Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 65.
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  • Huang, Da, Yao, Qiwei, Zhang, Rongmao (2020). Krigings over space and time based on latent low-dimensional structures. Science China Mathematics, https://doi.org/10.1007/s11425-019-1606-2
  • Li, Dong, Tong, Howell (2020). On an absolute autoregressive model and skew symmetric distributions. Statistica, 80(2), 177 - 198. https://doi.org/10.6092/issn.1973-2201/10420
  • Shah, Virag, Gulikers, Lennart, Massoulié, Laurent, Vojnović, Milan (2020). Adaptive matching for expert systems with uncertain task types. Operations Research, 68(5), 1403-1424. https://doi.org/10.1287/opre.2019.1954
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  • Acciaio, B., Backhoff-Veraguas, J., 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. https://doi.org/10.1016/j.spa.2019.08.009 picture_as_pdf
  • Acciaio, Beatrice, 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. https://doi.org/10.1137/19M129303X picture_as_pdf
  • Anthropelos, Michail, Kardaras, Constantinos, Vichos, Georgios (2020). Effective risk aversion in thin risk-sharing markets. Mathematical Finance, 30(4), 1565 - 1590. https://doi.org/10.1111/mafi.12258 picture_as_pdf
  • Antier, S, Barynova, K, Fryzlewicz, Piotr, Lauchard, C, Marchal-Duval, G (2020). Detection of gamma-ray transients with wild binary segmentation. Monthly Notices of the Royal Astronomical Society, 493(3), 4428 – 4441. https://doi.org/10.1093/mnras/staa263 picture_as_pdf
  • Atkinson, Anthony C., Riani, Marco, 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. https://doi.org/10.1111/rssc.12389 picture_as_pdf
  • Ayorinde, John O.O., Hamed, Mazin, Goh, Mingzheng Aaron, Summers, Dominic M., Dare, Anna, Chen, Yining, 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). https://doi.org/10.1111/ctr.13782 picture_as_pdf
  • Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano, Vargiolu, Tiziano (2020). Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research, 45(1), 205 - 232. https://doi.org/10.1287/moor.2019.0989 picture_as_pdf
  • Aïd, René, Callegaro, Giorgia, Campi, Luciano (2020). No-arbitrage commodity option pricing with market manipulation. Mathematics and Financial Economics, 14(3), 577 - 603. https://doi.org/10.1007/s11579-020-00265-y picture_as_pdf
  • Bakk, Zsuzsa, Kuha, Jouni (2020). Relating latent class membership to external variables: an overview. British Journal of Mathematical and Statistical Psychology, https://doi.org/10.1111/bmsp.12227 picture_as_pdf
  • Baranowski, Rafal, Chen, Yining, Fryzlewicz, Piotr (2020). Ranking-based variable selection for high-dimensional data. Statistica Sinica, 30(3), 1485 - 1516. https://doi.org/10.5705/ss.202017.0139
  • 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 et al (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). https://doi.org/10.1186/s12911-020-01285-w picture_as_pdf
  • Bargmann, Tessa, Wheatcroft, Edward, Imperio, Simona, Vetaas, Ole R. (2020). Effects of weather and hunting on wild reindeer population dynamics in Hardangervidda National Park. Population Ecology, 62(1), 91 - 104. https://doi.org/10.1002/1438-390X.12030 picture_as_pdf
  • Bergsma, Wicher (2020). Regression with I-priors. Econometrics and Statistics, 14, 89 - 111. https://doi.org/10.1016/j.ecosta.2019.10.002 picture_as_pdf
  • Campi, Luciano, 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. https://doi.org/10.1007/s10957-020-01718-6 picture_as_pdf
  • Campi, Luciano, Zabaljauregui, Diego (2020). Optimal market making under partial information with general intensities. Applied Mathematical Finance, 27(1-2), 1 - 45. https://doi.org/10.1080/1350486X.2020.1758587 picture_as_pdf
  • Chen, Yining (2020). Jump or kink: note on super-efficiency in segmented linear regression break-point estimation. Biometrika, https://doi.org/10.1093/biomet/asaa049 picture_as_pdf
  • Chen, Yunxiao, Moustaki, Irini, Zhang, H (2020). A note on likelihood ratio tests for models with latent variables. Psychometrika, 85(4), 996 - 1012. https://doi.org/10.1007/s11336-020-09735-0 picture_as_pdf
  • Chen, Yunxiao, Zhang, Siliang (2020). A latent Gaussian process model for analysing intensive longitudinal data. British Journal of Mathematical and Statistical Psychology, 73(2), 237 - 260. https://doi.org/10.1111/bmsp.12180 picture_as_pdf
  • Dassios, Angelos, Li, Luting (2020). Explicit asymptotic on first passage times of diffusion processes. Advances in Applied Probability, 52(2). picture_as_pdf
  • Dassios, Angelos, Lim, Jia Wei, Qu, Yan (2020). Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds. Mathematical Finance, 30(4), 1497-1526. https://doi.org/10.1111/mafi.12248 picture_as_pdf
  • Dassios, Angelos, Lim, Jia Wei, Qu, Yan (2020). Exact simulation of a truncated Lévy subordinator. ACM Transactions on Modeling and Computer Simulation, 30(3). https://doi.org/10.1145/3368088 picture_as_pdf
  • Dassios, Angelos, Zhang, Junyi (2020). Parisian time of reflected Brownian motion with drift on rays and its application in banking. Risks, 8(4). https://doi.org/10.3390/risks8040127 picture_as_pdf
  • Di Lazzaro, Paolo, Atkinson, Anthony C., Iacomussi, Paola, Riani, Marco, Ricci, Marco, Wadhams, Peter (2020). Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin. Entropy, 22(9). https://doi.org/10.3390/e22090926 picture_as_pdf
  • Fryzlewicz, Piotr (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. https://doi.org/10.1007/s42952-020-00060-x picture_as_pdf
  • Fryzlewicz, Piotr (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. https://doi.org/10.1007/s42952-020-00085-2 picture_as_pdf
  • Godfrey, Alan, Aranda, C., Hussain, A., Barreto, M., Rocha, T., Vitório, R. (2020). Wearables beyond borders: a case study of barriers to gait assessment in low-resource settings. Maturitas, 137, 7 - 10. https://doi.org/10.1016/j.maturitas.2020.04.013 picture_as_pdf
  • Godfrey, Alan, Goldsack, Jennifer C., Tenaerts, Pamela, Coravos, Andrea, Aranda, Clara, Hussain, Azid, Barreto, Marcos E., Young, Fraser, Vitorio, Rodrigo (2020). BioMeT and algorithm challenges: a proposed digital standardized evaluation framework. IEEE Journal of Translational Engineering in Health and Medicine, 8, https://doi.org/10.1109/JTEHM.2020.2996761 picture_as_pdf
  • Griffin, Jim E., Mitrodima, Gelly (2020). A Bayesian quantile time series model for asset returns. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2020.1766470 picture_as_pdf
  • Huang, Zengfeng, Radunovic, Bozidar, Vojnovic, Milan, Zhang, Qin (2020). Communication complexity of approximate maximum matching in the message-passing model. Distributed Computing, 33(6), 515 - 531. https://doi.org/10.1007/s00446-020-00371-6 picture_as_pdf
  • Lam, Clifford (2020). High-dimensional covariance matrix estimation. Wiley Interdisciplinary Reviews: Computational Statistics, 12(2). https://doi.org/10.1002/wics.1485 picture_as_pdf
  • Lin, Yingqian, Tu, Yundong, Yao, Qiwei (2020). Estimation for double-nonlinear cointegration. Journal of Econometrics, 216(1), 175 - 191. https://doi.org/10.1016/j.jeconom.2020.01.012 picture_as_pdf
  • Liu, Dungang, Li, Shaobo, Yu, Yan, Moustaki, Irini (2020). Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing. Journal of the American Statistical Association, 0(0), 1 - 14. https://doi.org/10.1080/01621459.2020.1796394 picture_as_pdf
  • Maia, Mateus, Pimentel, Jonatha S., Pereira, Ivalbert S., Gondim, João, Barreto, Marcos E., Ara, Anderson (2020). Convolutional support vector models: prediction of coronavirus disease using chest X-rays. Information, 11(12). https://doi.org/10.3390/info11120548 picture_as_pdf
  • Paz, Hellen, Maia, Mateus, Moraes, Fernando, Lustosa, Ricardo, Costa, Lilia, Macêdo, Samuel, Barreto, Marcos E., Ara, Anderson (2020). Local processing of massive databases with R: a national analysis of a Brazilian social programme. Stats, 3(4), 444 - 464. https://doi.org/10.3390/stats3040028 picture_as_pdf
  • Pignaton De Freitas, Edison, Olszewska, Joanna Isabelle, Carbonera, Joel Luís, Fiorini, Sandro R., Khamis, Alaa, Ragavan, S. Veera, Barreto, Marcos E., Prestes, Edson, Habib, Maki K. & Redfield, Signe et al (2020). Ontological concepts for information sharing in cloud robotics. Journal of Ambient Intelligence and Humanized Computing, https://doi.org/10.1007/s12652-020-02150-4 picture_as_pdf
  • Qiao, Xinghao, Qian, Cheng, James, Gareth M., Guo, Shaojun (2020). Doubly functional graphical models in high dimensions. Biometrika, 107(2), 415 - 431. https://doi.org/10.1093/biomet/asz072 picture_as_pdf
  • Riani, Marco, Atkinson, Anthony C., Corbellini, Aldo, Perrotta, Domenico (2020). Robust regression with density power divergence: theory, comparisons, and data analysis. Entropy, 22(4). https://doi.org/10.3390/e22040399 picture_as_pdf
  • Ruf, Johannes, Wang, Weiguan (2020). Neural networks for option pricing and hedging: a literature review. Journal of Computational Finance, 24(1), 1 - 46. https://doi.org/10.21314/JCF.2020.390 picture_as_pdf
  • Sayers, Adrian, Steele, Fiona, Whitehouse, Michael R, Price, Andrew, Ben-Shlomo, Yoav, 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). https://doi.org/10.1136/bmjopen-2019-033045 picture_as_pdf
  • Sekar, Shreyas, Vojnovic, Milan, Yun, Se-Young (2020). A test score based approach to stochastic submodular optimization. Management Science, https://doi.org/10.1287/mnsc.2020.3585 picture_as_pdf
  • Shi, Chengchun, Wan, Runzhe, Song, Rui, Lu, Wenbin, Leng, Ling (2020-07-12 - 2020-07-18) Does the Markov decision process fit the data: testing for the Markov property in sequential decision making [Paper]. International Conference on Machine Learning, Online. picture_as_pdf
  • Shi, Chengchun, Lu, Wenbin, 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, picture_as_pdf
  • Shi, Chengchun, Song, Rui, Lu, Wenbin, Li, Runzi (2020). Statistical inference for high-dimensional models via recursive online-score estimation. Journal of the American Statistical Association, https://doi.org/10.1080/01621459.2019.1710154 picture_as_pdf
  • Skinner, Chris J., Steele, Fiona (2020). Estimation of dyadic characteristics of family networks using sample survey data. Annals of Applied Statistics, 14(2), 706 - 726. https://doi.org/10.1214/19-AOAS1308 picture_as_pdf
  • Smith, Leonard A., Du, Hailiang, Higgins, Sarah (2020). Designing multi-model applications with surrogate forecast systems. Monthly Weather Review, 148(6), 2233 - 2249. https://doi.org/10.1175/MWR-D-19-0061.1 picture_as_pdf
  • 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). https://doi.org/10.1136/bmjgh-2019-002139 picture_as_pdf
  • Sturgis, Patrick, Jackson, Jonathan, Kuha, Jouni (8 June 2020) Lockdown scepticism is part of the Brexit divide. LSE Brexit. picture_as_pdf
  • Sturgis, Patrick, Jackson, Jonathan, Kuha, Jouni (9 June 2020) Lockdown scepticism is part of the Brexit divide. LSE COVID-19 Blog. picture_as_pdf
  • Sturgis, Patrick, Kuha, Jouni (25 May 2020) Estimating how many Britons have already had COVID-19 using self-reported data. British Politics and Policy at LSE. picture_as_pdf
  • Sturgis, Patrick, Kuha, Jouni (20 May 2020) Patrick Sturgis & Jouni Kuha: over 5 million people in Britain think they have been infected with COVID-19. LSE COVID-19 Blog. picture_as_pdf
  • Suh, Ellie (2020). Young British adults’ homeownership circumstances and the role of intergenerational transfers. Longitudinal and Life Course Studies, 11(3), 383-407. https://doi.org/10.1332/175795920X15846933259695 picture_as_pdf
  • Tsimbalyuk, Alexandra (2020). Efficient estimation of present-value distributions for long-dated contracts and functionals in the multivariate case [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004379
  • Tu, Yundong, Yao, Qiwei, Zhang, Rongmao (2020). Error-correction factor models for high-dimensional cointegrated time series. Statistica Sinica, 30(3), 1463 - 1484. https://doi.org/10.5705/ss.202017.0250 picture_as_pdf
  • Tzougas, George (2020). EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. Risks, 8(3), 1-23. https://doi.org/10.3390/risks8030097 picture_as_pdf
  • Tzougas, George, 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. https://doi.org/10.1017/asb.2020.13 picture_as_pdf
  • Wheatcroft, Edward (2020). Assessing the significance of model selection in ecology. European Journal of Ecology, 6(2), 87-103. https://doi.org/10.17161/eurojecol.v6i2.13747 picture_as_pdf
  • Wheatcroft, Edward, Wynn, Henry P., Lygnerud, Kristina, Bonvicini, Giorgio, Bonvicini, Giorgio, Lenote, Daniela (2020). The role of low temperature waste heat recovery in achieving 2050 goals: a policy positioning paper. Energies, 13(8). https://doi.org/10.3390/en13082107 picture_as_pdf
  • Zhang, Haoran, Chen, Yunxiao, Li, Xiaoou (2020). A note on exploratory item factor analysis by singular value decomposition. Psychometrika, 85(2), 358 - 372. https://doi.org/10.1007/s11336-020-09704-7 picture_as_pdf
  • Zhu, Xiaolin (2020). Excursion theory and local times for Bessel and Brownian diffusions: with applications to credit risk [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004226
  • Zhu, Yajing, Steele, Fiona, Moustaki, Irini (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. https://doi.org/10.1111/rssa.12554 picture_as_pdf
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  • Chen, Yunxiao (2020). A continuous-time dynamic choice measurement model for problem-solving process data. Psychometrika, https://doi.org/10.1007/s11336-020-09734-1 picture_as_pdf
  • Kardaras, Constantinos, Ruf, Johannes (2020). Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24(4), 871 - 901. https://doi.org/10.1007/s00780-020-00435-2 picture_as_pdf