3 papers
stat.ME2026
Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
Léo R. Belzile, Christian Genest, Frédéric Ouimet +1
A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary…
stat.ME2026
How long should a block be?
Léo R. Belzile, Anthony C. Davison
The block maximum method, which is widely used in extreme value analysis, uses a generalized extreme value distribution to approximate that of the maximum of m observations. The qu…
stat.AP2026
A Bayesian Framework for Post-disruption Travel Time Prediction in Metro Networks
Shayan Nazemi, Aurélie Labbe, Stefan Steiner +3
Disruptions are an inherent feature of transportation systems, occurring unpredictably and with varying durations. Even after an incident is reported as resolved, disruptions can i…