168 citations · 313 across the 13 of their papers we have counts for
13 papers
Nonparametric Bayesian Calibration of Computer Models
Haiyi Shi, Lei Yang, Jiarui Chi +4
Combining field data and computer models is a crucial step for making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a…
ReBaCCA-ss: Relevance-Balanced Continuum Correlation Analysis with Smoothing and Surrogating for Quantifying Similarity Between Population Spiking Activities
Xiang Zhang, Chenlin Xu, Zhouxiao Lu +2
Quantifying similarity between population spike patterns is essential for understanding how neural dynamics encode information. Traditional approaches, which combine kernel smoothi…
With random regressors, least squares inference is robust to correlated errors with unknown correlation structure
Zifeng Zhang, Peng Ding, Wen Zhou +1
Linear regression is arguably the most widely used statistical method. With fixed regressors and correlated errors, the conventional wisdom is to modify the variance-covariance est…
Multi-Channel Factor Analysis: Identifiability and Asymptotics
Gray Stanton, David Ramírez, Ignacio Santamaria +2
Recent work by Ramírez et al. [2] has introduced Multi-Channel Factor Analysis (MFA) as an extension of factor analysis to multi-channel data that allows for latent factors common…
Detection of a structural break in intraday volatility pattern
Piotr Kokoszka, Tim Kutta, Neda Mohammadi +2
We develop theory leading to testing procedures for the presence of a change point in the intraday volatility pattern. The new theory is developed in the framework of Functional Da…
Functional diffusion driven stochastic volatility model
Piotr Kokoszka, Neda Mohammadi, Haonan Wang +1
We propose a stochastic volatility model for time series of curves. It is motivated by dynamics of intraday price curves that exhibit both between days dependence and intraday pric…