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We developed a new quantum annealing (QA) algorithm for Dirichlet process mixture (DPM) models based on the Chinese restaurant process (CRP). QA is a parallelized extension of simulated annealing (SA)...
In statistical analysis, measuring a score of predictive performance is an important task. In many scientific fields, appropriate scores were tailored to tackle the problems at hand. A proper score is...
We have proposed an ensemble method which aggregates over clusters of predictor variables. We form the clusters (we call phalanxes) by joining variables together. The variables in a phalanx are good t...
Motivated by the study of dependent random variables by coupling with independent blocks of variables,we obtain first sufficient conditions for the moderate deviation principle in its functional form ...
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootst...
The law for the time tau_{a} spent by a standard Brownian excursion above a given level a>0 is found using Ito excursion theory. This is achieved by conditioning the excursion to have exactly one mark...

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