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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 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, 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 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
Bakk, Zsuzsa and Kuha, Jouni (2020) Relating latent class membership to external variables: an overview. British Journal of Mathematical and Statistical Psychology. ISSN 0007-1102
Baranowski, Rafal, Chen, Yining and Fryzlewicz, Piotr (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., 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, 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 (2020) Regression with I-priors. Econometrics and Statistics, 14. 89 - 111. ISSN 2452-3062
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 (2020) Jump or kink: note on super-efficiency in segmented linear regression break-point estimation. Biometrika. ISSN 0006-3444
Chen, Yunxiao (2020) A continuous-time dynamic choice measurement model for problem-solving process data. Psychometrika. ISSN 0033-3123
Chen, Yunxiao, Moustaki, Irini 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 and Zhang, Siliang (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
Dassios, Angelos and Li, Luting (2020) Explicit asymptotic on first passage times of diffusion processes. Advances in Applied Probability, 52 (2). ISSN 0001-8678
Dassios, Angelos, 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, 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 and Zhang, Junyi (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
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. ISSN 1226-3192
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. ISSN 1226-3192
Godfrey, Alan, Aranda, C., Hussain, A., Barreto, M., 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., 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 (2020) A Bayesian quantile time series model for asset returns. Journal of Business and Economic Statistics. ISSN 0735-0015
Huang, Da, Yao, Qiwei 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 and Zhang, Qin (2020) Communication complexity of approximate maximum matching in the message-passing model. Distributed Computing, 33 (6). 515 - 531. ISSN 0178-2770
Kardaras, Constantinos and Ruf, Johannes (2020) Filtration shrinkage, the structure of deflators, and failure of market completeness. Finance and Stochastics, 24 (4). 871 - 901. ISSN 0949-2984
Lam, Clifford (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 (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 (2020) Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing. Journal of the American Statistical Association. 1 - 14. ISSN 0162-1459
Maia, Mateus, Pimentel, Jonatha S., Pereira, Ivalbert S., Gondim, João, Barreto, Marcos E. and Ara, Anderson (2020) Convolutional support vector models: prediction of coronavirus disease using chest X-rays. Information, 11 (12). ISSN 2078-2489
Paz, Hellen, Maia, Mateus, Moraes, Fernando, Lustosa, Ricardo, Costa, Lilia, Macêdo, Samuel, Barreto, Marcos E. 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., 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
Qiao, Xinghao, Qian, Cheng, James, Gareth M. and Guo, Shaojun (2020) Doubly functional graphical models in high dimensions. Biometrika, 107 (2). 415 - 431. ISSN 0006-3444
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 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
Sayers, Adrian, Steele, Fiona, 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 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, 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, 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, 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 (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, Jackson, Jonathan and Kuha, Jouni (2020) Lockdown scepticism is part of the Brexit divide. LSE Brexit (08 Jun 2020). Blog Entry.
Sturgis, Patrick, Jackson, Jonathan and Kuha, Jouni (2020) Lockdown scepticism is part of the Brexit divide. LSE COVID-19 Blog (09 Jun 2020). Blog Entry.
Sturgis, Patrick and Kuha, Jouni (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 and Kuha, Jouni (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 (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
Tu, Yundong, Yao, Qiwei 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
Wheatcroft, Edward (2020) Assessing the significance of model selection in ecology. European Journal of Ecology, 6 (2). pp. 87-103. ISSN 1339-8474
Wheatcroft, Edward, Wynn, Henry P., 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
Zhang, Haoran, Chen, Yunxiao 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 and 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. ISSN 0964-1998
