421 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University College LondonGB63 papers
- Systemic Risk CentreGB48 papers
- University of OxfordGB20 papers
- University of WarwickGB18 papers
- King's College LondonGB16 papers
- London Mathematical LaboratoryGB12 papers
- University of Illinois Urbana-ChampaignUS12 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Queen Mary University of LondonGB11 papers
- The Open UniversityGB11 papers
- City, University of LondonGB10 papers
- ETH ZurichCH10 papers
6 papers · 2 filters
Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials
Alexander Kreiss, Ingrid Van Keilegom
In epidemics many interesting quantities, like the reproduction number, depend on the incubation period (time from infection to symptom onset) and/or the generation time (time unti…
Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
Fengnan Gao, Tengyao Wang
We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedu…
Admissible anytime-valid sequential inference must rely on nonnegative martingales
Aaditya Ramdas, Johannes Ruf, Martin Larsson +1
Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions…
An autocovariance-based learning framework for high-dimensional functional time series
Jinyuan Chang, Cheng Chen, Xinghao Qiao +1
Many scientific and economic applications involve the statistical learning of high-dimensional functional time series, where the number of functional variables is comparable to, or…
A Note on Likelihood Ratio Tests for Models with Latent Variables
Yunxiao Chen, Irini Moustaki, Haoran Zhang
The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT…
Finite Sample Theory for High-Dimensional Functional/Scalar Time Series with Applications
Qin Fang, Shaojun Guo, Xinghao Qiao
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functi…