Pipiras, Vladas
- Parametric multi-fidelity Monte Carlo estimation with applications to extremes
2024/10/11 by Kim, Minji, Brown, Brendan, Pipiras, Vladas · 2 citations
#FOS: Computer and information sciences #Methodology (stat.ME)
- High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
2023/01/02 by Düker, Marie-Christine, Lund, Robert, Pipiras, Vladas · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
2023/07/19 by Kim, Younghoon, Düker, Marie-Christine, Fisher, Zachary F. +1 · 1 citation
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Sampling low-fidelity outputs for estimation of high-fidelity density and its tails
2024/02/28 by Minji Kim, Kevin C. O’Connor, Kim, Minji +5 · 1 citation
Engineering · Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Industrial Vision Systems and Defect Detection #Methodology (stat.ME)
- Penalized Subgrouping of Heterogeneous Time Series
2024/09/04 by Christopher Crawford, Christopher M. Crawford, Jonathan Park +12 · 1 voice · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #Financial Risk and Volatility Modeling #Statistical Methods and Inference #stat.ME