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04/20/2023
Statistical inference for Gaussian Whittle-Matérn fields on metric graphs
The Whittle-Matérn fields are a recently introduced class of Gaussian pr...
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04/06/2023
Markov properties of Gaussian random fields on compact metric graphs
There has recently been much interest in Gaussian processes on linear ne...
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03/20/2023
Weak pattern convergence for SLOPE and its robust versions
The Sorted L-One Estimator (SLOPE) is a popular regularization method in...
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10/26/2022
Coordinate Descent for SLOPE
The lasso is the most famous sparse regression and feature selection met...
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05/12/2022
Gaussian Whittle-Matérn fields on metric graphs
We define a new class of Gaussian processes on compact metric graphs suc...
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06/03/2021
Efficient methods for Gaussian Markov random fields under sparse linear constraints
Methods for inference and simulation of linearly constrained Gaussian Ma...
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04/27/2021
The Hessian Screening Rule
Predictor screening rules, which discard predictors from the design matr...
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05/07/2020
The Strong Screening Rule for SLOPE
Extracting relevant features from data sets where the number of observat...
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12/11/2019
Scale invariant proper scoring rules Scale dependence: Why the average CRPS often is inappropriate for ranking probabilistic forecasts
Averages of proper scoring rules are often used to rank probabilistic fo...
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12/11/2019
Robust joint modelling of longitudinal and survival data with a time-varying degrees-of-freedom parameter
Repeated measures of biomarkers have the potential of explaining hazards...
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10/03/2019
Generalized bounds for active subspaces
The active subspace method, as a dimension reduction technique, can subs...
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04/13/2018
Infinite dimensional adaptive MCMC for Gaussian processes
Latent Gaussian processes are widely applied in many fields like, statis...
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04/07/2018
Linear Mixed-Effects Models for Non-Gaussian Repeated Measurement Data
We consider the analysis of continuous repeated measurement outcomes tha...
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07/07/2016