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researcher

Michael Roberts

3 papers hereh-index 339 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.ST1
  • q-fin.MF1
  • stat.ME1
same name
  • Michael Roberts — 5 papers, h 2
  • Michael Roberts — 4 papers, h 3
  • Michael Roberts — 2 papers, h 3
  • Michael Roberts — 1 paper, h 7
  • Michael Roberts — 1 paper, h 3
  • Michael Roberts — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20192026
most citedSequential hypothesis testing in machine learning, and crude oil price jump size detection

23 citations · 38 across the 3 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2020★ 23 cited

Sequential hypothesis testing in machine learning, and crude oil price jump size detection

Michael Roberts, Indranil SenGupta

In this paper we present a sequential hypothesis test for the detection of general jump size distrubution. Infinitesimal generators for the corresponding log-likelihood ratios are…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.