| Publication | Date of Publication | Type |
|---|
| Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy | 2024-11-14 | Paper |
| Propensity score methods for merging observational and experimental datasets | 2024-10-22 | Paper |
| The square root rule for adaptive importance sampling | 2024-09-08 | Paper |
| Combining observational and experimental datasets using shrinkage estimators | 2024-08-19 | Paper |
| Art Owen's contribution to the discussion of `Estimating means of bounded random variables by betting' by Waudby-Smith and Ramdas | 2024-07-09 | Paper |
| Super-polynomial accuracy of multidimensional randomized nets using the median-of-means | 2024-06-27 | Paper |
| On Dropping the First Sobol’ Point | 2024-02-14 | Paper |
| A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model | 2024-01-16 | Paper |
| Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy | 2023-09-08 | Paper |
| A general characterization of optimal tie-breaker designs | 2023-08-31 | Paper |
| Gain coefficients for scrambled Halton points | 2023-08-15 | Paper |
| Preintegration via Active Subspace | 2023-03-31 | Paper |
| Mean dimension of radial basis functions | 2023-02-19 | Paper |
| The nonzero gain coefficients of Sobol's sequences are always powers of two | 2023-02-17 | Paper |
| The Sign of the Logistic Regression Coefficient | 2023-02-15 | Paper |
| What makes you unique? | 2023-02-03 | Paper |
| Kernel regression analysis of tie-breaker designs | 2023-02-03 | Paper |
| Super-polynomial accuracy of one dimensional randomized nets using the median of means | 2022-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5053263 | 2022-12-06 | Paper |
| Detecting multiple replicating signals using adaptive filtering procedures | 2022-11-02 | Paper |
| Scalable logistic regression with crossed random effects | 2022-10-18 | Paper |
| Super-polynomial accuracy of multidimensional randomized nets using the median-of-means | 2022-08-09 | Paper |
| Backfitting for large scale crossed random effects regressions | 2022-03-23 | Paper |
| Pre-integration via Active Subspaces | 2022-02-05 | Paper |
| Super-polynomial accuracy of one dimensional randomized nets using the median-of-means | 2021-11-24 | Paper |
| Where are the logs? | 2021-10-12 | Paper |
| Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification | 2021-06-23 | Paper |
| The nonzero gain coefficients of Sobol's sequences are always powers of two | 2021-06-19 | Paper |
| A Strong Law of Large Numbers for Scrambled Net Integration | 2021-06-09 | Paper |
| Scalable logistic regression with crossed random effects | 2021-05-28 | Paper |
| ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS | 2021-04-27 | Paper |
| Density Estimation by Randomized Quasi-Monte Carlo | 2021-04-13 | Paper |
| Quasi-Newton Quasi-Monte Carlo for variational Bayes | 2021-04-06 | Paper |
| Kernel regression analysis of tie-breaker designs | 2021-01-23 | Paper |
| Optimizing the tie-breaker regression discontinuity design | 2020-11-05 | Paper |
| Mean Dimension of Ridge Functions | 2020-04-17 | Paper |
| A strong law of large numbers for scrambled net integration | 2020-02-18 | Paper |
| Comment: unreasonable effectiveness of Monte Carlo | 2019-09-27 | Paper |
| Admissibility in Partial Conjunction Testing | 2019-08-19 | Paper |
| Extensible Grids: Uniform Sampling on a Space Filling Curve | 2019-06-12 | Paper |
| Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives | 2019-03-22 | Paper |
| Permutation p-value approximation via generalized Stolarsky invariance | 2019-03-14 | Paper |
| Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components | 2019-03-01 | Paper |
| Importance sampling the union of rare events with an application to power systems analysis | 2019-02-14 | Paper |
| Quasi-Monte Carlo for an Integrand with a Singularity Along a Diagonal in the Square | 2019-01-22 | Paper |
| Bi-cross-validation for factor analysis | 2018-10-02 | Paper |
| Variance with alternative scramblings of digital nets | 2018-06-12 | Paper |
| Single Nugget Kriging | 2018-05-09 | Paper |
| On Shapley Value for Measuring Importance of Dependent Inputs | 2018-04-19 | Paper |
| Better estimation of small sobol' sensitivity indices | 2018-04-16 | Paper |
| Confounder adjustment in multiple hypothesis testing | 2017-12-22 | Paper |
| Scrambled geometric net integration over general product spaces | 2017-05-23 | Paper |
| Efficient moment calculations for variance components in large unbalanced crossed random effects models | 2017-05-16 | Paper |
| Transformations and Hardy--Krause Variation | 2016-07-07 | Paper |
| Permutation p-value approximation via generalized Stolarsky invariance | 2016-03-09 | Paper |
| A constraint on extensible quadrature rules | 2016-03-02 | Paper |
| Optimal multiple testing under a Gaussian prior on the effect sizes | 2016-01-08 | Paper |
| Data enriched linear regression | 2015-06-02 | Paper |
| Low Discrepancy Constructions in the Triangle | 2015-05-27 | Paper |
| Bi-cross-validation for factor analysis | 2015-03-11 | Paper |
| Higher order Sobol' indices | 2015-03-06 | Paper |
| Sobol' indices and Shapley value | 2015-01-14 | Paper |
| Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling | 2014-10-31 | Paper |
| Variance components and generalized Sobol' indices | 2014-02-25 | Paper |
| The sign of the logistic regression coefficient | 2014-02-04 | Paper |
| Self-concordance for empirical likelihood | 2013-10-11 | Paper |
| New inputs and methods for Markov chain quasi-Monte Carlo | 2013-07-31 | Paper |
| Multidimensional variation for quasi-Monte Carlo | 2013-06-21 | Paper |
| Visualizing bivariate long-tailed data | 2013-05-28 | Paper |
| Calibration of the empirical likelihood method for a vector mean | 2013-05-27 | Paper |
| Recycling physical random numbers | 2013-05-27 | Paper |
| Construction of weakly CUD sequences for MCMC sampling | 2013-05-24 | Paper |
| Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data | 2013-03-05 | Paper |
| Moment-Based Estimation of Stochastic Kronecker Graph Parameters | 2013-02-15 | Paper |
| Correct ordering in the Zipf-Poisson ensemble | 2013-01-31 | Paper |
| Bootstrapping data arrays of arbitrary order | 2012-10-21 | Paper |
| A rotation test to verify latent structure | 2012-07-13 | Paper |
| Outlier detection using nonconvex penalized regression | 2011-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3174097 | 2011-10-12 | Paper |
| Consistency of Markov chain quasi-Monte Carlo on continuous state spaces | 2011-06-29 | Paper |
| Empirical stationary correlations for semi-supervised learning on graphs | 2010-09-10 | Paper |
| Karl Pearson's meta-analysis revisited | 2009-12-09 | Paper |
| Bi-cross-validation of the SVD and the nonnegative matrix factorization | 2009-08-14 | Paper |
| Bi-cross-validation of the SVD and the nonnegative matrix factorization | 2009-07-29 | Paper |
| Local antithetic sampling with scrambled nets | 2008-11-18 | Paper |
| A quasi-Monte Carlo Metropolis algorithm | 2008-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447530 | 2008-03-20 | Paper |
| The pigeonhole bootstrap | 2008-01-15 | Paper |
| Estimating Mean Dimensionality of Analysis of Variance Decompositions | 2007-08-20 | Paper |
| Halton Sequences Avoid the Origin | 2007-03-20 | Paper |
| On the Warnock-Halton quasi-standard error | 2006-12-06 | Paper |
| Control variates for quasi-Monte Carlo (with comments and rejoinder) | 2006-09-22 | Paper |
| Quasi-Monte Carlo for integrands with point singularities at unknown locations | 2006-08-28 | Paper |
| Variance of the Number of False Discoveries | 2005-09-01 | Paper |
| Quasi-regression with shrinkage | 2003-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801738 | 2003-04-08 | Paper |
| Assessing linearity in high dimensions. | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549511 | 2002-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4532842 | 2002-06-05 | Paper |
| Quasi-regression | 2002-05-01 | Paper |
| Empirical likelihood | 2001-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4934366 | 2000-05-11 | Paper |
| Nonparametric Likelihood Confidence Bands for a Distribution Function | 1999-11-08 | Paper |
| Scrambling Sobol' and Niederreiter-Xing points | 1999-07-19 | Paper |
| Latin supercube sampling for very high-dimensional simulations | 1999-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4212129 | 1998-10-12 | Paper |
| Scrambled net variance for integrals of smooth functions | 1998-02-18 | Paper |
| Monte Carlo Variance of Scrambled Net Quadrature | 1998-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856469 | 1996-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839975 | 1995-08-14 | Paper |
| Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays | 1995-03-01 | Paper |
| Controlling Correlations in Latin Hypercube Samples | 1995-02-23 | Paper |
| Asymptotically optimal balloon density estimates | 1995-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203559 | 1993-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011457 | 1992-09-27 | Paper |
| Empirical likelihood for linear models | 1992-06-28 | Paper |
| Empirical likelihood ratio confidence regions | 1990-01-01 | Paper |
| Empirical likelihood ratio confidence intervals for a single functional | 1988-01-01 | Paper |
| Smoothing with Split Linear Fits | 1986-01-01 | Paper |
| A neighbourhood-based classifier for landsat data | 1984-01-01 | Paper |
