activity
20162022
most citedBootstrapping Persistent Betti Numbers and Other Stabilizing Statistics

7 citations · 18 across the 15 of their papers we have counts for

collaborators

20 papers

math.ST2022

Persistent homology based goodness-of-fit tests for spatial tessellations

Christian Hirsch, Johannes Krebs, Claudia Redenbach

Motivated by the rapidly increasing relevance of virtual material design in the domain of materials science, it has become essential to assess whether topological properties of sto…

stat.ME2022

Statistical inference for intrinsic wavelet estimators of SPD matrices in a log-Euclidean manifold

Johannes Krebs, Daniel Rademacher, Rainer von Sachs

In this paper we treat statistical inference for an intrinsic wavelet estimator of curves of symmetric positive definite (SPD) matrices in a log-Euclidean manifold. This estimator…

math.ST2021

On the Bahadur representation of sample quantiles for score functionals

Johannes Krebs

We establish the Bahadur representation of sample quantiles for stabilizing score functionals in stochastic geometry and study local fluctuations of the corresponding empirical dis…

math.PR2020

On approximation theorems for the Euler characteristic with applications to the bootstrap

Johannes Krebs, Benjamin Roycraft, Wolfgang Polonik

We study approximation theorems for the Euler characteristic of the Vietoris-Rips and Cech filtration. The filtration is obtained from a Poisson or binomial sampling scheme in the…

math.ST2020★ 7 cited

Bootstrapping Persistent Betti Numbers and Other Stabilizing Statistics

Benjamin Roycraft, Johannes Krebs, Wolfgang Polonik

The present contribution investigates multivariate bootstrap procedures for general stabilizing statistics, with specific application to topological data analysis. Existing limit t…

math.ST2020

Functional central limit theorems for persistent Betti numbers on cylindrical networks

Johannes Krebs, Christian Hirsch

We study functional central limit theorems for persistent Betti numbers obtained from networks defined on a Poisson point process. The limit is formed in large volumes of cylindric…

math.PR2020

On the law of the iterated logarithm and strong invariance principles in stochastic geometry

Johannes Krebs

We study the law of the iterated logarithm (Khinchin (1924), Kolmogorov (1929)) and related strong invariance principles in stochastic geometry. As potential applications, we think…

q-fin.RM2019

Quantifying Life Insurance Risk using Least-Squares Monte Carlo

Claus Baumgart, Johannes Krebs, Robert Lempertseder +1

This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The…

math.PR2019

On limit theorems for persistent Betti numbers from dependent data

Johannes Krebs

We study persistent Betti numbers and persistence diagrams obtained from time series and random fields. It is well known that the persistent Betti function is an efficient descript…

math.PR2019★ 4 cited

On the asymptotic normality of persistent Betti numbers

Johannes Krebs, Wolfgang Polonik

Persistent Betti numbers are a major tool in persistent homology, a subfield of topological data analysis. Many tools in persistent homology rely on the properties of persistent Be…

math.ST2018

The autoregression bootstrap for kernel estimates of smooth nonlinear functional time series

Johannes T. N. Krebs, Jürgen E. Franke

Functional times series have become an integral part of both functional data and time series analysis. This paper deals with the functional autoregressive model of order 1 and the…

math.ST2018

The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions

Johannes T. N. Krebs

We consider the double functional nonparametric regression model , where the response variable is Hilbert space-valued and the covariate takes values in a pseudom…

math.ST2017★ 1 cited

A Note on Exponential Inequalities in Hilbert Spaces for Spatial Processes with Applications to the Functional Kernel Regression Model

Johannes T. N. Krebs

In this manuscript we present exponential inequalities for spatial lattice processes which take values in a separable Hilbert space and satisfy certain dependence conditions. We co…

math.ST2017★ 4 cited

A Bernstein Inequality For Spatial Lattice Processes

Eduardo Valenzuela-Domínguez, Johannes T. N. Krebs, Jürgen E. Franke

In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration…

math.ST2017

A Large Deviation Inequality for -mixing Time Series and its Applications to the Functional Kernel Regression Model

Johannes T. N. Krebs

We give a new large deviation inequality for sums of random variables of the form for , fixed, where the underlying process is -mix…

math.ST2017

A Bernstein Inequality For Exponentially Growing Graphs

Johannes T. N. Krebs

In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can…

math.PR2016★ 2 cited

Consistency and Asymptotic Normality of Stochastic Euler Schemes for Ordinary Differential Equations

Johannes T. N. Krebs

General stochastic Euler schemes for ordinary differential equations are studied. We give proofs on the consistency, the rate of convergence and the asymptotic normality of these p…

math.ST2016

Orthogonal Series Estimates on Strong Spatial Mixing Data

Johannes T. N. Krebs

We study a nonparametric regression model for sample data which is defined on an -dimensional lattice structure and which is assumed to be strong spatial mixing: we use design a…

math.ST2016

Nonparametric Density Estimation for Spatial Data with Wavelets

Johannes T. N. Krebs

Nonparametric density estimators are studied for -dimensional, strongly spatial mixing data which is defined on a general -dimensional lattice structure. We consider linear a…

math.ST2016

Non-parametric Regression for Spatially Dependent Data with Wavelets

Johannes T. N. Krebs

We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular -dimensional lattice structure.…