7 papers · 1 filter
Spatiotemporal Recognition of Abdominal Wall Layers During Optical Trocar Entry
Shreeram Athreya, Andrew Melehy, Carter Prentice +4
Objective. To evaluate whether spatial context and temporal modeling improve tissue recognition during optical trocar entry, where multiple abdominal-wall tissues may be visible si…
Bartlett Couplings of the Onion and Vine LKJ Samplers
Peter Reinhard Hansen
The extended-onion and C-vine constructions of Lewandowski, Kurowicka and Joe (2009) are standard methods for sampling from the LKJ_n(eta) distribution on correlation matrices. We…
voigtinference: Exact likelihood calculus and conditional attribution for the Voigt profile
Peter Reinhard Hansen, Chen Tong
Fast, accurate algorithms for the Faddeeva function w(z), and hence the Voigt profile K(x,a), have existed for four decades, and analytic first derivatives are available in some im…
Correlation Matrices in High Dimensions: Volume, Spectrum, and Extremes
Peter Reinhard Hansen
The set of correlation matrices, known as the elliptope, has volume decaying at the super-exponential rate . We characterize where this van…
Split-Session Cluster GARCH for Overnight and Intraday Returns: The Role of Tail Heterogeneity
Xinxian Chen, Peter Reinhard Hansen, Chen Tong
We propose the Split-Session Cluster GARCH model for heavy-tailed multivariate dependence among asset returns decomposed into overnight and intraday components. The model uses conv…
Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
Peter Reinhard Hansen, Chen Tong
The convolution of a Gaussian and a Cauchy distribution, known as the Voigt distribution, is widely used in spectroscopy and provides a natural framework for modeling heavy-tailed…
The Parabolic Mellin Transform: Gamma and Zeta Integral Representations
Peter Reinhard Hansen, Chen Tong
We introduce the Parabolic Mellin Transform (PMT), defined by , where and . Under the substitution , the ver…