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The wild bootstrap is the resampling method of choice in survival analytic applications. Theoretic justifications rely on the assumption of existing intensity functions which is equivalent to an exclusion of ties among the event times.…
Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…
There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been defined in terms of the coefficients of the full regression…
Kotlarski's identity has been widely used in applied economic research. However, how to conduct inference based on this popular identification approach has been an open question for two decades. This paper addresses this open problem by…
We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…
Feedforward steering control is a key component of hierarchical control architectures for autonomous racing. The goal is to reduce steering corrections from the feedback controllers by predicting the vehicle's inverse lateral dynamics. This…
The Fractional Fourier Transform (FrFT) has widespread applications in areas like signal analysis, Fourier optics, diffraction theory, etc. The Holomorphic Fractional Fourier Transform (HFrFT) proposed in the present paper may be used in…
Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…
We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…
Dynamic functional connectivity is an effective measure for the brain's responses to continuous stimuli. We propose an inferential method to detect the dynamic changes of brain networks based on time-varying graphical models. Whereas most…
The stochastic leverage effect, defined as the standardized covariation between the returns and their related volatility, is analyzed in a stochastic volatility model set-up. A novel estimator of the effect is defined using a pre-estimation…
Many dedicated embedded processors do not have memory or computational resources to coexist with traditional (host-based) security solutions. As a result, there is interest in using out-of-band analog side-channel measurements and their…
Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric…
Ventricular Fibrillation (VF), one of the most dangerous arrhythmias, is responsible for sudden cardiac arrests. Thus, various algorithms have been developed to predict VF from Electrocardiogram (ECG), which is a binary classification…
This paper is concerned with false discovery rate (FDR) control in large-scale multiple testing problems. We first propose a new data-driven testing procedure for controlling the FDR in large-scale t-tests for one-sample mean problem. The…
In recurrent survival analysis where the event of interest can occur multiple times for each subject, frailty models play a crucial role by capturing unobserved heterogeneity at the subject level within a population. Frailty models…
A possible way to extract information about the reversible dissociation of a molecular adhesion bond from force fluctuations observed in force ramp experiments is discussed. For small loading rates the system undergoes a limited number of…
The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…
We present a head-related transfer function (HRTF) estimation method which relies on a data-driven prior given by a score-based diffusion model. The HRTF is estimated in reverberant environments using natural excitation signals, e.g. human…