应用统计
In this work I test two calibration algorithms for the eSSVI volatility surface. The two algorithms are (i) the robust calibration algorithm proposed in Corbetta et al. (2019) and (ii) the calibration algorithm in Mingone (2022). For the…
Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says that the change is intermittent or transient. We provide an…
Because geostationary satellite (Geo) imagery provides a high temporal resolution window into tropical cyclone (TC) behavior, we investigate the viability of its application to short-term probabilistic forecasts of TC convective structure…
Tomographic reconstruction, despite its revolutionary impact on a wide range of applications, suffers from its ill-posed nature in that there is no unique solution because of limited and noisy measurements. Therefore, in the absence of…
Over 1100 students over four semesters were given the option of taking an introductory undergraduate statistics class either by in-person attendance in lectures or by taking exactly the same class (same instructor, recorded lectures,…
Open-ended questions in surveys are valuable because they do not constrain the respondent's answer, thereby avoiding biases. However, answers to open-ended questions are text data which are harder to analyze. Traditionally, answers were…
To accommodate numerous practical scenarios, in this paper we extend statistical inference for smoothed quantile estimators from finite domains to infinite domains. We accomplish the task with the help of a newly designed truncation…
The purpose of this study is to propose a new index to measure and reflect China's investment activity in time, and to analyze the changes of China's investment activity in the past five years. This study first uses the NEZHA model for…
In this paper, Poisson time series models are considered to describe the number of field goals made by a basketball team or player at both the game (within-season) and the minute (within-game) level. To deal with the existence of temporal…
The paper discusses a statistical problem related to testing for differences between two sparse networks with community structures. The community-wise edge probability matrices have entries of order $O(n^{-1}/\log n)$, where $n$ represents…
In England, it is anecdotally remarked that the number of Greggs bakeries to be found in a town is a reliable measure of the area's 'Northern-ness'. Conversely, a commercial competitor to Greggs in the baked goods and sandwiches market,…
The serial correlations of illiquid stock's price changes are studied, allowing for unconditional heteroscedasticity and time-varying zero returns probability. Depending on the set up, we investigate how the usual autocorrelations can be…
Multiple systems estimation is a key approach for quantifying hidden populations such as the number of victims of modern slavery. The UK Government published an estimate of 10,000 to 13,000 victims, constructed by the present author, as…
Background: We aimed to design a Bayesian adaption trial through extensive simulations to determine values for key design parameters, demonstrate error rates, and establish the expected sample size. The complexity of the proposed outcome…
Tuberculosis (TB) is an infectious disease transmitted through the respiratory system. China is one of the countries with a high burden of TB. Since 2004, an average of more than 800,000 cases of active TB have been reported each year in…
In this Working Paper we analyse computational strategies for using aggregated spatio-temporal population data acquired from telecommunications networks to infer travel and movement patterns between geographical regions. Specifically, we…
Dose-finding clinical trials in oncology aim to estimate the maximum tolerated dose (MTD), based on safety traditionally obtained from the clinician's perspective. While the collection of patient-reported outcomes (PROs) has been advocated…
This work examines how the dependence structures between energy futures asset prices differ in two periods identified before and after the 2008 global financial crisis. These two periods were characterised by a difference in the number of…
This paper explores the application of machine learning to enhance our understanding of water accessibility issues in underserved communities called Colonias located along the northern part of the United States - Mexico border. We analyzed…