统计学

Existing online change-point detection (CPD) methods rely on fixed-dimensional Euclidean summaries, implicitly assuming that distributional changes are well captured by moment-based or feature-based representations. They can obscure…

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…

We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology, climate monitoring, and epidemic surveillance, yet remains…

We introduce an extension of the partitioned local depth (PaLD) algorithm that is adapted to online applications such as semi-supervised prediction. PaLD is best known for unsupervised, parameter-free clustering, but its robustness is based…

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

The inconsistency of pairwise comparisons remains difficult to interpret in the absence of acceptability thresholds. The popular 10% cut-off rule proposed by Saaty has recently been applied to incomplete pairwise comparison matrices, which…

Conformal prediction offers finite-sample coverage guarantees under minimal assumptions. However, existing methods treat the entire modeling process as a black box, overlooking opportunities to exploit and understand modular structure. We…

This study introduces a deep learning framework for the inferential exploration of latent representations in 3D brain MRI, leveraging a simple convolutional autoencoder with a hierarchical encoder and a compact latent space. Trained on…

Integrating energy islands into the European electricity market is a key challenge for the energy transition. This study investigates the impact of the Sorgente-Rizziconi interconnector on electricity price volatility in Sicily. Before its…

Gaussian processes are flexible, probabilistic, non-parametric models widely used in machine learning and statistics. However, their scalability to large data sets is limited by computational constraints. To overcome these challenges, we…

This paper presents a robust method for estimating copula models to evaluate dependence between failure modes in one-shot devices-systems designed for single use and destroyed upon activation. Traditional approaches, such as maximum…

We present a novel Bayesian approach for high-dimensional grouped regression under sparsity. We leverage a sparse projection method that uses a sparsity-inducing map to derive an induced posterior on a lower-dimensional parameter space. Our…

We study offline dynamic pricing when historical data provide incomplete coverage of the price space such that some candidate prices, including the optimal one, may be entirely unobserved. This setting is common in practice and is…

This paper presents a Bayesian framework for inferring the posterior of the augmented state of a target, incorporating its underlying goal or intent, such as any intermediate waypoints and/or the final destination. Thus, it is for joint…

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Nowcasting and forecasting of infectious diseases have become increasingly important since the SARS-CoV-2 pandemic. In particular, methods for modeling the composition of circulating variants at a given time have seen more use in part due…

A popular class of priors for symmetric positive-definite matrices assumes independent entries and adds a truncation to ensure positive-definiteness. While conceptually simple and often computationally convenient, unless done carefully this…

We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…

The Hilbert-Schmidt Independence Criterion (HSIC) and its joint-independence extension $d\mathrm{HSIC}$ are degenerate $V$-statistics whose data-dependent weighted-$\chi^2$ null limits force a permutation calibration that multiplies the…

Shilling is the use of artificial bids to make competition appear stronger and push prices upward. We study repeated first-price auctions in which shilling affects feedback but not allocation: the learner wins or loses against the real…