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09/05/2023
Multivariate Matérn Models – A Spectral Approach
The classical Matérn model has been a staple in spatial statistics. Nove...
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02/04/2023
Spectral Density Estimation of Function-Valued Spatial Processes
The spectral density function describes the second-order properties of a...
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11/09/2022
Detection of Sparse Anomalies in High-Dimensional Network Telescope Signals
Network operators and system administrators are increasingly overwhelmed...
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11/08/2022
A multivariate functional-data mixture model for spatio-temporal data: inference and cokriging
In this paper, we introduce a model for multivariate, spatio-temporal fu...
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10/28/2020
Tangent fields, intrinsic stationarity, and self-similarity
This paper studies the local structure of continuous random fields on ℝ^...
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06/09/2020
A functional-data approach to the Argo data
The Argo data is a modern oceanography dataset that provides unprecedent...
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10/09/2019
On the rate of concentration of maxima in Gaussian arrays
Recently in Gao and Stoev (2018) it was established that the concentrati...
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02/15/2019
Distributionally Robust Inference for Extreme Value-at-Risk
Under general multivariate regular variation conditions, the extreme Val...
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12/07/2018
Principal components analysis of regularly varying functions
The paper is concerned with asymptotic properties of the principal compo...
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11/13/2018
Fundamental Limits of Exact Support Recovery in High Dimensions
We study the support recovery problem for a high-dimensional signal obse...
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08/23/2018
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
We introduce a trimmed version of the Hill estimator for the index of a ...
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06/24/2013