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2026 (17)

Alos E.; Bures O.. Analytic Approximation for Bachelier Option Prices and Applications. Entropy 2026; 28(6): .

Alos E.; Bures O.; Vives J.. Short-Time Behavior of the At-the-Money Implied Volatility for the Jump-Diffusion Stochastic Volatility Bachelier Model. SIAM Journal on Financial Mathematics 2026; 17(2): 646-675.

Alos E.; Rolloos F.; Shiraya K.. Forward start volatility swaps in rough volatility models. Asia-Pacific Financial Markets 2026; 33: 1389-1418.

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

Amorino C.; Pilipauskait V.. Kinetic interacting particle system: Parameter estimation from complete and partial discrete observations. Stochastic Processes and their Applications 2026; 200(0): .

Calvillo F.; Devroye L.; Lugosi G.. Subtractive Random Forests with Two Choices. Methodology and Computing in Applied Probability 2026; 28(2): .

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

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 2026; : .

Cavagnini R.; Santini A.; Schneider M.; Siddig M.. Recent developments in location-routing problems: Deterministic multi-period, multi-echelon, and multi-objective problems. European Journal of Operational Research 2026; 334(3): 705-719.

Devroye L.; Lugosi G.; Zwiernik P.. Property testing in Gaussian graphical models: trees and small separation numbers. Information and Inference 2026; 15(2): .

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; : .

Lodhia A.; Hutter J.C.; Uhler C.; Zwiernik P.. Positivity in linear Gaussian structural equation models. Electronic Journal of Statistics 2026; 20(1): 1042-1066.

Malaguti E.; Paronuzzi P.; Santini A.. Algorithms and complexity results for the 0-1 knapsack problem with group fairness. Optimization Letters 2026; : .

Papaspiliopoulos O.; Rossell D.; Torrens-Dinares M.. Inference for Multiple Treatment Effects Using Confounder Importance Learning. Bayesian Analysis 2026; 21(2): 909-936.

Rognon-Vael P.; Rossell D.. Publisher Correction: Empirical Bayes for data integration (TEST, (2026), 10.1007/s11749-026-01019-6). Test 2026; 0(0): .

Rognon-Vael P.D.; Rossell D.. Empirical Bayes for data integration. Test 2026; 0(0): .

2025 (31)

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.; 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; 48(2): 1957-1990.

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; 27(07n08): .

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; 34(5): 671-679.

Atamanchuk C; Devroye L; Lugosi G. Uniform temporal trees. Random Structures and Algorithms 2025; 67(4): .

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

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.

Chaya C; Castura JC; Greenacre MJ. One citation, one vote! A new approach for analysing check-all-that-apply (CATA) data using L1-norm methods. Food Quality and Preference 2025; 134: .

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.

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.

Nualart E. An Introduction to the Stochastic Heat Equation: Local Existence and Blowup. In: Higuera Chan CG; López Mimbela JA; López SI; Pacheco CG (eds.). XIV Symposium on Probability and Stochastic Processes. CIMAT, Mexico, November 20-24, 2023. . : Birkhäuser; 2025. p. 49-83.

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): .