activity
20092024
most citedProperties and numerical evaluation of the Rosenblatt distribution

66 citations · 91 across the 8 of their papers we have counts for

collaborators

8 papers

stat.AP2024★ 1 cited

Implementing Bayesian inference on a stochastic CO2-based grey-box model for assessing indoor air quality in Canadian primary schools

Shujie Yan, Jiwei Zou, Chang Shu +11

The COVID-19 pandemic brought global attention to indoor air quality (IAQ), which is intrinsically linked to clean air change rates. Estimating the air change rate in indoor enviro…

physics.ao-ph2022★ 1 cited

A Deep Learning-based Velocity Dealiasing Algorithm Derived from the WSR-88D Open Radar Product Generator

Mark S. Veillette, James M. Kurdzo, Phillip M. Stepanian +3

Radial velocity estimates provided by Doppler weather radar are critical measurements used by operational forecasters for the detection and monitoring of life-impacting storms. The…

cs.LG2019★ 20 cited

Distributed Deep Learning for Precipitation Nowcasting

Siddharth Samsi, Christopher J. Mattioli, Mark S. Veillette

Effective training of Deep Neural Networks requires massive amounts of data and compute. As a result, longer times are needed to train complex models requiring large datasets, whic…

math.ST2013★ 66 cited

Properties and numerical evaluation of the Rosenblatt distribution

Mark S. Veillette, Murad S. Taqqu

This paper studies various distributional properties of the Rosenblatt distribution. We begin by describing a technique for computing the cumulants. We then study the expansion of…

math.PR2010★ 1 cited

Berry-Esseen and Edgeworth approximations for the tail of an infinite sum of weighted gamma random variables

Mark S. Veillette, Murad S. Taqqu

Consider the sum , where are i.i.d.~gamma random variables with shape parameter , and the 's are predetermined we…

math.PR2010★ 2 cited

Distribution functions of Poisson random integrals: Analysis and computation

Mark S. Veillette, Murad S. Taqqu

We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where is a Poisson…