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Anthropelos, Michail and Kardaras, Constantinos (2024) Price impact under heterogeneous beliefs and restricted participation. Journal of Economic Theory, 215. ISSN 0022-0531
Azadkia, Mona and Balabdaoui, Fadoua (2024) Linear regression with unmatched data: a deconvolution perspective. Journal of Machine Learning Research, 25. ISSN 1532-4435
Baranowski, Rafal, Chen, Yining and Fryzlewicz, Piotr (2024) Multiscale autoregression on adaptively detected timescales. Statistica Sinica. ISSN 1017-0405 (In Press)
Barrieu, Pauline, Braun, Alexander and Makariou, Despoina (2024) Catastrophe bonds. In: Handbook of Insurance: Volume I: Third Edition. Springer Nature, pp. 169-194. ISBN 9783031695605
Baurdoux, Erik J. and Pedraza, José M. (2024) Lp optimal prediction of the last zero of a spectrally negative Lévy process. Annals of Applied Probability, 34 (1B). 1350 - 1402. ISSN 1050-5164
Bondi, Alessandro, Livieri, Giulia and Pulido, Sergio (2024) Affine Volterra processes with jumps. Stochastic Processes and Their Applications, 168. ISSN 0304-4149
Boylan, Sally, Arsenault, Catherine, Barreto, Marcos, Bozza, Fernando A, Fonseca, Adalton, Forde, Eoghan, Hookham, Lauren, Humphreys, Georgina S, Ichihara, Maria Yury, Le doare, Kirsty, Liu, Xiao Fan, McNamara, Edel, Mugunga, Jean Claude, Oliveira, Juliane F, Ouma, Joseph, Postlethwaite, Neil, Retford, Matthew, Reyes, Luis Felipe, Morris, Andrew D and Wozencraft, Anne (2024) Data challenges for international health emergencies: lessons learned from ten international COVID-19 driver projects. The Lancet Digital Health, 6 (5). e354-e366. ISSN 2589-7500
Bynum, Lucius E.J., Loftus, Joshua R. and Stoyanovich, Julia (2024) A new paradigm for counterfactual reasoning in fairness and recourse. In: Larson, Kate, (ed.) Proceedings of the 33rd International Joint Conference on Artificial Intelligence, IJCAI 2024. IJCAI International Joint Conference on Artificial Intelligence. International Joint Conferences on Artificial Intelligence, pp. 7092-7100. ISBN 9781956792041
Cetin, Umut (2024) Minimal subharmonic functions and related integral representations. Electronic Journal of Probability, 29. ISSN 1083-6489
Cetin, Umut and Hok, Julien (2024) Speeding up the Euler scheme for killed diffusions. Finance and Stochastics, 28 (3). 663 - 707. ISSN 0949-2984
Cetin, Umut and Larsen, Kasper (2024) Is Kyle’s equilibrium model stable? Mathematics and Financial Economics, 18 (4). 623 - 639. ISSN 1862-9679
Chang, Jinyuan, Fang, Qin, Qiao, Xinghao and Yao, Qiwei (2024) On the Modeling and Prediction of High-Dimensional Functional Time Series. Journal of the American Statistical Association. pp. 1-15. ISSN 0162-1459
Chang, Jinyuan, Hu, Qiao, Kolaczyk, Eric D., Yao, Qiwei and Yi, Fengting (2024) Edge differentially private estimation in the β-model via jittering and method of moments. Annals of Statistics, 52 (2). 708 - 728. ISSN 0090-5364
Chatzilena, Anastasia, Demiris, Nikolas and Kalogeropoulos, Konstantinos (2024) A modeling framework for the analysis of the SARS-CoV2 transmission dynamics. Statistics in Medicine, 43 (23). 4542 - 4558. ISSN 0277-6715
Chen, Weilin and Lam, Clifford (2024) Rank and factor loadings estimation in time series tensor factor model by pre-averaging. Annals of Statistics, 52 (1). 364 - 391. ISSN 0090-5364
Chen, Yudong and Chen, Yining (2024) Yudong Chen and Yining Chen's contribution to the discussion of ‘the discussion meeting on probabilistic and statistical aspects of machine learning’. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (2). 316 – 317. ISSN 1369-7412
Chen, Yudong, Wang, Tengyao and Samworth, Richard J. (2024) Inference in high-dimensional online changepoint detection. Journal of the American Statistical Association, 119 (546). 1461 - 1472. ISSN 0162-1459
Chen, Yunxiao and Li, Xiaoou (2024) A note on entrywise consistency for mixed-data matrix completion. Journal of Machine Learning Research, 25. ISSN 1532-4435
Chen, Zezhun Chen, Dassios, Angelos and Tzougas, George (2024) EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. European Actuarial Journal, 14 (1). 225 – 255. ISSN 2190-9733
Cho, Haeran and Fryzlewicz, Piotr (2024) Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. Journal of Time Series Analysis, 45 (3). 479 - 494. ISSN 0143-9782
Duarte, Belmiro P. M., Atkinson, Anthony C., Pedrosa, David and van Munster, Marlena (2024) Compound optimum designs for clinical trials in personalized medicine. Mathematics, 12 (19). ISSN 2227-7390
Duarte, Belmiro P.M. and Atkinson, Anthony C. (2024) Optimum designs for clinical trials in personalized medicine when response variance depends on treatment. Journal of Biopharmaceutical Statistics. ISSN 1054-3406
Duarte, Belmiro P.M., Atkinson, Anthony C. and Oliveira, Nuno M.C. (2024) Using hierarchical information-theoretic criteria to optimize subsampling of extensive datasets. Chemometrics and Intelligent Laboratory Systems, 245. ISSN 0169-7439
Dubiel-Teleszynski, Tomasz, Kalogeropoulos, Konstantinos and Karouzakis, Nikolaos (2024) Sequential learning and economic benefits from dynamic term structure models. Management Science, 70 (4). 2236 - 2254. ISSN 0025-1909
Fahrenwaldt, Matthias, Furrer, Christian, Hiabu, Munir Eberhardt, Huang, Fei, Jørgensen, Frederik Hytting, Lindholm, Mathias, Loftus, Joshua, Steffensen, Mogens and Tsanakas, Andreas (2024) Fairness: plurality, causality, and insurability. European Actuarial Journal, 14 (2). 317 - 328. ISSN 2190-9733
Fang, Qin, Guo, Shaojun and Qiao, Xinghao (2024) Adaptive functional thresholding for sparse covariance function estimation in high dimensions. Journal of the American Statistical Association, 119 (546). 1473 - 1485. ISSN 0162-1459
Fryzlewicz, Piotr (2024) Book review: Telling stories with data: with applications in R. American Statistician, 78 (4). 488 - 490. ISSN 0003-1305
Fryzlewicz, Piotr (2024) Robust Narrowest Significance Pursuit: inference for multiple change-points in the median. Journal of Business and Economic Statistics, 42 (4). pp. 1389-1402. ISSN 0735-0015
Gascoigne, Connor, Jeffery, Annie, Shao, Zejing, Geneletti, Sara, Kirkbride, James B., Baio, Gianluca and Blangiardo, Marta (2024) A Bayesian interrupted time series framework for evaluating policy change on mental well-being: an application to England's welfare reform. Spatial and Spatio-temporal Epidemiology, 50. ISSN 1877-5845
Gavioli-Akilagun, Shakeel (2024) Shakeel Gavioli-Akilagun's contribution to the discussion of the discussion meeting on probabilistic and statistical aspects of machine learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (2). 312 - 313. ISSN 1369-7412
Guastadisegni, Lucia, Cagnone, Silvia, Moustaki, Irini and Vasdekis, Vassilis (2024) The generalized Hausman test for detecting non-normality in the latent variable distribution of the two-parameter IRT model. British Journal of Mathematical and Statistical Psychology. ISSN 0007-1102
Hao, Meiling, Su, Pingfan, Hu, Liyuan, Szabo, Zoltan, Zhao, Qianyu and Shi, Chengchun (2024) Forward and backward state abstractions for off-policy evaluation. . arXiv. (Submitted)
Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor and Søjmark, Andreas (2024) Functional central limit theorems for rough volatility. Finance and Stochastics, 28 (3). 615 - 661. ISSN 0949-2984
Iglesias, Rodrigo, Mohammadi, Fatemah, Pascual-Ortigosa, Patricia, Sáenz-de-Cabezón, Eduardo and Wynn, Henry (2024) Stable coherent systems. Applicable Algebra in Engineering, Communication and Computing. ISSN 0938-1279
Jeffery, Annie, Gascoigne, Connor, Dykxhoorn, Jennifer, Blangiardo, Marta, Geneletti, Sara, Baio, Gianluca and Kirkbride, James B. (2024) The effect of immigration policy reform on mental health in people from minoritised ethnic groups in England: an interrupted time series analysis of longitudinal data from the UK Household Longitudinal Study cohort. The Lancet Psychiatry, 11 (3). 183 - 192. ISSN 2215-0366
Kalinke, Florian and Szabo, Zoltan (2024) The minimax rate of HSIC estimation for translation-invariant kernel. In: Globerson, A., Mackey, L., Belgrave, D., Fan, A., Paquet, U., Tomczak, J. and Zhang, C., (eds.) Advances in Neural Information Processing Systems 37. Curran Associates, Inc..
Kalinke, Florian, Szabo, Zoltan and Sriperumbudur, Bharath K. (2024) Nyström Kernel Stein Discrepancy. In: 28th International Conference on Artificial Intelligence and Statistics, 2025-05-03 - 2025-05-05, Splash Beach Resort in Mai Khao, Phuket, Thailand, THA. (In Press)
Karch, Julian D., Perez-Alonso, Andres F. and Bergsma, Wicher P. (2024) Beyond Pearson’s correlation: modern nonparametric independence tests for psychological research. Multivariate Behavioral Research, 59 (5). 957 - 977. ISSN 0027-3171
Kardaras, Constantinos (2024) Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance. Annals of Applied Probability, 34 (3). 2566 - 2599. ISSN 1050-5164
Li, Jie, Fearnhead, Paul, Fryzlewicz, Piotr and Wang, Tengyao (2024) Authors' reply to the discussion of 'Automatic change-point detection in time series via deep learning' at the discussion meeting on 'Probabilistic and statistical aspects of machine learning'. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (2). 332 - 334. ISSN 1369-7412
Li, Jie, Fearnhead, Paul, Fryzlewicz, Piotr and Wang, Tengyao (2024) Automatic change-point detection in time series via deep learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (2). 273 - 285. ISSN 1369-7412
Li, Jing Jing, Shi, Chengchun, Li, Lexin and Collins, Anne G.E. (2024) Dynamic noise estimation: a generalized method for modeling noise fluctuations in decision-making. Journal of Mathematical Psychology, 119. ISSN 0022-2496
Li, Ting, Shi, Chengchun, Lu, Zhaohua, Li, Yi and Zhu, Hongtu (2024) Evaluating dynamic conditional quantile treatment effects with applications in ridesharing. Journal of the American Statistical Association, 119 (547). 1736 - 1750. ISSN 0162-1459
Li, Ting, Shi, Chengchun, Wen, Qianglin, Sui, Yang, Qin, Yongli, Lai, Chunbo and Zhu, Hongtu (2024) Combining experimental and historical data for policy evaluation. Proceedings of Machine Learning Research, 235. pp. 28630-28656. ISSN 2640-3498
Livieri, Giulia, Radi, Davide and Smaniotto, Elia (2024) Pricing transition risk with a jump-diffusion credit risk model: evidences from the CDS market. Review of Corporate Finance, 4 (1–2). 177 - 201. ISSN 2693-9312
Loftus, Joshua, Bynum, Lucius and Hansen, Sakina (2024) Causal dependence plots. In: Globerson, A., Mackey, L., Belgrave, D., Fan, A., Paquet, U., Tomczak, J. and Zhang, C., (eds.) Advances in Neural Information Processing Systems. UNSPECIFIED. ISBN 9798331314385
Loftus, Joshua R. (2024) Position: the causal revolution needs scientific pragmatism. Proceedings of Machine Learning Research, 235. pp. 32671-32679. ISSN 1938-7228
Luo, Shikai, Yang, Ying, Shi, Chengchun, Yao, Fang, Ye, Jieping and Zhu, Hongtu (2024) Policy evaluation for temporal and/or spatial dependent experiments. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (3). 623 - 649. ISSN 1369-7412
Ma, Tao, Yang, Xuzhi and Szabo, Zoltan (2024) To switch or not to switch? Balanced policy switching in offline reinforcement learning. . arXiv. (Submitted)
Machado, Tiago Fernandes, das Chagas Barros Neto, Francisco, de Souza Gonçalves, Marilda, Barbosa, Cynara Gomes and Barreto, Marcos Ennes (2024) Exploring machine learning algorithms in sickle cell disease patient data: a systematic review. PLOS ONE, 19 (11). ISSN 1932-6203
Mitrodima, Gelly and Oberoi, Jaideep (2024) CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. Journal of the Royal Statistical Society. Series C: Applied Statistics, 73 (1). 1 - 27. ISSN 0035-9254
Mohammadi, Fatemeh, Pascual-Ortigosa, Patricia, Sáenz-de-Cabezón, Eduardo and Wynn, Henry P. (2024) Overview of the algebraic reliability of binary and multistate k-out-of-n and related systems. In: Ram, Mangey, (ed.) Developments in Reliability Engineering. Advances in Reliability Science. Elsevier (Firm), 687 - 730. ISBN 9780443132414
Noah, Abdurafiu Olaiya, Adhikari, Pawan and Liew, Pik Kun (2024) Environmental and social accountability in emerging economies: strategic pressures from and responses to vulnerable local communities. Accounting Forum. ISSN 0155-9982
Pillinger, Rebecca, Steele, Fiona, Leckie, George and Jenkins, Jennifer (2024) 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, 187 (2). 338 - 357. ISSN 0964-1998
Qu, Yan, Dassios, Angelos, Liu, Anxin and Zhao, Hongbiao (2024) Exact simulation of quadratic intensity models. Informs Journal on Computing. ISSN 1091-9856
Riani, Marco, Atkinson, Anthony C. and Corbellini, Aldo (2024) Robust transformations for multiple regression via additivity and variance stabilization. Journal of Computational and Graphical Statistics, 33 (1). 85 - 100. ISSN 1061-8600
Sallai, Dorottya, Cardoso Silva, Jon and Barreto, Marcos (2024) To improve their courses, educators should respond to how students actually use AI. Impact of Social Sciences Blog (22 May 2024). Blog Entry.
Sallai, Dorottya, Cardoso-Silva, Jonathan, Barreto, Marcos, Panero, Francesca, Berrada, Ghita and Luxmoore, Sara (2024) Approach generative AI tools proactively or risk bypassing the learning process in higher education. LSE Public Policy Review, 3 (3). ISSN 2633-4046
Shi, Chengchun, Zhou, Yunzhe and Li, Lexin (2024) Testing directed acyclic graph via structural, supervised and generative adversarial learning. Journal of the American Statistical Association, 119 (547). 1833 - 1846. ISSN 0162-1459
Steele, Fiona, Zhang, Siliang, Grundy, Emily and Burchardt, Tania (2024) Longitudinal analysis of exchanges of support between parents and children in the UK. Journal of the Royal Statistical Society. Series A: Statistics in Society, 187 (2). 279 - 304. ISSN 0964-1998
Wallin, Gabriel, Chen, Yunxiao and Moustaki, Irini (2024) DIF analysis with unknown groups and anchor items. Psychometrika, 89 (1). 267 - 295. ISSN 0033-3123
Wang, Tengyao, Dobriban, Edgar, Gataric, Milana and Samworth, Richard J. (2024) Sharp-SSL: selective high-dimensional axis-aligned random projections for semi-supervised learning. Journal of the American Statistical Association, 120 (549). 395 - 407. ISSN 0162-1459
Wang, Xueqin, Zhu, Jin, Pan, Wenliang, Zhu, Junhao and Zhang, Heping (2024) Nonparametric statistical inference via metric distribution function in metric spaces. Journal of the American Statistical Association, 119 (548). 2772 - 2784. ISSN 0162-1459
Wang, Yiliu, Chen, Wei and Vojnovic, Milan (2024) Combinatorial bandits for maximum value reward function under value-index feedback. In: ICLR 2024 The Twelfth International Conference on Learning Representations, 2024-05-07 - 2024-05-11, Messe Wien Exhibition and Congress Center, Vienna, Austria, AUT.
Wang, Zezhi, Zhu, Junxian, Wang, Xueqin, Zhu, Jin, Peng, Huiyang, Chen, Peng, Wang, Anran and Zhang, Xiaoke (2024) skscope: fast sparsity-constrained optimization in Python. Journal of Machine Learning Research, 25. ISSN 1532-4435
Wouters, Olivier J., Kesselheim, Aaron S., Kuha, Jouni and Luyten, Jeroen (2024) Sales revenues for new therapeutic agents approved by the United States Food and Drug Administration from 1995 to 2014: a retrospective study. Value in Health, 27 (10). 1373 - 1381. ISSN 1098-3015
Wouters, Olivier J. and Kuha, Jouni (2024) Low- and middle-income countries experienced delays accessing new essential medicines, 1982–2024. Health Affairs, 43 (10). 1410 - 1419. ISSN 0278-2715
Yang, Xuzhi and Wang, Tengyao (2024) Multiple-output composite quantile regression through an optimal transport lens. Proceedings of Machine Learning Research, 247. pp. 5076-5122. ISSN 2640-3498
Younes, Younes R., Cron, Nicholas, Field, Benjamin C.T., Nayyar, Vidhu, Clark, James, Zachariah, Sunil, Lakshmipathy, Kavitha, Isuga, Jimboy O., Maghsoodi, Negar and Emmanuel, Julian (2024) Proposed treatment strategy for reactive hypoglycaemia. Frontiers in Endocrinology, 15. ISSN 1664-2392
Yu, Shuguang, Fang, Shuxing, Peng, Ruixin, Qi, Zhengling, Zhou, Fan and Shi, Chengchun (2024) Two-way deconfounder for off-policy evaluation in causal reinforcement learning. In: 38th Annual Conference on Neural Information Processing Systems, 2024-12-10 - 2024-12-15, Vancouver Convention Center, Vancouver, Canada, CAN. (In Press)
Zhang, Junyi and Dassios, Angelos (2024) Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures. Bayesian Analysis. ISSN 1936-0975
Zhang, Siliang and Chen, Yunxiao (2024) A note on Ising network analysis with missing data. Psychometrika, 89 (4). 1186 - 1202. ISSN 0033-3123
Zhang, Siliang, Kuha, Jouni and Steele, Fiona (2024) Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support. Annals of Applied Statistics, 18 (4). 3024 - 3049. ISSN 1932-6157
Zhao, Puyang, Liu, Xinhui, Yue, Zhiyi, Zhao, Qianyu, Liu, Xinzhi, Deng, Yuhui and Wu, Jingjin (2024) DiGAN breakthrough: advancing diabetic data analysis with innovative GAN-based imbalance correction techniques. Computer Methods and Programs in Biomedicine Update, 5. ISSN 2666-9900
Zhu, Jin, Wan, Runzhe, Qi, Zhengling, Luo, Shikai and Shi, Chengchun (2024) Robust offline reinforcement learning with heavy-tailed rewards. Proceedings of Machine Learning Research, 238. 541 - 549. ISSN 2640-3498
do Espirito Santo, Jonatas Silva, da Conceição, Jackson Santos, da Costa, Lilia Carolina Carneiro, Fiaccone, Rosemeire Leovigildo, Barreto, Marcos, Ichihara, Maria Yury and Ara, Anderson (2024) K-means DTW Barycenter Averaging: a clustering analysis of COVID-19 cases and deaths on the Brazilian federal units. International Journal of Data Science and Analytics. ISSN 2364-415X
