activity
20102021
most citedOn some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh

4 citations · 6 across the 4 of their papers we have counts for

collaborators

5 papers

q-bio.BM2021

Using Topology to Estimate Structural Similarities of Proteins

Jørgen Ellegaard Andersen, Jens Ledet Jensen, Yuki Koyanagi +2

An effective model for protein structures is important for the study of protein geometry, which, to a large extent, determine the functions of proteins. There are a number of appro…

math.PR2015

Approximating the Laplace transform of the sum of dependent lognormals

Patrick J. Laub, Søren Asmussen, Jens Ledet Jensen +1

Let be multivariate normal, with mean vector and covariance matrix , and . The Laplac…

math.ST2014

On oracle efficiency of the ROAD classification rule

Britta Anker Bak, Jens Ledet Jensen

For high-dimensional classification Fishers rule performs poorly due to noise from estimation of the covariance matrix. Fan, Feng and Tong (2012) introduced the ROAD classifier tha…

math.PR2014★ 2 cited

Exponential Family Techniques for the Lognormal Left Tail

Soren Asmussen, Jens Ledet Jensen, Leonardo Rojas-Nandayapa

Let be lognormal with density , let and define . We study properties of the exponentially tilted density (Esscher transform) $f_θ(x) =e^{…

math.ST2010★ 4 cited

On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh

Jens Ledet Jensen

On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026--2068] [arXiv:math/0611376]