• Corpus ID: 195943313

Computational statistics & data analysis

@inproceedings{ScienceDirect1983ComputationalS,
  title={Computational statistics \& data analysis},
  author={ScienceDirect},
  year={1983}
}
Autoencoding Binary Classifiers for Supervised Anomaly Detection
TLDR
The proposed Autoencoding Binary Classifiers (ABC) is a probabilistic binary classifier that effectively exploits the label information, where normal data points are modeled using the AE as a component and achieves higher detection performance than existing supervised and unsupervised methods.
Hierarchical Electricity Time Series Forecasting for Integrating Consumption Patterns Analysis and Aggregation Consistency
TLDR
This paper presents a novel hierarchical forecasting method with consumption hierarchical aggregation constraints to improve the electricity demand predictions of the bottom level, followed by a ``bottom-up" method to obtain forecasts of the geographical higher levels.
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
TLDR
This investigation shows that non‐simplified vine copulas can exhibit arbitrarily irregular shapes, whereas simplified vine copula appear to be smooth extrapolations of their bivariate margins to three dimensions.
An Accelerated Failure Time Regression Model for Illness-Death Data: A Frailty Approach
This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces
Model diagnostic procedures for copula-based Markov chain models for statistical process control
TLDR
Two different approaches for model diagnostic procedures for copula-based Markov chain models are developed, each employing a formal test based on the Kolmogorov-Smirnov or the Cramér-von Mises statistics with aid of a parametric bootstrap to examine the Markov property in the model.
Approximate Optimal Transport for Continuous Densities with Copulas
TLDR
Empirical results demonstrate that the novel Cop-OT can gain more accurate approximations to continuous OT values than the state-of-the-art baselines and can be efficiently solved by stochastic optimization with less time and memory requirements.
Credit Risk Migration and Economic Cycles
The misestimation of rating transition probabilities may lead banks to lend money incoherently with borrowers’ default trajectory, causing both a deterioration in asset quality and higher system
Long-term prediction intervals of economic time series
We construct long-term prediction intervals for time-aggregated future values of univariate economic time series. We propose computational adjustments of the existing methods to improve coverage
Joint Inference for Competing Risks Survival Data
ABSTRACT This article develops joint inferential methods for the cause-specific hazard function and the cumulative incidence function of a specific type of failure to assess the effects of a variable
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