Publications by YoungStatS

The scaling limit of Baxter permutations

01.07.2023

Meanders, monotone meanders, and Baxter permutations Versions of the following question can be traced back at least to the work of Henri Poincaré (Poincaré (1912)): In how many ways a simple loop in the plane can cross a line a specified number of times? Despite many efforts, this question remains open after more than a century. Let us start by m...

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Bayesian nonparametric modeling of conditional multidimensional dependence structures

18.05.2023

Overview In many real data applications we are often required to model jointly \(d\geq 3\) continuous random variables, denoted as \(Y_1,\dots,Y_d\) . The multivariate distribution, which allows us to describe the joint behaviour of those variables, can be denoted as \(F(Y_1,\dots,Y_d)=P(Y_1\le y_1,\dots,Y_d,\le y_d)\) . However, complex relations ...

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Chaotic mixing and the statistical properties of scalar turbulence

09.04.2023

Passive scalar turbulence is the study of how a scalar quantity, such as temperature or salinity, is transported by an incompressible fluid. This process is modeled by the advection diffusion equation \[\begin{equation} \partial_tg_t + u_t\cdot\nabla g_t – \kappa \Delta g_t = s_t,\label{eqAD}\tag{AD} \end{equation}\] where \(g_t\) is the scalar q...

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Recent advances in extreme value theory

03.04.2023

Recent advances in extreme value theory Thursday, April 20th, 6:00 PT / 9:00 ET / 15:00 CET Extreme value theory is concerned with the accurate statistical assessment of the risk of rare events. Such extreme events have small occurrence probabilities but often entail large economic and ecological costs in addition to their potential for severe imp...

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Log-modulated rough stochastic volatility models

13.03.2023

Rough Volatility New insights about the regularity of the instantaneous variance obtained from realized variance data (see Gatheral, Jaisson, and Rosenbaum (2018), Bennedsen, Lunde, and Pakkanen (2021, to appear), Fukasawa, Takabatake, and Westphal (2019)), have inspired the development of so-called rough stochastic volatility models in the financi...

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Procrustes Analysis for High-Dimensional Data

01.03.2023

Overview The Procrustes problem aims to match matrices using similarity transformations (i.e., rotation, reflection, translation, and scaling transformations) to minimize their Frobenius distance. It allows the comparison of matrices with dimensions defined in an arbitrary coordinate system. This method raised the interest of applied researchers, h...

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Distribution generalization in causal inference

27.02.2023

Distribution generalization in causal inference Monday, March 20th, 2023, 7:00 PT / 10:00 ET / 15:00 CET 1st joint webinar of the IMS New Researchers Group, Young Data Science Researcher Seminar Zürich and the YoungStatS Project. When & Where: Monday, March 20th, 2023, 7:00 PT / 10:00 ET / 15:00 CET Online, via Zoom. The registration form is ava...

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Asymptotic Statistics in Non-Sparse Networks

25.02.2023

Exchangeable arrays have been studied since the late 70’s (Aldous (1983), Kallenberg (2005)). Eagleson and Weber (1978) and Silverman (1976) establish Strong Law of Large Numbers and Central Limit Theorems for such arrays. Because non-sparse networks and multiway clustering are related to exchangeable arrays, they have received recent attention i...

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Fitting robust non-Gaussian models in Stan and R-INLA

18.01.2023

Overview Traditionally the excitation noise of spatial and temporal models is Gaussian. Take, for instance, an AR1 (autoregressive of order 1) process, where the increments \(x_{i+1}-\rho x_i, \ \ |\rho|<1\) are assumed to follow a Gaussian distribution. However, it is easy to find datasets that contain inherently non-Gaussian features, such as s...

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Some Recent Developments in Mixture Cure Model Methodology for Survival Analysis

29.10.2022

Abstract The mixture cure model in survival analysis has received large and growing attention in the last few decades. Here we present an overview drawing together early results and some recent new developments, and pointing out areas where further work is needed. Introduction: the Mixture Cure Model In certain clinical trials or observational s...

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