRef: Statistics Reference Online · 4 citations
Detecting conflicting summary statistics in likelihood-free inference
published 2021 · Statistics and Computing · first circulated 2020
with Yinan Mao, Xueou Wang, Michael Evans
Variational Bayes approximation of factor stochastic volatility models
published 2021 · International Journal of Forecasting · 21 citations · first circulated 2020
published 2021 · Journal of Econometrics · 5 citations · first circulated 2020
Checking for model failure and for prior-data conflict with the constrained multinomial model
published 2021 · Metrika · 3 citations · first circulated 2018
with Berthold-Georg Englert, Michael Evans, Gun Ho Jang, Hui Khoon Ng, Yi-Lin Seah
Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
published 2021 · Journal of Computational and Graphical Statistics · 7 citations · first circulated 2019
A Semiautomatic Method for History Matching Using Sequential Monte Carlo
published 2021 · SIAM/ASA Journal on Uncertainty Quantification · 1 citations · first circulated 2017
Checking for Prior-Data Conflict Using Prior-to-Posterior Divergences
published 2020 · Statistical Science · 6 citations
with Xueou Wang, Michael Evans, Berthold-Georg Englert
Conditionally structured variational Gaussian approximation with importance weights
published 2020 · Statistics and Computing · 1 citations · first circulated 2019
with Linda S. L. Tan, Aishwarya Bhaskaran
High-Dimensional Copula Variational Approximation Through Transformation
published 2020 · Journal of Computational and Graphical Statistics · 32 citations · first circulated 2019
Likelihood-free approximate Gibbs sampling
published 2020 · Statistics and Computing · 20 citations · first circulated 2019
with G. S. Rodrigues, Scott A. Sisson
Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes
published 2020 · Statistics and Its Interface · 10 citations
with Daeyoung Lim, Beomjo Park, Xueou Wang, Taeryon Choi
Robust Bayesian synthetic likelihood via a semi-parametric approach
published 2019 · Statistics and Computing · 48 citations · first circulated 2018
Bayesian Deep Net GLM and GLMM
published 2019 · Journal of Computational and Graphical Statistics · 2 citations
Multilevel Monte Carlo in approximate Bayesian computation
published 2019 · Stochastic Analysis and Applications · 16 citations · first circulated 2017
with Ajay Jasra, Seongil Jo, Christine A. Shoemaker, Raúl Tempone
Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
published 2018 · Journal of Computational and Graphical Statistics · 30 citations
Likelihood-free inference in high dimensions with synthetic likelihood
published 2018 · Computational Statistics & Data Analysis · 38 citations
Varying-Coefficient Semiparametric Model Averaging Prediction
published 2018 · Biometrics · 40 citations
with Jialiang Li, Xiaochao Xia, Weng Kee Wong
Using History Matching for Prior Choice
published 2018 · Technometrics · 8 citations · first circulated 2016
Gaussian Variational Approximation With a Factor Covariance Structure
published 2017 · Journal of Computational and Graphical Statistics · 70 citations
with Victor M.-H. Ong, Michael S. Smith
Variational Bayes with synthetic likelihood
published 2017 · Statistics and Computing · 62 citations
Variational Bayes With Intractable Likelihood
published 2017 · Journal of Computational and Graphical Statistics · 91 citations · first circulated 2015
Bayesian Synthetic Likelihood
published 2017 · Journal of Computational and Graphical Statistics · 203 citations
A variational Bayes approach to a semiparametric regression using Gaussian process priors
published 2017 · Electronic Journal of Statistics · 3 citations
with Victor M.-H. Ong, David Kwamena Mensah, Seongil Jo, Beomjo Park, Taeryon Choi
Approximation of Bayesian Predictive p-Values with Regression ABC
published 2016 · Bayesian Analysis · 25 citations
Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
published 2016 · Computational Statistics & Data Analysis · 46 citations · first circulated 2015
Functional regression approximate Bayesian computation for Gaussian process density estimation
published 2016 · Computational Statistics & Data Analysis · 12 citations · first circulated 2014
A simple approach to constructing quasi-Sudoku-based sliced space-filling designs
published 2016 · Annals of the Institute of Statistical Mathematics · 8 citations · first circulated 2015
with Diane Donovan, Benjamin Haaland
Functional models for longitudinal data with covariate dependent smoothness
published 2016 · Electronic Journal of Statistics · 2 citations
with David Kwamena Mensah, Linda S. L. Tan, Lucy Marshall
Variational inference for sparse spectrum Gaussian process regression
published 2015 · Statistics and Computing · 18 citations
with Linda S. L. Tan, Victor M.-H. Ong, Ajay Jasra
Parallel Variational Bayes for Large Datasets With an Application to Generalized Linear Mixed Models
published 2015 · Journal of Computational and Graphical Statistics · 14 citations
Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
published 2014 · Journal of Statistical Computation and Simulation · 7 citations
with Zhipeng Huang, Jialiang Li, Lei Feng, Tze-Pin Ng, Tien Yin Wong
A note on approximating ABC‐MCMC using flexible classifiers
published 2014 · Stat · 15 citations
with Kim Cuc Pham, Sanjay Chaudhuri
A Sequential Algorithm for Fast Fitting of Dirichlet Process Mixture Models
published 2013 · Journal of Computational and Graphical Statistics · 10 citations
with Xiaole Zhang, Christopher Yau, Ajay Jasra
Bayesian adaptive Lasso
published 2013 · Annals of the Institute of Statistical Mathematics · 150 citations · first circulated 2010
Mixtures of experts for understanding model discrepancy in dynamic computer models
published 2013 · Computational Statistics & Data Analysis · 7 citations
with Lucy Marshall, Mark Fielding, Shie-Yui Liong
Approximate Bayesian computation via regression density estimation
published 2013 · Stat · 59 citations · first circulated 2012
Variational Approximation for Mixtures of Linear Mixed Models
published 2013 · Journal of Computational and Graphical Statistics · 19 citations
with Siew Li Tan
Approximate Bayesian Computation and Bayes’ Linear Analysis: Toward High-Dimensional ABC
published 2012 · Journal of Computational and Graphical Statistics · 53 citations · first circulated 2011
Generalized smooth finite mixtures
published 2012 · Journal of Econometrics · 35 citations
Regression Density Estimation With Variational Methods and Stochastic Approximation
published 2012 · Journal of Computational and Graphical Statistics · 43 citations
Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
published 2012 · Electronic Journal of Statistics · 14 citations
The ensemble Kalman filter is an ABC algorithm
published 2011 · Statistics and Computing · 14 citations
with Lucy Marshall, Tran Minh Ngoc
The predictive Lasso
published 2011 · Statistics and Computing · 15 citations · first circulated 2010
Importance sampling as a variational approximation
published 2011 · Statistics & Probability Letters · 2 citations
with Jialiang Li, Mark Fielding
Efficient MCMC Schemes for Computationally Expensive Posterior Distributions
published 2010 · Technometrics · 44 citations
with Mark Fielding, Shie-Yui Liong
Bayesian projection approaches to variable selection in generalized linear models
published 2010 · Computational Statistics & Data Analysis · 30 citations
Analysis of Clustered Binary Data With Unequal Cluster Sizes: A Semiparametric Bayesian Approach
published 2010 · Journal of Agricultural Biological and Environmental Statistics · 3 citations · first circulated 2009
with Anthony Y. C. Kuk
A sign based loss approach to model selection in nonparametric regression
published 2009 · Statistics and Computing · 6 citations
with Jialiang Li
Confidence interval for the bootstrap P -value and sample size calculation of the bootstrap test
published 2009 · Journal of nonparametric statistics · 19 citations
with Jialiang Li, Bee Choo Tai
On a generalization of the Laplace approximation
published 2009 · Statistics & Probability Letters · 6 citations
with Mark Fielding, Daniela Leonte
Meta-Analysis and Gene Set Enrichment Relative to ER Status Reveal Elevated Activity of MYC and E2F in the “Basal” Breast Cancer Subgroup
published 2009 · PLoS ONE · 112 citations
with M. Chehani Alles, Margaret Gardiner-Garden, Yixin Wang, John A. Foekens, Robert L. Sutherland, Elizabeth A. Musgrove, Christopher J. Ormandy
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
published 2008 · Journal of the American Statistical Association · 28 citations · first circulated 2007
Predictive performance of Dirichlet process shrinkage methods in linear regression
published 2007 · Computational Statistics & Data Analysis · 9 citations
Coefficient Sign Prediction Methods for Model Selection
published 2007 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2 citations
with Anthony Y. C. Kuk
A general approach to heteroscedastic linear regression
published 2007 · Statistics and Computing · 49 citations
Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models
published 2006 · Journal of Computational and Graphical Statistics · 29 citations
Hierarchical Bayes variable selection and microarray experiments
published 2006 · Journal of Multivariate Analysis · 11 citations
with Zeming Yu, Eva K.F. Chan, Chris Cotsapas, Mark J. Cowley, Jeremy N. Pulvers, Rohan B. H. Williams, Peter Little
Semiparametric estimation of mean and variance functions for non-Gaussian data
published 2006 · Computational Statistics · 27 citations
BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE
published 2006 · Australian & New Zealand Journal of Statistics · 8 citations
Adaptive sampling for Bayesian variable selection
published 2005 · Biometrika · 105 citations
Efficient sampling schemes for Bayesian MARS models with many predictors
published 2005 · Statistics and Computing · 12 citations
with Anthony Y. C. Kuk, Hiep Nguyen Duc
SPACE–TIME MODELLING OF SYDNEY HARBOUR WINDS
published 2005 · Australian & New Zealand Journal of Statistics · 13 citations
with Edward Cripps, William T. M. Dunsmuir, Christopher K. Wikle
Sampling Schemes for Bayesian Variable Selection in Generalized Linear Models
published 2004 · Journal of Computational and Graphical Statistics · 41 citations
with Daniela Leonte
Bayesian Variable Selection and the Swendsen-Wang Algorithm
published 2004 · Journal of Computational and Graphical Statistics · 62 citations
with Peter J Green
Estimation of nonstationary spatial covariance structure
published 2002 · Biometrika · 66 citations
Statistical Correction of a Deterministic Numerical Weather Prediction Model
published 2001 · Journal of the American Statistical Association · 16 citations
A Bayesian hierarchical approach to model output statistics
published 2000 · Asheville Meeting
no link
A pairwise likelihood approach to analyzing correlated binary data
published 2000 · Statistics & Probability Letters · 80 citations
with Anthony Y. C. Kuk
Multi-phase image modelling with excursion sets
published 2000 · Signal Processing · 22 citations
with Richard J. Wilson
Pairwise likelihood methods for inference in image models
published 1999 · Biometrika · 55 citations
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