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2026 (4)

Amorino C.; Nourdin I.; Shevchenko R.. Fractional interacting particle system: drift parameter estimation via Malliavin calculus. Stochastic Processes and their Applications 2026; 195.

Cappello L.; Walker S.G.. Recursive nonparametric predictive for a discrete regression model. Computational Statistics and Data Analysis 2026; 215.

Foondun M.; Khoshnevisan D.; Nualart E.. On the well-posedness of stochastic partial differential equations with locally Lipschitz coefficients. Journal of Theoretical Probability 2026; 39(2).

Foondun M; Khoshnevisan D; Nualart E. On the local well-posedness of randomly forced reaction-diffusion equations with L2 initial data and a superlinear reaction term. Probability Theory and Related Fields 2026.

2025 (33)

Addario-Berry L.; Brandenberger A.; Briend S.; Broutin N.; Lugosi G.. Leaf stripping on uniform attachment trees. Random Structures and Algorithms 2025; 67(1).

Alos E, Nualart E, Pravosud M. On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model. International Journal of Theoretical and Applied Finance 2025; 0(0).

Alos E.; Garcia-Lorite D.. On the curvature of the bachelier implied volatility. Risks 2025; 13(2).

Alos E.; Nualart E.; Pravosud M.. On the implied volatility of Inverse options under stochastic volatility models. Decisions in Economics and Finance 2025.

Alos E.; Rolloos F.; Shiraya K.. Forward Start Volatility Swaps in Rough Volatility Models. Asia-Pacific Financial Markets 2025.

Amorino C.; Gloter A.. Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime. Annales de l'institut Henri Poincare (B) Probability and Statistics 2025; 61(4): 2866-2910.

Amorino C.; Gloter A.. Minimax rate for multivariate data under componentwise local differential privacy constraints. Annals of Statistics 2025; 53(3): 1176-1202.

Amorino C.; Gloter A.. Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Hölder classes. Scandinavian Journal of Statistics 2025; 52: 185-248.

Amorino C.; Gloter A.; Halconruy H.. Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP. Stochastic Processes and their Applications 2025; 181(0).

Amorino, Chiara; Belomestny, Denis; Pilipauskaite, Vytaute; Podolskij, Mark; Zhou, Shi-Yuan. Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs. Probability Theory and Related Fields 2025; 193: 539-584.

Amorino, Chiara; Pina, Francisco; Podolskij, Mark. Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes. Electronic Journal of Statistics 2025; 19(2): 5068-5116.

Atamanchuk C.; Devroye L.; Lugosi G.. On the size of temporal cliques in subcritical random temporal graphs. Combinatorics Probability and Computing 2025.

Atamanchuk, Caelan; Devroye, Luc; Lugosi, Gábor. Uniform temporal trees. Random Structures and Algorithms 2025; 67.

Briend S.; Devroye L.; Lugosi G.. Broadcasting in random recursive dags. ESAIM - Probability and Statistics 2025; 29(0): 184-203.

Briend S.; Giraud C.; Lugosi G.; Sulem D.. Estimating the history of a random recursive tree. Bernoulli 2025; 31(4): 3260-3284.

Briend S.; Lugosi G.; Oliveira R.I.. On the Quality of Randomized Approximations of Tukey's Depth. SIAM Journal on Mathematics of Data Science 2025; 7(3): 1441-1464.

Brownlees C.; Gudmundsson G.S.. Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. Econometric Theory 2025; 1-30.

Bryant F.B.; Satorra A.. Comparing Methods of Maximum Likelihood and Unweighted Least-Squares Estimation Across Structural Equation Modeling Software Programs. Structural Equation Modeling 2025; 0(0).

Cappello L.; Lo W.T.; Zhang J.Z.; Xu P.; Barrow D.; Chopra I.; Clark A.G.; Wells M.T.; Kim J.. Bayesian phylodynamic inference of population dynamics with dormancy. Proceedings of the National Academy of Sciences of the United States of America 2025; 122(18).

Cappello L.; Madrid Padilla O.H.. Bayesian variance change point detection with credible sets. IEEE Transactions on Pattern Analysis and Machine Intelligence 2025; 47(6): 4835-4852.

Cavagnini R.; Santini A.; Schneider M.. Recent developments in location-routing problems: deterministic single-echelon, single-objective, single-period problems. European Journal of Operational Research 2025.

Delle Donne D.; Santini A.; Archetti C.. Integrating public transport in sustainable last-mile delivery: column generation approaches. European Journal of Operational Research 2025; 324(1): 75-91.

Hashimoto I, Volgushev S, Zwiernik P. Universality of Benign Overfitting in Binary Linear Classification. arXiv; 2025.

Malaguti E.; Paronuzzi P.; Santini A.. Algorithms and complexity results for the 0-1 knapsack problem with group fairness. Optimization Letters 2025.

Mandal M.P.; Santini A.; Archetti C.. Tactical workforce sizing and scheduling decisions for last-mile delivery. European Journal of Operational Research 2025; 323(1): 153-169.

Ribot A, Seigal A, Zwiernik P. Beyond independent component analysis: identifiability and algorithms. arXiv; 2025.

Ribot A, Seigal A, Zwiernik P. Orthogonal eigenvectors and singular vectors of tensors. arXiv; 2025.

Rognon-Vael P, Rossell D, Zwiernik P. Improving variable selection properties by leveraging external data. arXiv; 2025.

Rossell D.; Seong A.K.; Saez I.; Guindani M.. Semiparametric local variable selection under misspecification. Biometrika 2025; 112(2).

Santini A.. Destination selection and flight scheduling for regional airlines at slot-constrained airports. International Transactions in Operational Research 2025; 32(3): 1400-1421.

Satorra A.; Bentler P.M.. Corrigenda to Satorra, A., and Bentler, P.M. (2010), "Ensuring Positiveness of the Scaled Difference Chi-Square Test Statistic," Psychometrika, 75, pp. 243-248. DOI: 10.1007/s11336-009-9135-y). Psychometrika 2025; 90(1): 415-415.

Zhen Y, Zwiernik P. Probabilistic PCA on tensors. arXiv; 2025.

Zwiernik P.. Entropic covariance models. Annals of Statistics 2025; 53(4): 1371-1405.

2024 (18)

Alòs E, Nualart E, Pravosud M. On the Implied Volatility of Asian Options Under Stochastic Volatility Models. Applied Mathematical Finance 2024.

Alòs E; Coulon M. On the optimal choice of strike conventions in exchange option pricing. Mathematics 2024; 12(19).

Amorino, Chiara; Jaramillo, Arturo; Podolskij, Mark. Optimal estimation of the local time and the occupation time measure for an a-stable Lévy process. Modern Stochastics: Theory and Applications 2024; 11(2): 149-168.

Böröczky KJ, Lugosi G, Reitzner M. Facets of high-dimensional Gaussian polytopes. Journal of Geometric Analysis 2024; 34.

Broutin N, Devroye L, Lugosi G, Oliveira RI. Subtractive random forests. Alea (Rio de Janeiro) 2024; 21(0): 575-591.

Brownlees C.; Llorens-Terrazas J.. Empirical risk minimization for time series: Nonparametric performance bounds for prediction. Journal of Econometrics 2024; 244(1).

Carter J.S.; Rossell D.; Smith J.Q.. Partial correlation graphical LASSO. Scandinavian Journal of Statistics 2024; 0(0): 1-32.

Casanellas M, Garrote-López M, Zwiernik P. Identifiability in Robust Estimation of Tree-Structured Models. Bernoulli 2024; 30(1): 1-21.

Devroye L, Lugosi G, Zwiernik P. Learning latent tree models with small query complexity. arXiv; 2024.

Devroye L, Lugosi G, Zwiernik P. Property testing in graphical models: testing small separation numbers. arXiv; 2024.

Foondun M.; Khoshnevisan D.; Nualart E.. Instantaneous everywhere-blowup of parabolic SPDEs. Probability Theory and Related Fields 2024.

Garriga R, Gómez V, Lugosi G. Individualized post-crisis monitoring of psychiatric patients via Hidden Markov models. Frontiers in Digital Health 2024; (6).

Grunsky E, Greenacre M, Kjarsgaard B. GeoCoDA: Recognizing and validating structural processes in geochemical data. A workflow on compositional data analysis in lithogeochemistry. Applied Computing and Geosciences 2024; 22.

Jewson, Jack; Li, Li; Battaglia, Laura; Hansen, Stephen; Rossell, David; Zwiernik, Piotr. Graphical model inference with external network data. Biometrics 2024; 80(4).

Lugosi G, Mendelson S. Multivariate mean estimation with direction-dependent accuracy. Journal of the European Mathematical Society 2024; 26(6): 2211-2247.

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M, et al.. Nonstandard errors. Journal of Finance 2024; 79(3): 2339-2390.

Mesters G, Zwiernik P. Non-Independent Component Analysis. Annals of Statistics 2024; 52(6): 2506-2528.

Sierra L, Casanellas M, Zwiernik P. Tensors in algebraic statistics. arXiv; 2024.

2023 (15)

Alos E.; Antonelli F.; Ramponi A.; Scarlatti S.. CVA in fractional and rough volatility models. Applied Mathematics and Computation 2023; (442).

Alos E.; Garcia-Lorite D.; Pravosud M.. On the Skew and Curvature of the Implied and Local Volatilities. Applied Mathematical Finance 2023; 30(1): 47-67.

Briend S, Calvillo F, Lugosi G. Archaeology of random recursive dags and Cooper-Frieze random networks. Combinatorics Probability and Computing 2023; 32(6): 859-873.

Cappello L.; Kim J.; Palacios J.A.. adaPop: bayesian inference of dependent population dynamics in coalescent models. PLOS Computational Biology 2023; 19(3): 1-16.

Cappello L.; Madrid Padilla O.H.; Palacios J.A.. Bayesian Change Point Detection with Spike-and-Slab Priors. Journal of Computational and Graphical Statistics 2023; 32(4): 1488-1500.

Devroye L, Lattanzi S, Lugosi G, Zhivotovskiy N. On mean estimation for heteroscedastic random variables. Annales de l'institut Henri Poincare (B) Probability and Statistics 2023; 59(1): 1-20.

Khaleghi A, Lugosi G. Inferring the mixing properties of a stationary ergodic process from a single sample-path. IEEE Transactions on Information Theory 2023; 1-1.

Llorens-Terrazas J.; Brownlees C.. Projected Dynamic Conditional Correlations. International Journal of Forecasting 2023; 39(4): 1761-1776.

Lodhia A, Hütter JC, Uhler C, Zwiernik P. Positivity in Linear Gaussian Structural Equation Models. arxiv; 2023.

Oller J.M.; Satorra A.; Tobeña A.. Hibernation of Secession Tensions in Catalonia: Attenuation Trends on Antagonistic Alignments. Genealogy 2023; 7(2).

Rey F, Cartaxana P, Aveiro S, Greenacre M, Melo T, Domingues P, et al. Light modulates the lipidome of the photosynthetic sea slug Elysia timida. Biochim. Biochimica et Biophysica Acta - Molecular and Cell Biology of Lipids 2023; 1868(2).

Rossell D.. David Rossell's contribution to the Discussion of Martingale Posterior Distributions by Fong, Holmes and Walker. Journal of the Royal Statistical Society. Series B: Statistical Methodology 2023; 85(5): 1408-1409.

Rossell D.; Rubio F.J.. Additive Bayesian Variable Selection under Censoring and Misspecification. Statistical Science 2023; 38(1): 13-29.

Röttger F, Engelke S, Zwiernik P. Total Positivity in Multivariate Extremes. Annals of Statistics 2023; 51(3): 962-1004.

Zwiernik P. Entropic covariance models. arxiv; 2023.

2022 (24)

Addario-Berry L, Devroye L, Lugosi G, Velona V. Broadcasting on random recursive trees. Annals of Applied Probability 2022; 32(1): 497-528.

Alòs E, Merino R. Introduction to Financial Derivatives with Python. CRC; 2022.

Alos E.; Garcia-Lorite D.; Gonzalez A.M.. On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. SIAM Journal on Financial Mathematics 2022; 13(1).

Amorino C.; Nualart E.. Optimal convergence rates for the invariant density estimation of jump-diffusion processes. ESAIM - Probability and Statistics 2022; 26: 126-151.

Avalos-Pacheco A.; Rossell D.; Savage R.S.. Heterogeneous large datasets integration using Bayesian factor regression. Bayesian Analysis 2022; 17(1): 33-66.

Biguri K.; Brownlees C.; Ippolito F.. Corporate hedging and the variance of stock returns. Journal of Corporate Finance 2022; 72.

Blanc M, Udina F, Pujades C. The Digital 3D-Atlas MAKER (DAMAKER): a dynamic and expandable digital 3D-tool for monitoring the temporal changes in tissue growth during hindbrain morphogenesis. BioRxiv; 2022.

Blanc M.; Dalmasso G.; Udina F.; Pujades C.. A dynamic and expandable digital 3D-atlas maker for monitoring the temporal changes in tissue growth during hindbrain morphogenesis. eLife 2022; 11.

Brownlees C, Guðmundsson GS, Lugosi G. Community Detection in Partial Correlation Network Models. Journal of Business and Economic Statistics 2022; 1-30.

Cappello L.; Kim J.; Liu S.; Palacios J.A.. Statistical Challenges in Tracking the Evolution of SARS-CoV-2. Statistical Science 2022; 37(2): 162-182.

Cappello L.; Palacios J.A.. Adaptive Preferential Sampling in Phylodynamics With an Application to SARS-CoV-2. Journal of Computational and Graphical Statistics 2022; 31(2): 541-552.

Foondun M.; Nualart E.. Non-existence results for stochastic wave equations in one dimension. Journal of Differential Equations 2022; 318: 557-578.

Gomez-Biscarri J.; Lopez-Espinosa G.; Mesa-Toro A.. Drivers of depositor discipline in credit unions. Annals of Public and Cooperative Economics 2022; 93(4): 849-885.

Hevia C.F.; Engel-Pizcueta C.; Udina F.; Pujades C.. The neurogenic fate of the hindbrain boundaries relies on Notch3-dependent asymmetric cell divisions. Cell Reports 2022; 39(10).

Jewson J, Rossell D. Loss function selection and the use of improper models. Journal of the Royal Statistical Society. Series B, (Methodological) 2022; (84): 1640-1665.

Jewson J.; Rossell D.. General Bayesian loss function selection and the use of improper models. Journal of the Royal Statistical Society. Series B: Statistical Methodology 2022; 84(5): 1640-1665.

Kohatsu-Higa A.; Nualart E.; Tran N.K.. Density estimates for jump diffusion processes. Applied Mathematics and Computation 2022; 420.

Lauritzen, Steffen; Zwiernik, Piotr. Locally associated graphical models and mixed convex exponential families. Annals of Statistics 2022; 50(5).

Lugosi G, Mehrabian A. Multiplayer Bandits Without Observing Collision Information. Mathematics of Operations Research 2022; 47(2).

Nicodemo C.; Satorra A.. Exploratory data analysis on large data sets: The example of salary variation in Spanish Social Security Data. BRQ Business Research Quarterly 2022; 25(3): 283-294.

Palacio Lozano D.C.; Jones H.E.; Gavard R.; Thomas M.J.; Ramirez C.X.; Wootton C.A.; Sarmiento Chaparro J.A.; O'Connor P.B.; Spencer S.E.F.; Rossell D.; Mejia-Ospino E.; Witt M.; Barrow M.P.. Revealing the reactivity of individual chemical entities in complex mixtures: the chemistry behind bio-oil upgrading. Analytical Chemistry. Analytical Chemistry 2022; 94(21): 7536-7544.

Parikh VN, Ioannidis AG, Jimenez-Morales D, Gorzynski JE, De Jong HN, Liu X, Roque J, Cepeda-Espinoza VP, Osoegawa K, Hughes C, Sutton SC, Youlton N, Joshi R, Amar D, Tanigawa Y, Russo D, Wong J, Lauzon JT, Edelson J, Mas Montserrat D, Kwon Y, Rubinacci S, Delaneau O, Cappello L, Kim J, Shoura MJ, Raja AN, Watson N, Hammond N, Spiteri E, Mallempati KC, Montero-Martin G, Christle J, Kim J, Kirillova A, Seo K, Huang Y, Zhao C, Moreno-Grau S, Hershman SG, Dalton KP, Zhen J, Kamm J, Bhatt KD, Isakova A, Morri M, Ranganath T, Blish CA, Rogers AJ, Nadeau K, Yang S, Blomkalns A, O¿hara R, Neff NF, Deboever C, Szalma S, Wheeler MT, Gates CM, Farh K, Schroth GP, Febbo P, Desouza F, Cornejo OE, Fernandez-Vina M, Kistler A, Palacios JA, Pinsky BA, Bustamante CD, Rivas MA, Ashley EA. Deconvoluting complex correlates of COVID-19 severity with a multi-omic pandemic tracking strategy. Nature Communications 2022; 13(1).

Rossell D.. Concentration of Posterior Model Probabilities and Normalized L 0 Criteria. Bayesian Analysis 2022; 17(2): 565-591.

Semken C.; Rossell D.. Specification analysis for technology use and teenager well-being. Statistical validity and a Bayesian proposal. Journal of the Royal Statistical Society. Series C: Applied Statistics 2022; (71): 1330-1355.

2021 (26)

Alos E.; Antonelli F.; Ramponi A.; Scarlatti S.. CVA and vulnerable options in stochastic volatility models. International Journal of Theoretical and Applied Finance 2021; 24(2): 1-35.

Alos E.; Fukasawa M.. The asymptotic expansion of the regular discretization error of Itô integrals. Mathematical Finance 2021.

Alos E.; Leon J.A.. An intuitive introduction to fractional and rough volatilities. Mathematics 2021; 9(9).

Alos E.; Mancino M.E.; Merino R.; Sanfelici S.. A fractional model for the COVID-19 pandemic: Application to Italian data. Stochastic Analysis and Applications 2021.

Alos E.; Rolloos F.; Shiraya K.. On the difference between the volatility swap strike and the zero vanna implied volatility. SIAM Journal on Financial Mathematics 2021; 12(2): 690-723.

Alòs, Elisa; García-Lorite, David. Malliavin Calculus in Finance: Theory and Practice. 2021.