Recent arXiv preprints

A Bayesian framework for change-point detection with uncertainty quantification

Davis Berlind, Lorenzo Cappello, Oscar Hernan Madrid Padilla

Detecting weighted hidden cliques

Urmisha Chatterjee, Karissa Huang, Ritabrata Karmakar, B. R. Vinay Kumar, Gábor Lugosi, Nandan Malhotra, Anirban Mandal, Maruf Alam Tarafdar

Orthogonal eigenvectors and singular vectors of tensors

Alvaro Ribot, Anna Seigal, Piotr Zwiernik

Linear Bandits with Non-i.i.d. Noise

Baptiste Abélès, Eugenio Clerico, Hamish Flynn, Gergely Neu

Inverse Q-Learning Done Right: Offline Imitation Learning in $Q^π$-Realizable MDPs

Antoine Moulin, Gergely Neu, Luca Viano

Distances for Markov chains from sample streams

Sergio Calo, Anders Jonsson, Gergely Neu, Ludovic Schwartz, Javier Segovia-Aguas

Differential Machine Learning for Time Series Prediction

Akash Yadav, Eulalia Nualart

Improving variable selection properties by leveraging external data

Paul Rognon-Vael, David Rossell, Piotr Zwiernik

Temporal connectivity of Random Geometric Graphs

Anna Brandenberger, Serte Donderwinkel, Céline Kerriou, Gábor Lugosi, Rivka Mitchell

Fractional interacting particle system: drift parameter estimation via Malliavin calculus

Chiara Amorino, Ivan Nourdin, Radomyra Shevchenko

Uniform temporal trees

Caelan Atamanchuk, Luc Devroye, Gábor Lugosi

Multivariate Poisson approximation of joint subgraph counts in random graphs via size-biased couplings

Eulalia Nualart, Rui-Ray Zhang

Universality of Benign Overfitting in Binary Linear Classification

Ichiro Hashimoto, Stanislav Volgushev, Piotr Zwiernik

Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity

Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter, Sarah Lemler

On the well-posedness of SPDEs with locally Lipschitz coefficients

Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart

Kinetic interacting particle system: parameter estimation from complete and partial discrete observations

Chiara Amorino, Vytautė Pilipauskaitė

Semi-parametric local variable selection under misspecification

David Rossell, Arnold Kisuk Kseung, Ignacio Saez, Michele Guindani

Discussion of Martingale Posterior Distributions

Bayesian variance change point detection with credible sets

Lorenzo Cappello, Oscar Hernan Madrid Padilla

Statistical Challenges in Tracking the Evolution of SARS-CoV-2

Lorenzo Cappello, Jaehee Kim, Sifan Liu, Julia A. Palacios

Highlighted Publications (last 5 years)

Theory

Instantaneous everywhere-blow-up of parabolic SPDEs

M. Foondun, D. Khoshnevisan, E. Nualart — Probab. Theory Relat. Fields, 2024

Non-independent component analysis

G. Mesters, P. Zwiernik — Annals of Statistics, 2024

Increasing paths in random temporal graphs

N. Broutin, N. Kamčev, G. Lugosi — Ann. Appl. Probab., 2024

Empirical risk minimisation for time series

C. Brownlees, J. Llorens-Terrazas — J. Econometrics, 2024

Semi-parametric local variable selection under misspecification

D. Rossell, A. K. Kseung, I. Saez, M. Guindani — Biometrika, 2024

Efficient coalescent model for heterochronous data

L. Cappello, A. Véber, J. A. Palacios — JASA, 2024

Total positivity in multivariate extremes

F. Röttger, S. Engelke, P. Zwiernik — Annals of Statistics, 2023

Bayesian change-point detection with spike-and-slab priors

L. Cappello, O. H. Madrid Padilla, J. A. Palacios — J. Comput. Graph. Stat., 2023

Loss function selection and the use of improper models

J. Jewson, D. Rossell. J. R. Stat. Soc. B, 2022

Locally associated graphical models and mixed convex exponential families

S. Lauritzen, P. Zwiernik. Ann. Stat., 50 (5), 2022

Multivariate mean estimation with direction-dependent accuracy

G. Lugosi, S. Mendelson. J. Eur. Math. Soc., 2022

Broadcasting on random recursive trees

L. Addario-Berry, L. Devroye, G. Lugosi, V. Velona. Ann. Appl. Probab., 2022

Concentration of posterior probabilities and normalized L₀ criteria

D. Rossell. Bayesian Anal., 17 (2), 2022

Heterogeneous large datasets integration using Bayesian factor regression

A. Avalos-Pacheco, D. Rossell, R. Savage. Bayesian Anal., 17 (1), 2022

Adaptive Preferential Sampling in Phylodynamics

L. Cappello, J. A. Palacios. J. Comput. Graph. Stat., 31 (2), 2022

Learning partial correlation graphs by covariance queries

G. Lugosi, J. Truszkowski, V. Velona, P. Zwiernik. JMLR, 22 (203), 2021

Approximate Laplace approximations for scalable model selection

D. Rossell, O. Abril, A. Bhattacharya. J. R. Stat. Soc. B, 83 (4), 2021

Robust multivariate mean estimation: the optimality of trimmed mean

G. Lugosi, S. Mendelson. Ann. Stat., 2021

Total positivity in exponential families with application to binary variables

S. Lauritzen, C. Uhler, P. Zwiernik. Ann. Stat., 49 (3), 2021

Additive Bayesian variable selection under censoring and misspecification

D. Rossell, F. J. Rubio. Statist. Sci., 38 (1), 2021

Dependence in elliptical partial correlation graphs

D. Rossell, P. Zwiernik. Electron. J. Stat., 15 (2), 2021

Noise sensitivity of the top eigenvector of a Wigner matrix

C. Bordenave, G. Lugosi, N. Zhivotovskiy. Probab. Theory Relat. Fields, 2020

Risk minimization by median-of-means tournaments

G. Lugosi, S. Mendelson. J. Eur. Math. Soc., 2020

Benign overfitting in linear regression

P. L. Bartlett, P. L. Long, G. Lugosi, A. Tsigler. PNAS, 117 (48), 2020

Applications

Graphical model inference with external network data

J. Jewson, L. Li, L. Battaglia, S. Hansen, D. Rossell, P. Zwiernik — Biometrics, 2024

Statistical challenges in tracking the evolution of SARS-CoV-2

L. Cappello, J. Kim, S. Liu, J. A. Palacios — Statistical Science, 2022

Specification analysis for technology use and teenager well-being

C. Semken, D. Rossell — JRSS C, 2022

Multi-omic strategy for COVID-19 severity

V. Parikh et al., L. Cappello, M. Ashley — Nat. Commun., 2022

Characterizing MHC-I genotype predictive power for oncogenic mutation probability in cancer patients

L. Beauchemin, M. Slifker, D. Rossell, J. Font-Burgada. Immunoinformatics, Methods & Protocols, Springer (2020)

The selection and analysis of fatty-acid ratios in marine pelagic organisms

M. Graeve, M. Greenacre. Limnol. Oceanogr. Methods 18, 196-210 (2020)

Amalgamations are valid in compositional data analysis and their log-ratios have an inverse transform

M. Greenacre. Appl. Comput. Geosci. 5, 100017 (2020)

KairosMS: A new solution for processing hyphenated UH-resolution mass-spectrometry data

R. Gavard, H. Jones, D. Palacio Lozano, M. Thomas, D. Rossell, S. Spencer, M. Barrow. Anal. Chem. 92 (5), 3775-3786 (2020)

Editorial Service

Current editorial service

Christian Brownlees: Annals of Financial Economics; Econometrics; Journal of Network Theory in Finance; Journal of Risk and Financial Management
Gábor Lugosi: Annals of Applied Probability; Journal of Machine Learning Research; Probability Theory and Related Fields
Eulàlia Nualart: Stochastic Processes and their Applications
David Rossell: Bayesian Analysis, JASA: Theory & Methods
Piotr Zwiernik: Journal of the Royal Statistical Society – Series B; Biometrika; Algebraic Statistics; Scandinavian Journal of Statistics