| Publication | Date of Publication | Type |
|---|
Stratified epidemic model using a latent marked Hawkes process
Mathematical Biosciences | 2024-10-16 | Paper |
BART-based inference for Poisson processes
Computational Statistics and Data Analysis | 2023-07-07 | Paper |
Scoring predictions at extreme quantiles
AStA. Advances in Statistical Analysis | 2022-12-19 | Paper |
State-Dependent Kernel Selection for Conditional Sampling of Graphs
Journal of Computational and Graphical Statistics | 2022-03-30 | Paper |
Compound Poisson models for weighted networks with applications in finance
Mathematics and Financial Economics | 2021-05-05 | Paper |
mcunit
| 2021-04-02 | Software |
Implementing Monte Carlo tests with \(p\)-value buckets
Scandinavian Journal of Statistics | 2020-11-30 | Paper |
CASOS: a subspace method for anomaly detection in high dimensional astronomical databases
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
A simple method for implementing Monte Carlo tests
Computational Statistics | 2020-10-06 | Paper |
Unit Testing for MCMC and other Monte Carlo Methods
| 2020-01-17 | Paper |
Adjustable network reconstruction with applications to CDS exposures
Journal of Multivariate Analysis | 2019-07-02 | Paper |
The Chopthin Algorithm for Resampling
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
RMCMC: a system for updating Bayesian models
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
A Lévy-driven rainfall model with applications to futures pricing
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
QuickMMCTest: quick multiple Monte Carlo testing
Statistics and Computing | 2017-06-30 | Paper |
An omnibus CUSUM chart for monitoring time to event data
Lifetime Data Analysis | 2017-02-21 | Paper |
A framework for Monte Carlo based multiple testing
Scandinavian Journal of Statistics | 2016-12-02 | Paper |
Fast computation of high-dimensional multivariate normal probabilities
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Model checks for Cox-type regression models based on optimally weighted martingale residuals
Lifetime Data Analysis | 2015-10-15 | Paper |
Optimality of Non-Restarting CUSUM Charts
Sequential Analysis | 2015-08-24 | Paper |
MMCTest -- a safe algorithm for implementing multiple Monte Carlo tests
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
Non-restarting cumulative sum charts and control of the false discovery rate
Biometrika | 2014-04-22 | Paper |
Guaranteed conditional performance of control charts via bootstrap methods
Scandinavian Journal of Statistics | 2013-12-19 | Paper |
A Cox model with a change-point applied to an actuarial problem
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
The effect of estimation in high-dimensional portfolios
Mathematical Finance | 2013-09-04 | Paper |
An algorithm to compute the power of Monte Carlo tests with guaranteed precision
The Annals of Statistics | 2013-05-30 | Paper |
Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
Journal of the American Statistical Association | 2011-02-01 | Paper |
Checking a semiparametric additive risk model
Lifetime Data Analysis | 2007-09-10 | Paper |
Directed model checks for regression models from survival analysis
| 2006-10-10 | Paper |
On Goodness-of-Fit Tests for Aalen's Additive Risk Model
Scandinavian Journal of Statistics | 2006-05-24 | Paper |
Effects of uncertainties in components on the survival of complex systems with given dependen\-ces
| 2006-03-09 | Paper |
A non‐parametric approach to software reliability
Applied Stochastic Models in Business and Industry | 2004-11-24 | Paper |
