46 citations · 100 across the 18 of their papers we have counts for
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stat.OT2025
Change, dependence, and discovery: Celebrating the work of T.L. Lai
Alexander G. Tartakovsky, Jay Bartroff, Cheng-Der Fuh +1
Tze Leung Lai made seminal contributions to sequential analysis, particularly in sequential hypothesis testing, changepoint detection and nonlinear renewal theory. His work establi…
stat.CO2025
Efficient importance sampling for copula models
Siang Cheng, Cheng-Der Fuh, Tianxiao Pang
In this paper, we propose an efficient importance sampling algorithm for rare event simulation under copula models. In the algorithm, the derived optimal probability measure is bas…