148 citations · 758 across the 35 of their papers we have counts for
37 papers
Common Drivers in Sparsely Interacting Hawkes Processes
Alexander Kreiss, Alexander Fuchs-Kreiss, Enno Mammen +1
We study a multivariate Hawkes process as a model for time-continuous relational event networks. The model does not assume the network to be known, it includes covariates, and it a…
Pure interaction effects unseen by Random Forests
Ricardo Blum, Munir Hiabu, Enno Mammen +1
Random Forests are widely claimed to capture interactions well. However, some simple examples suggest that they perform poorly in the presence of certain pure interactions that the…
Consistency of Random Forest Type Algorithms under a Probabilistic Impurity Decrease Condition
Ricardo Blum, Munir Hiabu, Enno Mammen +1
This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can…
Monitoring a developing pandemic with available data
María Luz Gámiz, Enno Mammen, María Dolores Martínez-Miranda +3
This paper addresses statistical modelling and forecasting of key indicators describing the severity of a developing pandemic, using routinely reported daily counts of infections,…
Low quality exposure and point processes with a view to the first phase of a pandemic
María Luz Gámiz, Enno Mammen, María Dolores Martínez-Miranda +1
In the early days of a pandemic there is no time for complicated data collection. One needs a simple cross-country benchmark approach based on robust data that is easy to understan…
Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures
Valentin Konakov, Enno Mammen, Lorick Huang
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that und…