James Ridgway
James Ridgway
Capital Fund Management
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On the properties of variational approximations of Gibbs posteriors
P Alquier, J Ridgway, N Chopin
Journal of Machine Learning Research 17 (239), 1-41, 2016
Concentration of tempered posteriors and of their variational approximations
P Alquier, J Ridgway
The Annals of Statistics 48 (3), 1475-1497, 2020
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
N Chopin, J Ridgway
Statistical Science 32 (1), 64-87, 2015
Computation of Gaussian orthant probabilities in high dimension
J Ridgway
Statistics and computing 26 (4), 899-916, 2016
PAC-Bayesian AUC classification and scoring
J Ridgway, P Alquier, N Chopin, F Liang
Advances in Neural Information Processing Systems 27, 658-666, 2014
Hidden markov models for time series of counts with excess zeros
M Olteanu, J Ridgway
European Symposium on Artificial Neural Networks, 133-138, 2012
Sampling normalizing constants in high dimensions using inhomogeneous diffusions
C Andrieu, J Ridgway, N Whiteley
arXiv preprint arXiv:1612.07583, 2016
Probably approximate Bayesian computation: nonasymptotic convergence of ABC under misspecification
J Ridgway
arXiv preprint arXiv:1707.05987, 2017
Towards automatic calibration of the number of state particles within the SMC algorithm
N Chopin, J Ridgway, M Gerber, O Papaspiliopoulos
arXiv preprint arXiv:1506.00570, 2015
Markov and the Duchy of Savoy: segmenting a century with regime-switching models
J Alerini, M Olteanu, J Ridgway
Journal de la Société française de statistique 158 (2), 89-117, 2017
Advances in computational Bayesian statistics and the approximation of Gibbs measures
J Ridgway
Université Paris Dauphine-Paris IX, 2015
Modélisation de séries temporelles à valeurs entières par des modèles autorégressifs à changements de régime
J Alerini, M Olteanu, J Ridgway
44èmes Journées de Statistique de la SFDS, 2012
An application of regime-switching models to historical data
J Alerini, M Olteanu, J Ridgway
International Conference on Operations Research, 2012
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