Items where Division is "Statistics" and Year is 2020

A

Acciaio, B., Backhoff-Veraguas, J. and Zalashko, A. (2020) Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization. Stochastic Processes and Their Applications, 130 (5). 2918 - 2953. ISSN 0304-4149

Acciaio, Beatrice and Guyon, Julien (2020) Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures. SIAM Journal on Financial Mathematics, 11 (1). SC1 - SC13. ISSN 1945-497X

Anthropelos, Michail, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Vichos, Georgios (2020) Effective risk aversion in thin risk-sharing markets. Mathematical Finance, 30 (4). 1565 - 1590. ISSN 0960-1627

Antier, S, Barynova, K, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Lauchard, C and Marchal-Duval, G (2020) Detection of gamma-ray transients with wild binary segmentation. Monthly Notices of the Royal Astronomical Society, 493 (3). 4428 – 4441. ISSN 0035-8711

Atkinson, Anthony C., Riani, Marco and Corbellini, Aldo (2020) The analysis of transformations for profit-and-loss data. Journal of the Royal Statistical Society. Series C: Applied Statistics, 69 (2). 251 - 275. ISSN 0035-9254

Ayorinde, John O.O., Hamed, Mazin, Goh, Mingzheng Aaron, Summers, Dominic M., Dare, Anna, Chen, Yining ORCID: 0000-0003-1697-1920 and Saeb-Parsy, Kourosh (2020) Development of an objective, standardized tool for surgical assessment of deceased donor kidneys: the Cambridge Kidney Assessment Tool. Clinical Transplantation, 34 (2). ISSN 0902-0063

Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano and Vargiolu, Tiziano (2020) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research, 45 (1). 205 - 232. ISSN 0364-765X

Aïd, René, Callegaro, Giorgia and Campi, Luciano (2020) No-arbitrage commodity option pricing with market manipulation. Mathematics and Financial Economics, 14 (3). 577 - 603. ISSN 1862-9679

B

Bakk, Zsuzsa and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2020) Relating latent class membership to external variables: an overview. British Journal of Mathematical and Statistical Psychology. ISSN 0007-1102

Baranowski, Rafal, Chen, Yining ORCID: 0000-0003-1697-1920 and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2020) Ranking-based variable selection for high-dimensional data. Statistica Sinica, 30 (3). 1485 - 1516. ISSN 1017-0405

Barbosa, George C.G., Ali, M. Sanni, Araujo, Bruno, Reis, Sandra, Sena, Samila, Ichihara, Maria Y.T., Pescarini, Julia, Fiaccone, Rosemeire L., Amorim, Leila D., Pita, Robespierre, Barreto, Marcos E. ORCID: 0000-0002-7818-1855, Smeeth, Liam and Barreto, Mauricio L. (2020) CIDACS-RL: a novel indexing search and scoring-based record linkage system for huge datasets with high accuracy and scalability. BMC Medical Informatics and Decision Making, 20 (1). ISSN 1472-6947

Bargmann, Tessa, Wheatcroft, Edward ORCID: 0000-0002-7301-0889, Imperio, Simona and Vetaas, Ole R. (2020) Effects of weather and hunting on wild reindeer population dynamics in Hardangervidda National Park. Population Ecology, 62 (1). 91 - 104. ISSN 1438-3896

Bergsma, Wicher ORCID: 0000-0002-2422-2359 (2020) Regression with I-priors. Econometrics and Statistics, 14. 89 - 111. ISSN 2452-3062

C

Campi, Luciano and De Santis, Davide (2020) Nonzero-sum stochastic differential games between an impulse controller and a stopper. Journal of Optimization Theory and Applications, 186 (2). 688 - 724. ISSN 0022-3239

Campi, Luciano and Zabaljauregui, Diego (2020) Optimal market making under partial information with general intensities. Applied Mathematical Finance, 27 (1-2). 1 - 45. ISSN 1350-486X

Chen, Yining ORCID: 0000-0003-1697-1920 (2020) Jump or kink: note on super-efficiency in segmented linear regression break-point estimation. Biometrika. ISSN 0006-3444

Chen, Yunxiao ORCID: 0000-0002-7215-2324 (2020) A continuous-time dynamic choice measurement model for problem-solving process data. Psychometrika. ISSN 0033-3123

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Moustaki, Irini ORCID: 0000-0001-8371-1251 and Zhang, H (2020) A note on likelihood ratio tests for models with latent variables. Psychometrika, 85 (4). 996 - 1012. ISSN 0033-3123

Chen, Yunxiao ORCID: 0000-0002-7215-2324 and Zhang, Siliang ORCID: 0000-0002-2641-4944 (2020) A latent Gaussian process model for analysing intensive longitudinal data. British Journal of Mathematical and Statistical Psychology, 73 (2). 237 - 260. ISSN 0007-1102

D

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Li, Luting (2020) Explicit asymptotic on first passage times of diffusion processes. Advances in Applied Probability, 52 (2). ISSN 0001-8678

Dassios, Angelos ORCID: 0000-0002-3968-2366, Lim, Jia Wei and Qu, Yan (2020) Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds. Mathematical Finance, 30 (4). pp. 1497-1526. ISSN 0960-1627

Dassios, Angelos ORCID: 0000-0002-3968-2366, Lim, Jia Wei and Qu, Yan (2020) Exact simulation of a truncated Lévy subordinator. ACM Transactions on Modeling and Computer Simulation, 30 (3). ISSN 1049-3301

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhang, Junyi ORCID: 0000-0001-8986-6588 (2020) Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8 (4). ISSN 2227-9091

Di Lazzaro, Paolo, Atkinson, Anthony C., Iacomussi, Paola, Riani, Marco, Ricci, Marco and Wadhams, Peter (2020) Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin. Entropy, 22 (9). ISSN 1099-4300

F

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2020) Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection. Journal of the Korean Statistical Society, 49 (4). 1027 - 1070. ISSN 1226-3192

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2020) Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder. Journal of the Korean Statistical Society, 49 (4). 1099 - 1105. ISSN 1226-3192

G

Godfrey, Alan, Aranda, C., Hussain, A., Barreto, M. ORCID: 0000-0002-7818-1855, Rocha, T. and Vitório, R. (2020) Wearables beyond borders: a case study of barriers to gait assessment in low-resource settings. Maturitas, 137. 7 - 10. ISSN 0378-5122

Godfrey, Alan, Goldsack, Jennifer C., Tenaerts, Pamela, Coravos, Andrea, Aranda, Clara, Hussain, Azid, Barreto, Marcos E. ORCID: 0000-0002-7818-1855, Young, Fraser and Vitorio, Rodrigo (2020) BioMeT and algorithm challenges: a proposed digital standardized evaluation framework. IEEE Journal of Translational Engineering in Health and Medicine, 8. ISSN 2168-2372

Griffin, Jim E. and Mitrodima, Gelly ORCID: 0009-0007-5360-5221 (2020) A Bayesian quantile time series model for asset returns. Journal of Business and Economic Statistics. ISSN 0735-0015

H

Huang, Da, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Krigings over space and time based on latent low-dimensional structures. Science China Mathematics. ISSN 1674-7283

Huang, Zengfeng, Radunovic, Bozidar, Vojnovic, Milan ORCID: 0000-0003-1382-022X and Zhang, Qin (2020) Communication complexity of approximate maximum matching in the message-passing model. Distributed Computing, 33 (6). 515 - 531. ISSN 0178-2770

K

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Ruf, Johannes ORCID: 0000-0003-3616-2194 (2020) Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24 (4). 871 - 901. ISSN 0949-2984

L

Lam, Clifford ORCID: 0000-0001-8972-9129 (2020) High-dimensional covariance matrix estimation. Wiley Interdisciplinary Reviews: Computational Statistics, 12 (2). ISSN 1939-5108

Li, Dong and Tong, Howell (2020) On an absolute autoregressive model and skew symmetric distributions. Statistica, 80 (2). 177 - 198. ISSN 0390-590X

Lin, Yingqian, Tu, Yundong and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2020) Estimation for double-nonlinear cointegration. Journal of Econometrics, 216 (1). 175 - 191. ISSN 0304-4076

Liu, Dungang, Li, Shaobo, Yu, Yan and Moustaki, Irini ORCID: 0000-0001-8371-1251 (2020) Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing. Journal of the American Statistical Association. 1 - 14. ISSN 0162-1459

M

Maia, Mateus, Pimentel, Jonatha S., Pereira, Ivalbert S., Gondim, João, Barreto, Marcos E. ORCID: 0000-0002-7818-1855 and Ara, Anderson (2020) Convolutional support vector models: prediction of coronavirus disease using chest X-rays. Information, 11 (12). ISSN 2078-2489

P

Paz, Hellen, Maia, Mateus, Moraes, Fernando, Lustosa, Ricardo, Costa, Lilia, Macêdo, Samuel, Barreto, Marcos E. ORCID: 0000-0002-7818-1855 and Ara, Anderson (2020) Local processing of massive databases with R: a national analysis of a Brazilian social programme. Stats, 3 (4). 444 - 464. ISSN 2571-905X

Pignaton De Freitas, Edison, Olszewska, Joanna Isabelle, Carbonera, Joel Luís, Fiorini, Sandro R., Khamis, Alaa, Ragavan, S. Veera, Barreto, Marcos E. ORCID: 0000-0002-7818-1855, Prestes, Edson, Habib, Maki K., Redfield, Signe, Chibani, Abdelghani, Goncalves, Paulo, Bermejo-Alonso, Julita, Sanz, Ricardo, Tosello, Elisa, Olivares-Alarcos, Alberto, Konzen, Andrea Aparecida, Quintas, João and Li, Howard (2020) Ontological concepts for information sharing in cloud robotics. Journal of Ambient Intelligence and Humanized Computing. ISSN 1868-5137

Q

Qiao, Xinghao ORCID: 0000-0002-6546-6595, Qian, Cheng, James, Gareth M. and Guo, Shaojun (2020) Doubly functional graphical models in high dimensions. Biometrika, 107 (2). 415 - 431. ISSN 0006-3444

R

Riani, Marco, Atkinson, Anthony C., Corbellini, Aldo and Perrotta, Domenico (2020) Robust regression with density power divergence: theory, comparisons, and data analysis. Entropy, 22 (4). ISSN 1099-4300

Ruf, Johannes ORCID: 0000-0003-3616-2194 and Wang, Weiguan (2020) Neural networks for option pricing and hedging: a literature review. Journal of Computational Finance, 24 (1). 1 - 46. ISSN 1460-1559

S

Sayers, Adrian, Steele, Fiona ORCID: 0000-0001-6417-7444, Whitehouse, Michael R, Price, Andrew, Ben-Shlomo, Yoav and Blom, Ashley W. (2020) Association between surgical volume and failure of primary total hip replacement in England and Wales: findings from a prospective national joint replacement register. BMJ Open, 10 (9). ISSN 2044-6055

Sekar, Shreyas, Vojnovic, Milan ORCID: 0000-0003-1382-022X and Yun, Se-Young (2020) A test score based approach to stochastic submodular optimization. Management Science. ISSN 0025-1909

Shah, Virag, Gulikers, Lennart, Massoulié, Laurent and Vojnović, Milan (2020) Adaptive matching for expert systems with uncertain task types. Operations Research, 68 (5). pp. 1403-1424. ISSN 0030-364X

Shi, Chengchun ORCID: 0000-0001-7773-2099, Lu, Wenbin and Song, Rui (2020) Breaking the curse of nonregularity with subagging: inference of the mean outcome under optimal treatment regimes. Journal of Machine Learning Research, 21. ISSN 1532-4435

Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui, Lu, Wenbin and Li, Runzi (2020) Statistical inference for high-dimensional models via recursive online-score estimation. Journal of the American Statistical Association. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099, Wan, Runzhe, Song, Rui, Lu, Wenbin and Leng, Ling (2020) Does the Markov decision process fit the data: testing for the Markov property in sequential decision making. In: International Conference on Machine Learning, 2020-07-12 - 2020-07-18, Online. (In Press)

Skinner, Chris J. and Steele, Fiona ORCID: 0000-0001-6417-7444 (2020) Estimation of dyadic characteristics of family networks using sample survey data. Annals of Applied Statistics, 14 (2). 706 - 726. ISSN 1932-6157

Smith, Leonard A., Du, Hailiang and Higgins, Sarah (2020) Designing multi-model applications with surrogate forecast systems. Monthly Weather Review, 148 (6). 2233 - 2249. ISSN 0027-0644

Sochas, Laura (2020) The predictive power of health system environments: a novel approach for explaining inequalities in access to maternal healthcare. BMJ Global Health, 4 (Suppl 5). ISSN 2059-7908

Sturgis, Patrick ORCID: 0000-0003-1180-3493, Jackson, Jonathan ORCID: 0000-0003-2426-2219 and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2020) Lockdown scepticism is part of the Brexit divide. LSE Brexit (08 Jun 2020). Blog Entry.

Sturgis, Patrick ORCID: 0000-0003-1180-3493, Jackson, Jonathan ORCID: 0000-0003-2426-2219 and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2020) Lockdown scepticism is part of the Brexit divide. LSE COVID-19 Blog (09 Jun 2020). Blog Entry.

Sturgis, Patrick ORCID: 0000-0003-1180-3493 and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2020) Estimating how many Britons have already had COVID-19 using self-reported data. British Politics and Policy at LSE (25 May 2020). Blog Entry.

Sturgis, Patrick ORCID: 0000-0003-1180-3493 and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2020) Patrick Sturgis & Jouni Kuha: over 5 million people in Britain think they have been infected with COVID-19. LSE COVID-19 Blog (20 May 2020). Blog Entry.

Suh, Ellie ORCID: 0000-0001-5677-9648 (2020) Young British adults’ homeownership circumstances and the role of intergenerational transfers. Longitudinal and Life Course Studies, 11 (3). pp. 383-407. ISSN 1757-9597

T

Tu, Yundong, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Rongmao (2020) Error-correction factor models for high-dimensional cointegrated time series. Statistica Sinica, 30 (3). 1463 - 1484. ISSN 1017-0405

Tzougas, George (2020) EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. Risks, 8 (3). pp. 1-23. ISSN 2227-9091

Tzougas, George and Karlis, Dimitris (2020) An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. Astin Bulletin, 50 (2). 555 - 583. ISSN 0515-0361

W

Wheatcroft, Edward ORCID: 0000-0002-7301-0889 (2020) Assessing the significance of model selection in ecology. European Journal of Ecology, 6 (2). pp. 87-103. ISSN 1339-8474

Wheatcroft, Edward ORCID: 0000-0002-7301-0889, Wynn, Henry P. ORCID: 0000-0002-6448-1080, Lygnerud, Kristina, Bonvicini, Giorgio, Bonvicini, Giorgio and Lenote, Daniela (2020) The role of low temperature waste heat recovery in achieving 2050 goals: a policy positioning paper. Energies, 13 (8). ISSN 1996-1073

Z

Zhang, Haoran, Chen, Yunxiao ORCID: 0000-0002-7215-2324 and Li, Xiaoou (2020) A note on exploratory item factor analysis by singular value decomposition. Psychometrika, 85 (2). 358 - 372. ISSN 0033-3123

Zhu, Yajing, Steele, Fiona ORCID: 0000-0001-6417-7444 and Moustaki, Irini ORCID: 0000-0001-8371-1251 (2020) A multilevel structural equation model for the interrelationships between multiple latent dimensions of childhood socio‐economic circumstances, partnership transitions and mid‐life health. Journal of the Royal Statistical Society. Series A: Statistics in Society, 183 (3). 1029 - 1050. ISSN 0964-1998