Items where Division is "Statistics" and Year is 2023

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Atkinson, Anthony C., Duarte, Belmiro P.M., Pedrosa, David and van Munster, Marlena (2023) Randomizing a clinical trial in neuro-degenerative disease. Contemporary Clinical Trials Communications, 33. ISSN 2451-8654

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Barreto, Marcos ORCID: 0000-0002-7818-1855 (2023) A fundamental problem at the heart of data science teaching. LSE Higher Education (13 Jun 2023). Blog Entry.

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Pedraza, José M. (2023) Lp optimal prediction of the last zero of a spectrally negative Lévy process. Annals of Applied Probability. ISSN 1050-5164 (In Press)

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Pedraza, José M. (2023) Predicting the last zero before an exponential time of a spectrally negative Lévy process. Advances in Applied Probability, 55 (2). pp. 611-642. ISSN 0001-8678

Bonnier, Patric, Oberhauser, Harald and Szabo, Zoltan (2023) Kernelized cumulants: beyond kernel mean embeddings. . arXiv. (Submitted)

Bottazzi, Giulio, Cordoni, Francesco, Livieri, Giulia and Marmi, Stefano (2023) Uncertainty in firm valuation and a cross-sectional misvaluation measure. Annals of Finance, 19 (1). 63 - 93. ISSN 1614-2446

Bynum, Lucius E.J., Loftus, Joshua R. and Stoyanovich, Julia (2023) Counterfactuals for the future. In: Williams, Brian, Chen, Yiling and Neville, Jennifer, (eds.) AAAI-23 Special Tracks. Proceedings of the 37th AAAI Conference on Artificial Intelligence, AAAI 2023. AAAI Press, pp. 14144-14152. ISBN 9781577358800

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Cai, Hanqing and Wang, Tengyao (2023) Estimation of high-dimensional change-points under a group sparsity structure. Electronic Journal of Statistics, 17 (1). 858 – 894. ISSN 1935-7524

Cai, Hengrui, Shi, Chengchun, Song, Rui and Lu, Wenbin (2023) Jump interval-learning for individualized decision making with continuous treatments. Journal of Machine Learning Research. ISSN 1532-4435 (In Press)

Caron, François, Panero, Francesca and Rousseau, Judith (2023) On sparsity, power-law, and clustering properties of graphex processes. Advances in Applied Probability. ISSN 0001-8678

Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics. ISSN 0304-4076

Chang, Jinyuan, Zhang, Henry, Yang, Lin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Modelling matrix time series via a tensor CP-decomposition. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85 (1). 127 – 148. ISSN 1369-7412

Chen, Yining ORCID: 0000-0003-1697-1920, S. Torrent, Hudson and A. Ziegelmann, Flavio (2023) Robust nonparametric frontier estimation in two steps. Econometric Reviews, 42 (7). 612 - 634. ISSN 0747-4938

Chen, Yudong, Wang, Tengyao and Samworth, Richard J. (2023) Inference in high-dimensional online changepoint detection. Journal of the American Statistical Association. ISSN 0162-1459

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Li, Chengcheng, Ouyang, Jing and Xu, Gongjun (2023) DIF statistical inference without knowing anchoring items. Psychometrika. ISSN 0033-3123

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Li, Chengcheng, Ouyang, Jing and Xu, Gongjun (2023) Statistical inference for noisy incomplete binary matrix. Journal of Machine Learning Research, 24. ISSN 1532-4435

Chen, Yunxiao ORCID: 0000-0002-7215-2324 and Li, Xiaoou (2023) Compound sequential change-point detection in parallel data streams. Statistica Sinica, 33 (1). 453 - 474. ISSN 1017-0405

Chen, Yunxiao ORCID: 0000-0002-7215-2324 and Xu, Gongjun (2023) Discussion: “vintage factor analysis with varimax performs statistical inference” by Rohe and Zeng. Journal of the Royal Statistical Society. Series B: Statistical Methodology. ISSN 1369-7412

Chen, Zezhun Chen, Dassios, Angelos and Tzougas, George (2023) EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. European Actuarial Journal. ISSN 2190-9733

Chen, Zezhun Chen, Dassios, Angelos and Tzougas, George (2023) INAR approximation of bivariate linear birth and death process. Journal of Applied Statistics, 26 (3). 459 - 497. ISSN 0266-4763

Chen, Zezhun Chen, Dassios, Angelos and Tzougas, George (2023) A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations. Journal of Applied Statistics, 50 (2). 352 - 369. ISSN 0266-4763

Chiang, Daryl and Kotecha, Meena ORCID: 0000-0001-9211-5988 (2023) Reducing mathematics anxiety by enhancing mathematical resilience - a mindset intervention. In: RSS International Conference 2023, 2023-09-04 - 2023-09-07, Harrogate Convention Centre, Harrogate, United Kingdom. (Submitted)

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2023) Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. Journal of Time Series Analysis. ISSN 0143-9782

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Dadush, Daniel, Huiberts, Sophie, Natura, Bento and Végh, László A. ORCID: 0000-0003-1152-200X (2023) A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix. Mathematical Programming. ISSN 0025-5610

Dassios, Angelos and Zhang, Junyi (2023) Exact simulation of Poisson-Dirichlet distribution and generalised gamma process. Methodology and Computing in Applied Probability, 25 (2). ISSN 1387-5841

Di Mari, Roberto, Bakk, Zsuzsa, Oser, Jennifer and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2023) A two-step estimator for multilevel latent class analysis with covariates. Psychometrika. ISSN 0033-3123

Divasón, Jose, Mohammadi, Fatemeh, Saenz-De-Cabezon, Eduardo and Wynn, Henry ORCID: 0000-0002-6448-1080 (2023) Sensitivity analysis of discrete preference functions using Koszul simplicial complexes. In: Jeronimo, Gabriela, (ed.) ISSAC 2023 - Proceedings of the 2023 International Symposium on Symbolic and Algebraic Computation. ACM International Conference Proceeding Series. Association for Computing Machinery, pp. 227-235. ISBN 9798400700392

Duarte, Belmiro P.M., Atkinson, Anthony C., P. Singh, Satya and S. Reis, Marco (2023) Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests. Statistical Papers, 64 (2). 587 - 615. ISSN 0932-5026

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Fang, Qin, Guo, Shaojun and Qiao, Xinghao ORCID: 0000-0002-6546-6595 (2023) Adaptive functional thresholding for sparse covariance function estimation in high dimensions. Journal of the American Statistical Association. ISSN 0162-1459

Feinstein, Zachary and Sojmark, Andreas (2023) Contagious McKean–Vlasov systems with heterogeneous impact and exposure. Finance and Stochastics, 27 (3). 663 - 711. ISSN 0949-2984

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2023) Narrowest Significance Pursuit: inference for multiple change-points in linear models. Journal of the American Statistical Association. ISSN 0162-1459

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Gao, Yuhe, Shi, Chengchun and Song, Rui (2023) Deep spectral Q-learning with application to mobile health. Stat, 12 (1). ISSN 2049-1573

Goracci, Greta, Giannerini, Simone, Chan, Kung Sik and Tong, Howell (2023) Testing for threshold effects in the Tarma framework. Statistica Sinica, 33 (3). pp. 1879-1901. ISSN 1017-0405

Guastadisegni, Lucia, Moustaki, Irini, Vasdekis, Vassilis and Cagnone, Silvia (2023) Detecting latent variable non-normality through the generalized Hausman test. In: Wiberg, Marie, Molenaar, Dylan, González, Jorge, Kim, Jee-Seon and Hwang, Heungsun, (eds.) Quantitative Psychology - The 87th Annual Meeting of the Psychometric Society, 2022. Springer Proceedings in Mathematics and Statistics. Springer Netherlands, pp. 107-118. ISBN 9783031277801

Guo, Shaojun and Qiao, Xinghao ORCID: 0000-0002-6546-6595 (2023) On consistency and sparsity for high-dimensional functional time series with application to autoregressions. Bernoulli, 29 (1). 451 - 472. ISSN 1350-7265

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Hana, Yuefeng, Chenb, Rong, Zhangb, Cun-Hui and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Simultaneous decorrelation of matrix time series. Journal of the American Statistical Association. ISSN 0162-1459

Hansen, Sakina and Loftus, Joshua (2023) Model-agnostic auditing: a lost cause? CEUR Workshop Proceedings, 3442. ISSN 1613-0073

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Jang, Jiwook, Qu, Yan, Zhao, Hongbiao and Dassios, Angelos (2023) A Cox model for gradually disappearing events. Probability in the Engineering and Informational Sciences, 37 (1). 214 - 231. ISSN 0269-9648

Jiang, Binyan, Li, Jialiang and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Autoregressive networks. Journal of Machine Learning Research. ISSN 1532-4435

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Kalinke, Florian and Szabo, Zoltan (2023) Nyström M-Hilbert-Schmidt independence criterion. In: 39th Conference on Artificial Intelligence, 2023-07-31 - 2023-08-04, Pittsburgh, PA, United States.

Kotecha, Meena ORCID: 0000-0001-9211-5988 (2023) How can educators prevent the development of mathematics anxiety? Research for the World.

Kuha, Jouni ORCID: 0000-0002-1156-8465, Zhang, Siliang and Steele, Fiona (2023) Latent variable models for multivariate dyadic data with zero inflation: analysis of intergenerational exchanges of family support. Annals of Applied Statistics, 17 (2). 1521 - 1542. ISSN 1932-6157

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Lee, Dabeen, Vojnovic, Milan and Yun, Se-young (2023) Test score algorithms for budgeted stochastic utility maximization. INFORMS Journal on Optimization, 5 (1). 27 - 67. ISSN 2575-1484

Li, Jie, Fearnhead, Paul, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Wang, Tengyao (2023) Automatic change-point detection in time series via deep learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology. ISSN 1369-7412 (In Press)

Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14 (2). pp. 598-643. ISSN 1945-497X

Liu, Naijia and Kotecha, Meena ORCID: 0000-0001-9211-5988 (2023) The relationship between undergraduate students’ mathematics anxiety and motivation to learn mathematics: a mixed method study. In: RSS International Conference 2023, 2023-09-04 - 2023-09-07, Harrogate Convention Centre, Harrogate, United Kingdom. (Submitted)

Liu, Xinyi Lin, Wallin, Gabriel, Chen, Yunxiao ORCID: 0000-0002-7215-2324 and Moustaki, Irini (2023) Rotation to sparse loadings using Lp losses and related inference problems. Psychometrika, 88 (2). pp. 527-553. ISSN 0033-3123

Liu, Yirui, Qiao, Xinghao ORCID: 0000-0002-6546-6595, Wang, Liying and Lam, Jessica (2023) EEGNN: edge enhanced graph neural network with a Bayesian nonparametric graph model. Proceedings of Machine Learning Research, 206. pp. 2132-2146. ISSN 1938-7228

Livieri, Giulia, Lillo, Fabrizio, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems. Journal of Statistical Physics. ISSN 0022-4715 (In Press)

Loftus, Joshua R. (2023) It’s about time: counterfactual fairness and temporal depth. CEUR Workshop Proceedings, 3442. ISSN 1613-0073

Luo, Yu, Graham, Daniel J. and McCoy, Emma J. (2023) Semiparametric Bayesian doubly robust causal estimation. Journal of Statistical Planning and Inference, 225. 171 - 187. ISSN 0378-3758

Luo, Yuanyuan (2023) Comparing recurrent neural network with GARCH model on forecasting volatility based on SSE 50ETF. In: Dai, Wanyang and Jin, Shi, (eds.) Second International Conference on Statistics, Applied Mathematics, and Computing Science, CSAMCS 2022. Proceedings of SPIE - The International Society for Optical Engineering. Society of Photo-optical Instrumentation Engineers. ISBN 9781510663183

Luo, Yuanyuan (2023) Using GARCH family models estimate the volatility of SSE 50ETF. In: Dai, Wanyang and Jin, Shi, (eds.) Second International Conference on Statistics, Applied Mathematics, and Computing Science, CSAMCS 2022. Proceedings of SPIE - The International Society for Optical Engineering. Society of Photo-optical Instrumentation Engineers. ISBN 9781510663183

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Maeng, Hyeyoung and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2023) Detecting linear trend changes in data sequences. Statistical Papers, 16. ISSN 0932-5026

Maruri-Aguilar, Hugo and Wynn, Henry ORCID: 0000-0002-6448-1080 (2023) Sparse polynomial prediction. Statistical Papers, 64 (4). 1233 - 1249. ISSN 0932-5026

Mavridis, Dimitris, Nikolakopoulou, Adriani, Moustaki, Irini, Chaimani, Anna, Porcher, Raphaël, Boutron, Isabelle and Ravaud, Philippe (2023) Considering multiple outcomes with different weights informed the hierarchy of interventions in network meta-analysis. Journal of Clinical Epidemiology, 154. pp. 188-196. ISSN 0895-4356

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Nasir, Nida, Kansal, Afreen, Alshaltone, Omar, Barneih, Feras, Shanableh, Abdallah, Al-Shabi, Mohammad and Al Shammaa, Ahmed (2023) Deep learning detection of types of water-bodies using optical variables and ensembling. Intelligent Systems with Applications, 18. ISSN 2667-3053

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Papadimitriou, Dimitris, Tokis, Konstantinos, Vichos, Georgios and Mourdoukoutas, Panos (2023) Managing other people's money: an agency theory in financial management industry. Journal of Financial Research. ISSN 0270-2592

Pillinger, Rebecca, Steele, Fiona, Leckie, George and Jenkins, Jennifer (2023) A dynamic social relations model for clustered longitudinal dyadic data with continuous or ordinal responses. Journal of the Royal Statistical Society. Series A: Statistics in Society. ISSN 0964-1998

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Qu, Yan, Dassios, Angelos and Zhao, Hongbiao (2023) Shot-noise cojumps: exact simulation and option pricing. Journal of the Operational Research Society, 74 (3). 647 - 665. ISSN 1476-9360

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Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo (2023) Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression. Statistical Methods and Applications, 32 (1). 75 - 102. ISSN 1618-2510

Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo (2023) Robust transformations for multiple regression via additivity and variance stabilization. Journal of Computational and Graphical Statistics. ISSN 1061-8600

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Shen, Tonggaochuan, Cheng, Long, Yang, Yongjiang, Deng, Jialin, Jin, Tanhua and Cao, Mengqiu (2023) Do residents living in transit-oriented development station catchment areas travel more sustainably? The impacts of life events. Journal of Advanced Transportation, 2023. ISSN 0197-6729

Shi, Chengchun (2023) Testing for the Markov property in time series via deep conditional generative learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology. ISSN 1369-7412

Shi, Chengchun, Zhou, Yunzhe and Li, Lexin (2023) Testing directed acyclic graph via structural, supervised and generative adversarial learning. Journal of the American Statistical Association. ISSN 0162-1459

Steele, Fiona, Zhang, Siliang, Grundy, Emily ORCID: 0000-0002-9633-1116 and Burchardt, Tania ORCID: 0000-0003-4822-4954 (2023) Longitudinal analysis of exchanges of support between parents and children in the UK. Journal of the Royal Statistical Society. Series A: Statistics in Society. ISSN 0964-1998

Strong, Peter, Shenvi, Aditi, Yu, Xuewen, Papamichail, K. Nadia, Wynn, Henry P. ORCID: 0000-0002-6448-1080 and Smith, Jim Q. (2023) Building a Bayesian decision support system for evaluating COVID-19 countermeasure strategies. Journal of the Operational Research Society, 74 (2). 476 - 488. ISSN 0160-5682

Suh, Ellie and James, H. (2023) The social, cultural and economic influences on retirement saving for young adults in the UK. In: Hofäcker, Dirk and Kuitto, Kati, (eds.) Youth employment insecurity and pension adequacy. Globalization and Welfare Series. Elgar, 127–145. ISBN 978 1 80220 857 3

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Vamvourellis, Konstantinos, Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105 and Moustaki, Irini (2023) Assessment of generalised Bayesian structural equation models for continuous and binary data. British Journal of Mathematical and Statistical Psychology. ISSN 0007-1102

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Wallin, Gabriel and Wiberg, Marie (2023) Model misspecification and robustness of observed-score test equating using propensity scores. Journal of Educational and Behavioral Statistics, 48 (5). 603 - 635. ISSN 1076-9986

Wen, Le, Guang, Fengtao, Wang, Yiqing and Sharp, Basil (2023) Decarbonization in New Zealand–where and how: a combination of input–output approach and structural decomposition analysis. New Zealand Economic Papers. ISSN 0077-9954

Wu, Qianxin, Wu, Junjing, Abdul Karim, Muhammad Kaiser, Chen, Xi, Wang, Tengyao, Iwama, Sho, Carobbio, Stefania, Keen, Peter, Vidal-Puig, Antonio, Kotter, Mark R. and Bassett, Andrew (2023) Massively parallel characterization of CRISPR activator efficacy in human induced pluripotent stem cells and neurons. Molecular Cell, 83 (7). 1125 - 1139. ISSN 1097-2765

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Yousefi, Elham, Pronzato, Luc, Hainy, Markus, Müller, Werner G. and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2023) Discrimination between Gaussian process models: active learning and static constructions. Statistical Papers, 64 (4). 1275 - 1304. ISSN 0932-5026

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Zhang, Bo, Pan, Guangming, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Wang, Jian-Zhou (2023) Factor modelling for clustering high-dimensional time series. Journal of the American Statistical Association. ISSN 0162-1459

Zhang, Junyi and Dassios, Angelos (2023) Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models. Statistics and Computing. ISSN 0960-3174

Zhang, Junyi and Dassios, Angelos (2023) Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models. Scandinavian Journal of Statistics. ISSN 0303-6898 (In Press)

Zhang, Xinyu, Li, Dong and Tong, Howell (2023) On the least squares estimation of multiple-threshold-variable autoregressive models. Journal of Business and Economic Statistics. ISSN 0735-0015

Zhang, Yingying, Shi, Chengchun and Luo, Shikai (2023) Conformal off-policy prediction. Proceedings of Machine Learning Research, 206. pp. 2751-2768. ISSN 2640-3498

Zhou, Yunzhe, Qi, Zhengling, Shi, Chengchun and Li, Lexin (2023) Optimizing pessimism in dynamic treatment regimes: a Bayesian learning approach. Proceedings of Machine Learning Research, 206. ISSN 1938-7228 (In Press)

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Çetin, Umut ORCID: 0000-0001-8905-853X and Larsen, Kasper (2023) Uniqueness in cauchy problems for diffusive real-valued strict local martingales. Transactions of the American Mathematical Society Series B, 10 (13). pp. 381-406. ISSN 2330-0000