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20 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
Enhanced convergence rates of adaptive importance sampling with recycling schemes via quasi-Monte Carlo methods
AuthorsJianlong Chen; Jiarui Du; Xiaoqun Wang; Zhijian He
Affiliations1. Department of Mathematical Sciences, Tsinghua University, Beijing, People’s Republic of China; 2. School of Mathematics, South China University of Technology, Guangzhou, People’s Republic of China
Conformalized robust principal component analysis
AuthorsLiangliang Yuan; Lei Wang; Quan Kong; Liuhua Peng
Affiliations1. School of Mathematics and Statistics, Nanjing University of Science and Technology, Nanjing, China; 2. School of Statistics and Data Science, KLMDASR, LEBPS and LPMC, Nankai University, Tianjin, China; 3. School of Cyber Science and Engineering, Nanjing University of Science and Technology, Nanjing, China; 4. School of Mathematics and Statistics, University of Melbourne, Melbourne, Australia
Outlier detection in state-space models using mean-shift penalisation
AuthorsRajan Shankar; Ines Wilms; Jakob Raymaekers; Garth Tarr
Affiliations1. School of Mathematics and Statistics, The University of Sydney, Sydney, Australia; 2. Department of Quantitative Economics, Maastricht University, Maastricht, The Netherlands; 3. Department of Mathematics, University of Antwerp, Antwerp, Belgium
Robust sparse penalization under heavy-tailed noise and outliers with exponential-type loss via the LASSO
AuthorsThe Tien Mai
Affiliations1. Norwegian Institute of Public Health, Oslo, Norway
Adaptive confidence intervals for extreme quantiles from heavy-tailed distributions
AuthorsAntoine Franchini; Stéphane Girard; Anne Dutfoy
Affiliations1. Univ. Grenoble Alpes, Inria, CNRS, Grenoble INP, LJK, Grenoble, France; 2. R&D dept. Périclès, EDF, Palaiseau, France
Approximate Bayesian Computation of reduced-bias extreme risk measures from heavy-tailed distributions
AuthorsJonathan El Methni; Stéphane Girard
Affiliations1. Univ. Grenoble Alpes, Inria, CNRS, Grenoble INP, LJK, Grenoble, France
Nonparametric estimation of the joint and conditional survival functions of the time to an event of interest and associated integrated covariate processes
AuthorsAshwini Joshi; Dario Gasbarra; Sangita Kulathinal
Affiliations1. Department of Mathematics and Statistics, University of Helsinki, Helsinki, Finland; 2. Department of Mathematics and Statistics, University of Vaasa, Vaasa, Finland
Regularized maximum mean discrepancy for variable importance measure
AuthorsJunfeng Huo; Bingyao Huang; Yanyan Liu; Liuhua Peng
Affiliations1. School of Mathematics and Statistics, Wuhan University, Wuhan, China; 2. School of Mathematics and Statistics, Guangdong University of Technology, Guangzhou, China; 3. School of Mathematics and Statistics, University of Melbourne, Melbourne, Australia
A continuous gaussian mixture approach to sample multivariate gaussians constrained by linear inequalities
AuthorsMehdi Amrouche; Jérôme Idier; Hervé Carfantan
Affiliations1. Institut de Recherche en Astrophysique et Planétologie, Université de Toulouse, CNRS/UPS/CNES, Toulouse, France; 2. Nantes Université, École Centrale Nantes, CNRS, LS2N, Nantes, France
Online updating variable selection for support vector machine with streaming data sets
AuthorsKangning Wang; Xiaoqing Meng; Haiyan Du; Xiaofei Sun
Affiliations1. School of Statistics, Shandong Technology and Business University, Yantai, China; 2. College of Foreign Studies, Shandong Technology and Business University, Yantai, China
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