activity
20182023
most citedMonotone Least Squares and Isotonic Quantiles

20 citations · 42 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ME2023

Quick Adaptive Ternary Segmentation: An Efficient Decoding Procedure For Hidden Markov Models

Alexandre Mösching, Housen Li, Axel Munk

Hidden Markov models (HMMs) are characterized by an unobservable Markov chain and an observable process -- a noisy version of the hidden chain. Decoding the original signal from th…

math.ST2022★ 1 cited

On Stochastic Orders and Total Positivity

Lutz Duembgen, Alexandre Moesching

The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a…

math.ST2020★ 2 cited

Estimation of a Likelihood Ratio Ordered Family of Distributions

Alexandre Mösching, Lutz Duembgen

Consider bivariate observations with unknown conditional distributions of , given that . The goal is…

math.ST2020★ 17 cited

Accelerating the pool-adjacent-violators algorithm for isotonic distributional regression

Alexander Henzi, Alexandre Moesching, Lutz Duembgen

In the context of estimating stochastically ordered distribution functions, the pool-adjacent-violators algorithm (PAVA) can be modified such that the computation times are reduced…

math.ST2019★ 20 cited

Monotone Least Squares and Isotonic Quantiles

Alexandre Mösching, Lutz Duembgen

We consider bivariate observations such that, conditional on the , the are independent random variables with distribution functions $F_{X_…

stat.CO2018★ 2 cited

Active set algorithms for estimating shape-constrained density ratios

Lutz Duembgen, Alexandre Moesching, Christof Straehl

In many instances, imposing a constraint on the shape of a density is a reasonable and flexible assumption. It offers an alternative to parametric models which can be too rigid and…