Items where department is "Statistics"

University Structure (106352) LSE (106352) Academic Departments (62972) Statistics (1721)
Number of items: 71.
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  • Alistarh, Dan, Grubic, Demjan, Liu, Jerry, Tomioka, Ryota, Vojnovic, Milan (2017). Communication-efficient stochastic gradient descent, with applications to neural networks. In Guyon, I., Luxburg, U., Bengio, S., Wallach, H., Fergus, R., Vishwanathan, S. & Garnett, R. (Eds.), Advances in Neural Information Processing Systems 30 (pp. 1707-1718). Curran Associates, Inc..
  • Shah, V., Gulikers, L., Massoulie, L., Vojnovic, Milan (2017). Adaptive matching for expert systems with uncertain task types. In Proceedings. of Allerton Conference, 2017 . Coordinated Science Laboratory University of Illinois at Urbana-Champaign.
  • Vojnovic, Milan (2017). Contest theory. Communications of the ACM, 60(5), 70-80. https://doi.org/10.1145/3012008
    • Public
  • Acciaio, Beatrice, Larsson, Martin (2017). Semi-static completeness and robust pricing by informed investors. Annals of Applied Probability, 27(4), 2270-2304. https://doi.org/10.1214/16-AAP1259
  • Acciaio, Beatrice, Larsson, Martin, Schachermayer, Walter (2017). The space of outcomes of semi-static trading strategies need not be closed. Finance and Stochastics, 21(3), 741-751. https://doi.org/10.1007/s00780-017-0329-3
  • Alistarh, Dan, Grubic, Demjan, Li, Jerry Z., Tomioka, Ryota, Vojnovic, Milan (2017). QSGD: communication-efficient SGD via gradient quantization and encoding. arXiv. picture_as_pdf
  • Anastasiou, Andreas (2017). Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables. Statistics and Probability Letters, 129, 171-181. https://doi.org/10.1016/j.spl.2017.04.022
  • Anthropelos, Michail, Kardaras, Constantinos (2017). Equilibrium in risk-sharing games. Finance and Stochastics, 21(3), 815-865. https://doi.org/10.1007/s00780-017-0323-9
  • Atkinson, Anthony C., Biswas, Atanu (2017). Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses. Computational Statistics and Data Analysis, 113, 297-310. https://doi.org/10.1016/j.csda.2016.05.022
  • Atkinson, Anthony C., Corbellini, Aldo, Riani, Marco (2017). Robust Bayesian regression with the forward search: theory and data analysis. Test, 26(4), 869-886. https://doi.org/10.1007/s11749-017-0542-6
  • Atkinson, Anthony C., Riani, Marco, Cerioli, Andrea (2017). Cluster detection and clustering with random start forward searches. Journal of Applied Statistics, 45(5), 777-798. https://doi.org/10.1080/02664763.2017.1310806
  • Atkinson, Anthony, Pedrosa, David (2017). Optimum design and sequential treatment allocation in an experiment in deep brain stimulation with sets of treatment combinations. Statistics in Medicine, 36(30), 4804-4815. https://doi.org/10.1002/sim.7493
  • Barigozzi, Matteo, Hallin, Marc (2017). Generalized dynamic factor models and volatilities estimation and forecasting. Journal of Econometrics, 201(2), 307-321. https://doi.org/10.1016/j.jeconom.2017.08.010
  • Barigozzi, Matteo, Hallin, Marc (2017). A network analysis of the volatility of high-dimensionalfinancial series. Journal of the Royal Statistical Society. Series C: Applied Statistics, https://doi.org/10.1111/rssc.12177
  • Barrieu, Pauline, Bellamy, Nadine, Sinclair-Desgagné, Bernard (2017). Assessing contaminated land cleanup costs and strategies. Applied Mathematical Modelling, 42, 478-492. https://doi.org/10.1016/j.apm.2016.10.015
  • Baurdoux, Erik J., Palmowski, Z, Pistorius, Martijn R (2017). On future drawdowns of Lévy processes. Stochastic Processes and Their Applications, 127(8), 2679-2698. https://doi.org/10.1016/j.spa.2016.12.008
  • Bukodi, Erzsébet, Goldthorpe, John H., Kuha, Jouni (2017). The pattern of social fluidity within the British class structure: a topological model. Journal of the Royal Statistical Society. Series A: Statistics in Society, 180(3), 841-862. https://doi.org/10.1111/rssa.12234
  • Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria, Vargiolu, Tiziano (2017). Utility indifference pricing and hedging for structured contracts in energy markets. Mathematical Methods of Operations Research, 85(2), 265-303. https://doi.org/10.1007/s00186-016-0569-6
  • Campi, Luciano, Laachir, Ismail, Martini, Claude (2017). Change of numeraire in the two-marginals martingale transport problem. Finance and Stochastics, 21(2), 471-486. https://doi.org/10.1007/s00780-016-0322-2
  • Carvalho, Maria, Fankhauser, Samuel (2017). With or without you? Why the European Union’s climate targets will be harder to meet post-Brexit.
  • Cerioli, Andrea, Riani, Marco, Atkinson, Anthony C., Corbellini, Aldo (2017). The power of monitoring: how to make the most of a contaminated multivariate sample. Statistical Methods and Applications, https://doi.org/10.1007/s10260-017-0409-8
  • Chang, Jinyuan, Yao, Qiwei, Zhou, Wen (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104(1), 111 - 127. https://doi.org/10.1093/biomet/asw066
  • Chen, Yunxiao, Li, Xiaoou, Liu, Jingchen, Ying, Zhiliang (2017). Regularized latent class analysis with application in cognitive diagnosis. Psychometrika, 82(3), 660 – 692. https://doi.org/10.1007/s11336-016-9545-6 picture_as_pdf
  • Cheng, Wenqian (2017). Statistical data mining for Sina Weibo, a Chinese micro-blog: sentiment modelling and randomness reduction for topic modelling [Doctoral thesis]. London School of Economics and Political Science.
  • Cosso, Andrea, Pham, Huyên, Xing, Hao (2017). BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53(4), 1528-1547. https://doi.org/10.1214/16-AIHP762
  • Curtice, John, Fisher, Stephen, Kuha, Jouni, Mellon, Jonathan (2017). Focus: on the 2017 exit poll - another surprise, another success. Discover Society, (46),
  • Curtice, John, Fisher, Stephen, Kuha, Jouni, Mellon, Jonathan (2017). Surprise, surprise! (again): the 2017 British general election exit poll. Significance, 14(4), 26-29. https://doi.org/10.1111/j.1740-9713.2017.01054.x
  • Dassios, Angelos, Lim, Jia Wei (2017). An analytical solution for the two-sided Parisian stopping time, its asymptotics and the pricing of Parisian options. Mathematical Finance, 27(2), 604-620. https://doi.org/10.1111/mafi.12091
  • Dassios, Angelos, Lim, Jia Wei (2017). An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion. Methodology and Computing in Applied Probability, 20(1), 189-204. https://doi.org/10.1007/s11009-017-9542-y
  • Dassios, Angelos, Zhao, Hongbiao (2017). Efficient simulation of clustering jumps with CIR intensity. Operations Research, 65(6), 1494-1515. https://doi.org/10.1287/opre.2017.1640
  • Dassios, Angelos, Zhao, Hongbiao (2017). A generalised contagion process with an application to credit risk. International Journal of Theoretical and Applied Finance, 20(1). https://doi.org/10.1142/S0219024917500030
  • Ding, Yew Y., Kuha, Jouni, Murphy, Michael (2017). Multidimensional predictors of physical frailty in older people: identifying how and for whom they exert their effects. Biogerontology, 18(2), 237-252. https://doi.org/10.1007/s10522-017-9677-9
  • Ding, Yew Y., Kuha, Jouni, Murphy, Michael J. (2017). Pathways from physical frailty to activity limitation in older people: identifying moderators and mediators in the English longitudinal study of ageing. Experimental Gerontology, 98, 169-176. https://doi.org/10.1016/j.exger.2017.08.029
  • Dueñas, Marco, Mastrandrea, Rossana, Barigozzi, Matteo, Fagiolo, Giorgio (2017). Spatio-temporal patterns of the international merger and acquisition network. Scientific Reports, 7(10789). https://doi.org/10.1038/s41598-017-10779-z
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Gaboardi, Marco, Skinner, Chris J. (2017). Special issue on the theory and practice of differential privacy. Journal of Privacy and Confidentiality, 7(2).
  • Gao, Wei, Bergsma, Wicher, Yao, Qiwei (2017). Estimation for dynamic and static panel probit models with large individual effects. Journal of Time Series Analysis, 38(2), 266-284. https://doi.org/10.1111/jtsa.12178
  • Guasoni, Paolo, Muhle-Karbe, Johannes, Xing, Hao (2017). Robust portfolios and weak incentives in long-run investments. Mathematical Finance, 27(1), 3-37. https://doi.org/10.1111/mafi.12087
  • Idowu, Victory (2017-06-05 - 2017-06-07) B4: Reducing Model Risk With Goodness-of-fit [Other]. The Institute and Faculty of Actuaries Joint Risk, Investment, Pensions Conference 2017, Newport, United Kingdom, GBR.
  • Idowu, Victory (2017-07-03 - 2017-07-05) Dependency elicitation using expert judgement [Other]. The state of the art in the use of expert judgement in risk and decision analyses, Delft, Netherlands, NLD.
  • Idowu, Victory (2017-06-08) Modelling expert judgement through fuzzy logic in R [Other]. R In Insurance 2017, Paris, France, FRA.
  • Idowu, Victory (2017). The model validator’s manifesto. Actuaries Digital,
  • Kardaras, Constantinos, Obłój, Jan, Platen, Eckhard (2017). The numéraire property and long-term growth optimality for drawdown-constrained investments. Mathematical Finance, 27(1), 68-95. https://doi.org/10.1111/mafi.12081
  • Kardaras, Constantinos, Robertson, Scott (2017). Continuous-time perpetuities and time reversal of diffusions. Finance and Stochastics, 21(1), 65-110. https://doi.org/10.1007/s00780-016-0308-0
  • Korkas, Karolos K., Fryzlewicz, Piotr (2017). Multiple change-point detection for non-stationary time series using wild binary segmentation. Statistica Sinica, 27(1), 287-311. https://doi.org/10.5705/ss.202015.0262
  • Kotecha, Meena (2017). Beyond teaching excellence. Open Forum Events,
  • Lam, Clifford, Feng, Phoenix, Hu, Charlie (2017). Nonlinear shrinkage estimation of large integrated covariance matrices. Biometrika, 104(2), 481-488. https://doi.org/10.1093/biomet/asx021
  • Lawson, Nuanpan, Skinner, Chris (2017). Estimation of a cluster-level regression model under nonresponse within clusters. Metron, 75(3), 319-331. https://doi.org/10.1007/s40300-017-0120-4
  • Liu, Shiju (2017). Excursions of risk processes with inverse gaussian processes and their applications in insurance [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.ot41ge7e6wcl
  • Malesios, C, Demiris, N, Kalogeropoulos, K, Ntzoufras, I (2017). Bayesian epidemic models for spatially aggregated count data. Statistics in Medicine, 36(20), 3216-3230. https://doi.org/10.1002/sim.7364
  • Mavridis, Dimitris, Moustaki, Irini, Wall, Melanie, Salanti, Georgia (2017). Detecting outlying studies in meta-regression models using a forward search algorithm. Research Synthesis Methods, 8(2), 199-211. https://doi.org/10.1002/jrsm.1197
  • Nakatudde, Nambassa (2017). Unsourced and incomplete: how referendum campaign leaflets misused statistics.
  • Oomen, Roel (2017). Execution in an aggregator. Quantitative Finance, 17(3), 383-404. https://doi.org/10.1080/14697688.2016.1201589
  • Oomen, Roel (2017). Last look. Quantitative Finance, 17(7), 1057-1070. https://doi.org/10.1080/14697688.2016.1262545
  • Peng, Liang, Yao, Qiwei (2017). Estimating conditional means with heavy tails. Statistics and Probability Letters, 127, 14-22. https://doi.org/10.1016/j.spl.2017.03.023
  • Robertson, Scott, Xing, Hao (2017). Long term optimal investment in matrix valued factor models. SIAM Journal on Financial Mathematics, 8(1), 400-434. https://doi.org/10.1137/15M1030625
  • Sankar, Subhra, Bergsma, Wicher, Dassios, Angelos (2017). Testing independence of covariates and errors in nonparametric regression. Scandinavian Journal of Statistics, 45(3), 421-443. https://doi.org/10.1111/sjos.12301
  • Sayers, A., Heron, J., Smith, A., Macdonald-Wallis, C., Gilthorpe, M., Steele, F., Tilling, K. (2017). Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP. Statistical Methods in Medical Research, 26(1), 437-452. https://doi.org/10.1177/0962280214548822
  • Sienkiewicz, Ewelina (2017). Predictability and the decay of information in mathematical and physical systems [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.896udl83lo6y
  • Skinner, Chris J. (2017). Comments on the Rao and Fuller (2017) paper. Survey Methodology, 43, 179-181.
  • Skinner, Chris J., Wakefield, Jon (2017). Introduction to the design and analysis of complex survey data. Statistical Science, 32(2), 165-175. https://doi.org/10.1214/17-STS614
  • Steele, Fiona, Clarke, Paul, Leckie, George, Allan, Julia, Johnston, Derek (2017). Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes: an application to the effects of stress on the cognitive function of nurses. Journal of the Royal Statistical Society. Series A: Statistics in Society, 180(1), 263 - 283. https://doi.org/10.1111/rssa.12191
  • Terzi, Tayfun (2017). Detecting semi-plausible response patterns [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.ujium54l0s14
  • Thomas, Will (2017). 1984: the year when young Britons started to become more Europhile than their elders.
  • Tzougas, George, Karlis, Dimitris, Frangos, Nicholas (2017). Confidence intervals of the premiums of optimal Bonus Malus Systems. Scandinavian Actuarial Journal, 2018(2), 129-144. https://doi.org/10.1080/03461238.2017.1307267
  • Vaidakis, Dennis, Moustaki, Irini, Zervas, Ioannis, Barbouni, Anastasia, Merakou, Kyriaki, Chrysi, Maria, Creatsa, George, Panoskaltsis, Theodoros (2017). Knowledge of Greek adolescents on human papilloma virus (HPV) and vaccination: A national epidemiologic study. Medicine, 96(1), e5287. https://doi.org/10.1097/MD.0000000000005287
  • Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen, Lu, Zudi (2017). A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38(2), 243-265. https://doi.org/10.1111/jtsa.12206
  • Xing, Hao (2017). Consumption investment optimization with Epstein-Zin utility in incomplete markets. Finance and Stochastics, 21(1), 227-262. https://doi.org/10.1007/s00780-016-0297-z
  • Xing, Hao (2017). Stability of the exponential utility maximization problem with respect to preferences. Mathematical Finance, 27(1), 38-67. https://doi.org/10.1111/mafi.12073
  • Zhu, Yajing, Steele, Fiona, Moustaki, Irini (2017). A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome. Structural Equation Modeling, 24(5), 643-656. https://doi.org/10.1080/10705511.2017.1324310
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  • Biagini, Sara, Bouchard, Bruno, Kardaras, Constantinos, Nutz, Marcel (2017). Robust fundamental theorem for continuous processes. Mathematical Finance, 27(4), 963-987. https://doi.org/10.1111/mafi.12110 picture_as_pdf