Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 71.
None
  • Alistarh, Dan, Grubic, Demjan, Liu, Jerry, Tomioka, Ryota, Vojnovic, Milan (2017). Communication-efficient stochastic gradient descent, with applications to neural networks. In Guyon, I., Luxburg, U.V., Bengio, S., Wallach, H., Fergus, R., Vishwanathan, S., Garnett, R. (Eds.), Advances in Neural Information Processing Systems 30 (pp. 1707-1718). Curran Associates, Inc..
  • Shah, V., Gulikers, L., Massoulie, L., Vojnovic, Milan (2017). Adaptive matching for expert systems with uncertain task types. In Proceedings. of Allerton Conference, 2017 . Coordinated Science Laboratory University of Illinois at Urbana-Champaign.
  • Vojnovic, Milan (2017). Contest theory. Communications of the ACM, 60(5), 70-80. https://doi.org/10.1145/3012008
    • Public
  • Acciaio, Beatrice, Larsson, Martin (2017). Semi-static completeness and robust pricing by informed investors. Annals of Applied Probability, 27(4), 2270-2304. https://doi.org/10.1214/16-AAP1259
  • Acciaio, Beatrice, Larsson, Martin, Schachermayer, Walter (2017). The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics, 21(3), 741-751. https://doi.org/10.1007/s00780-017-0329-3
  • Alistarh, Dan, Grubic, Demjan, Li, Jerry Z., Tomioka, Ryota, Vojnovic, Milan (2017). QSGD: communication-efficient SGD via gradient quantization and encoding. arXiv. picture_as_pdf
  • Anastasiou, Andreas (2017). Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. Statistics and Probability Letters, 129, 171-181. https://doi.org/10.1016/j.spl.2017.04.022
  • Anthropelos, Michail, Kardaras, Constantinos (2017). Equilibrium in risk-sharing games. Finance and Stochastics, 21(3), 815-865. https://doi.org/10.1007/s00780-017-0323-9
  • Atkinson, Anthony C., Biswas, Atanu (2017). Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses. Computational Statistics and Data Analysis, 113, 297-310. https://doi.org/10.1016/j.csda.2016.05.022
  • Atkinson, Anthony C., Corbellini, Aldo, Riani, Marco (2017). Robust Bayesian regression with the forward search: theory and data analysis. Test, 26(4), 869-886. https://doi.org/10.1007/s11749-017-0542-6
  • Atkinson, Anthony C., Riani, Marco, Cerioli, Andrea (2017). Cluster detection and clustering with random start forward searches. Journal of Applied Statistics, 45(5), 777-798. https://doi.org/10.1080/02664763.2017.1310806
  • Atkinson, Anthony, Pedrosa, David (2017). Optimum design and sequential treatment allocation in an experiment in deep brain stimulation with sets of treatment combinations. Statistics in Medicine, 36(30), 4804-4815. https://doi.org/10.1002/sim.7493
  • Barigozzi, Matteo, Hallin, Marc (2017). Generalized dynamic factor models and volatilities estimation and forecasting. Journal of Econometrics, 201(2), 307-321. https://doi.org/10.1016/j.jeconom.2017.08.010
  • Barigozzi, Matteo, Hallin, Marc (2017). A network analysis of the volatility of high-dimensionalfinancial series. Journal of the Royal Statistical Society. Series C: Applied Statistics, https://doi.org/10.1111/rssc.12177
  • Barrieu, Pauline, Bellamy, Nadine, Sinclair-Desgagné, Bernard (2017). Assessing contaminated land cleanup costs and strategies. Applied Mathematical Modelling, 42, 478-492. https://doi.org/10.1016/j.apm.2016.10.015
  • Baurdoux, Erik J., Palmowski, Z, Pistorius, Martijn R (2017). On future drawdowns of Lévy processes. Stochastic Processes and Their Applications, 127(8), 2679-2698. https://doi.org/10.1016/j.spa.2016.12.008
  • Bukodi, Erzsébet, Goldthorpe, John H., Kuha, Jouni (2017). The pattern of social fluidity within the British class structure: a topological model. Journal of the Royal Statistical Society. Series A: Statistics in Society, 180(3), 841-862. https://doi.org/10.1111/rssa.12234
  • Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria, Vargiolu, Tiziano (2017). Utility indifference pricing and hedging for structured contracts in energy markets. Mathematical Methods of Operations Research, 85(2), 265-303. https://doi.org/10.1007/s00186-016-0569-6
  • Campi, Luciano, Laachir, Ismail, Martini, Claude (2017). Change of numeraire in the two-marginals martingale transport problem. Finance and Stochastics, 21(2), 471-486. https://doi.org/10.1007/s00780-016-0322-2
  • Carvalho, Maria, Fankhauser, Samuel (2017). With or without you? Why the European Union’s climate targets will be harder to meet post-Brexit.
  • Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C., Corbellini, Aldo (2017). The power of monitoring: how to make the most of a contaminated multivariate sample. Statistical Methods and Applications, https://doi.org/10.1007/s10260-017-0409-8
  • Chang, Jinyuan, Yao, Qiwei, Zhou, Wen (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104(1), 111 - 127. https://doi.org/10.1093/biomet/asw066
  • Chen, Yunxiao, Li, Xiaoou, Liu, Jingchen, Ying, Zhiliang (2017). Regularized latent class analysis with application in cognitive diagnosis. Psychometrika, 82(3), 660 – 692. https://doi.org/10.1007/s11336-016-9545-6 picture_as_pdf
  • Cheng, Wenqian (2017). Statistical data mining for Sina Weibo, a Chinese micro-blog: sentiment modelling and randomness reduction for topic modelling [Doctoral thesis]. London School of Economics and Political Science.
  • Cosso, Andrea, Pham, Huyên, Xing, Hao (2017). BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53(4), 1528-1547. https://doi.org/10.1214/16-AIHP762
  • Curtice, John, Fisher, Stephen, Kuha, Jouni, Mellon, Jonathan (2017). Focus: on the 2017 exit poll - another surprise, another success. Discover Society, (46),
  • Curtice, John, Fisher, Stephen, Kuha, Jouni, Mellon, Jonathan (2017). Surprise, surprise! (again): the 2017 British general election exit poll. Significance, 14(4), 26-29. https://doi.org/10.1111/j.1740-9713.2017.01054.x
  • Dassios, Angelos, Lim, Jia Wei (2017). An analytical solution for the two-sided Parisian stopping time, its asymptotics and the pricing of Parisian options. Mathematical Finance, 27(2), 604-620. https://doi.org/10.1111/mafi.12091
  • Dassios, Angelos, Lim, Jia Wei (2017). An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion. Methodology and Computing in Applied Probability, 20(1), 189-204. https://doi.org/10.1007/s11009-017-9542-y
  • Dassios, Angelos, Zhao, Hongbiao (2017). Efficient simulation of clustering jumps with CIR intensity. Operations Research, 65(6), 1494-1515. https://doi.org/10.1287/opre.2017.1640
  • Dassios, Angelos, Zhao, Hongbiao (2017). A generalised contagion process with an application to credit risk. International Journal of Theoretical and Applied Finance, 20(1). https://doi.org/10.1142/S0219024917500030
  • Ding, Yew Y., Kuha, Jouni, Murphy, Michael (2017). Multidimensional predictors of physical frailty in older people: identifying how and for whom they exert their effects. Biogerontology, 18(2), 237-252. https://doi.org/10.1007/s10522-017-9677-9
  • Ding, Yew Y., Kuha, Jouni, Murphy, Michael J. (2017). Pathways from physical frailty to activity limitation in older people: identifying moderators and mediators in the English longitudinal study of ageing. Experimental Gerontology, 98, 169-176. https://doi.org/10.1016/j.exger.2017.08.029
  • Dueñas, Marco, Mastrandrea, Rossana, Barigozzi, Matteo, Fagiolo, Giorgio (2017). Spatio-temporal patterns of the international merger and acquisition network. Scientific Reports, 7(10789). https://doi.org/10.1038/s41598-017-10779-z
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Gaboardi, Marco, Skinner, Chris J. (2017). Special issue on the theory and practice of differential privacy. Journal of Privacy and Confidentiality, 7(2).
  • Gao, Wei, Bergsma, Wicher, Yao, Qiwei (2017). Estimation for dynamic and static panel probit models with large individual effects. Journal of Time Series Analysis, 38(2), 266-284. https://doi.org/10.1111/jtsa.12178
  • Guasoni, Paolo, Muhle-Karbe, Johannes, Xing, Hao (2017). Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27(1), 3-37. https://doi.org/10.1111/mafi.12087
  • Idowu, Victory (2017-06-05 - 2017-06-07) B4: Reducing Model Risk With Goodness-of-fit [Other]. The Institute and Faculty of Actuaries Joint Risk, Investment, Pensions Conference 2017, Newport, United Kingdom, GBR.
  • Idowu, Victory (2017-07-03 - 2017-07-05) Dependency elicitation using expert judgement [Other]. The state of the art in the use of expert judgement in risk and decision analyses, Delft, Netherlands, NLD.
  • Idowu, Victory (2017-06-08) Modelling expert judgement through fuzzy logic in R [Other]. R In Insurance 2017, Paris, France, FRA.
  • Idowu, Victory (2017). The model validator’s manifesto. Actuaries Digital,
  • Kardaras, Constantinos, Obłój, Jan, Platen, Eckhard (2017). The numéraire property and long-term growth optimality for drawdown-constrained investments. Mathematical Finance, 27(1), 68-95. https://doi.org/10.1111/mafi.12081
  • Kardaras, Constantinos, Robertson, Scott (2017). Continuous-time perpetuities and time reversal of diffusions. Finance and Stochastics, 21(1), 65-110. https://doi.org/10.1007/s00780-016-0308-0
  • Korkas, Karolos K., Fryzlewicz, Piotr (2017). Multiple change-point detection for non-stationary time series using wild binary segmentation. Statistica Sinica, 27(1), 287-311. https://doi.org/10.5705/ss.202015.0262
  • Kotecha, Meena (2017). Beyond teaching excellence. Open Forum Events,
  • Lam, Clifford, Feng, Phoenix, Hu, Charlie (2017). Nonlinear shrinkage estimation of large integrated covariance matrices. Biometrika, 104(2), 481-488. https://doi.org/10.1093/biomet/asx021
  • Lawson, Nuanpan, Skinner, Chris (2017). Estimation of a cluster-level regression model under nonresponse within clusters. Metron, 75(3), 319-331. https://doi.org/10.1007/s40300-017-0120-4
  • Liu, Shiju (2017). Excursions of risk processes with inverse gaussian processes and their applications in insurance [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.ot41ge7e6wcl
  • Malesios, C, Demiris, N, Kalogeropoulos, K, Ntzoufras, I (2017). Bayesian epidemic models for spatially aggregated count data. Statistics in Medicine, 36(20), 3216-3230. https://doi.org/10.1002/sim.7364
  • Mavridis, Dimitris, Moustaki, Irini, Wall, Melanie, Salanti, Georgia (2017). Detecting outlying studies in meta-regression models using a forward search algorithm. Research Synthesis Methods, 8(2), 199-211. https://doi.org/10.1002/jrsm.1197
  • Nakatudde, Nambassa (2017). Unsourced and incomplete: how referendum campaign leaflets misused statistics.
  • Oomen, Roel (2017). Execution in an aggregator. Quantitative Finance, 17(3), 383-404. https://doi.org/10.1080/14697688.2016.1201589
  • Oomen, Roel (2017). Last look. Quantitative Finance, 17(7), 1057-1070. https://doi.org/10.1080/14697688.2016.1262545
  • Peng, Liang, Yao, Qiwei (2017). Estimating conditional means with heavy tails. Statistics and Probability Letters, 127, 14-22. https://doi.org/10.1016/j.spl.2017.03.023
  • Robertson, Scott, Xing, Hao (2017). Long term optimal investment in matrix valued factor models. SIAM Journal on Financial Mathematics, 8(1), 400-434. https://doi.org/10.1137/15M1030625
  • Sankar, Subhra, Bergsma, Wicher, Dassios, Angelos (2017). Testing independence of covariates and errors in nonparametric regression. Scandinavian Journal of Statistics, 45(3), 421-443. https://doi.org/10.1111/sjos.12301
  • Sayers, A., Heron, J., Smith, A., Macdonald-Wallis, C., Gilthorpe, M., Steele, F., Tilling, K. (2017). Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP. Statistical Methods in Medical Research, 26(1), 437-452. https://doi.org/10.1177/0962280214548822
  • Sienkiewicz, Ewelina (2017). Predictability and the decay of information in mathematical and physical systems [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.896udl83lo6y
  • Skinner, Chris J. (2017). Comments on the Rao and Fuller (2017) paper. Survey Methodology, 43, 179-181.
  • Skinner, Chris J., Wakefield, Jon (2017). Introduction to the design and analysis of complex survey data. Statistical Science, 32(2), 165-175. https://doi.org/10.1214/17-STS614
  • Steele, Fiona, Clarke, Paul, Leckie, George, Allan, Julia, Johnston, Derek (2017). Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes: an application to the effects of stress on the cognitive function of nurses. Journal of the Royal Statistical Society. Series A: Statistics in Society, 180(1), 263 - 283. https://doi.org/10.1111/rssa.12191
  • Terzi, Tayfun (2017). Detecting semi-plausible response patterns [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.ujium54l0s14
  • Thomas, Will (2017). 1984: the year when young Britons started to become more Europhile than their elders.
  • Tzougas, George, Karlis, Dimitris, Frangos, Nicholas (2017). Confidence intervals of the premiums of optimal Bonus Malus Systems. Scandinavian Actuarial Journal, 2018(2), 129-144. https://doi.org/10.1080/03461238.2017.1307267
  • Vaidakis, Dennis, Moustaki, Irini, Zervas, Ioannis, Barbouni, Anastasia, Merakou, Kyriaki, Chrysi, Maria, Creatsa, George, Panoskaltsis, Theodoros (2017). Knowledge of Greek adolescents on human papilloma virus (HPV) and vaccination: A national epidemiologic study. Medicine, 96(1), e5287. https://doi.org/10.1097/MD.0000000000005287
  • Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen, Lu, Zudi (2017). A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38(2), 243-265. https://doi.org/10.1111/jtsa.12206
  • Xing, Hao (2017). Consumption investment optimization with Epstein-Zin utility in incomplete markets. Finance and Stochastics, 21(1), 227-262. https://doi.org/10.1007/s00780-016-0297-z
  • Xing, Hao (2017). Stability of the exponential utility maximization problem with respect to preferences. Mathematical Finance, 27(1), 38-67. https://doi.org/10.1111/mafi.12073
  • Zhu, Yajing, Steele, Fiona, Moustaki, Irini (2017). A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome. Structural Equation Modeling, 24(5), 643-656. https://doi.org/10.1080/10705511.2017.1324310
    • Restricted
  • Biagini, Sara, Bouchard, Bruno, Kardaras, Constantinos, Nutz, Marcel (2017). Robust fundamental theorem for continuous processes. Mathematical Finance, 27(4), 963-987. https://doi.org/10.1111/mafi.12110 picture_as_pdf