Recent Articles

Open access

ISSN: 3051-3901

Autocorrelation test under frequent mean shifts

Testing for the presence of autocorrelation is a fundamental problem in time series analysis. Classical methods such as the Box–Pierce test rely on the assumption of stationarity, necessitating the...

Network perturbation aggregation for graphon estimation

In recent years, various methods have been proposed to estimate the edge probability under the graphon model given a single observed network. Since the presence or absence of edges in the observed network...

Distributed inference for high-dimensional convoluted rank regression

Convoluted rank regression is recently developed as a powerful tool to deal with outliers and heavy-tailed noise data. However, there is still a lack of suitable methods for convoluted rank regression...

Varying coefficient tensor regression

We propose a new varying coefficient model for tensor data regression analysis. To manage the complexity of multi-dimensional tensors, we first employ a tensor partitioning strategy to reduce dimensionality,...

Robust spectral watermark for synthetic tabular data

The rise of generative AI has enabled the production of high-fidelity synthetic tabular data across fields such as healthcare, finance, and public policy, raising growing concerns about data provenance...

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