Pub Date : 2024-02-09DOI: 10.1080/00401706.2024.2315952
Jun Jin, Jun Yan, Robert H. Aseltine, Kun Chen
Quantile regression is increasingly encountered in modern big data applications due to its robustness and flexibility. We consider the scenario of learning the conditional quantiles of a specific t...
量子回归因其稳健性和灵活性,越来越多地出现在现代大数据应用中。我们考虑了学习特定 t 的条件量值的情景。
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Pub Date : 2024-02-09DOI: 10.1080/00401706.2024.2307311
Stan Lipovetsky
Published in Technometrics (Vol. 66, No. 1, 2024)
发表于《技术计量学》(第 66 卷第 1 期,2024 年)
{"title":"Quantitative Investing: from Theory to Industry","authors":"Stan Lipovetsky","doi":"10.1080/00401706.2024.2307311","DOIUrl":"https://doi.org/10.1080/00401706.2024.2307311","url":null,"abstract":"Published in Technometrics (Vol. 66, No. 1, 2024)","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-07DOI: 10.1080/00401706.2024.2315937
Jiangyan Zhao, Jin Xu
Constrained optimization problems pose challenges when the objective function and constraints are nonconvex and their evaluation requires expensive black-box simulations. Recently, hybrid optimizat...
{"title":"Bayesian Optimization via Exact Penalty","authors":"Jiangyan Zhao, Jin Xu","doi":"10.1080/00401706.2024.2315937","DOIUrl":"https://doi.org/10.1080/00401706.2024.2315937","url":null,"abstract":"Constrained optimization problems pose challenges when the objective function and constraints are nonconvex and their evaluation requires expensive black-box simulations. Recently, hybrid optimizat...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759916","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-22DOI: 10.1080/00401706.2024.2308202
Joonpyo Kim, Hee-Seok Oh, Haeran Cho
Abstract–We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple ch...
{"title":"Moving sum procedure for change point detection under piecewise linearity","authors":"Joonpyo Kim, Hee-Seok Oh, Haeran Cho","doi":"10.1080/00401706.2024.2308202","DOIUrl":"https://doi.org/10.1080/00401706.2024.2308202","url":null,"abstract":"Abstract–We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple ch...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139553564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-18DOI: 10.1080/00401706.2024.2304341
Arnald Puy, Pamphile T. Roy, Andrea Saltelli
While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which...
{"title":"Discrepancy measures for global sensitivity analysis","authors":"Arnald Puy, Pamphile T. Roy, Andrea Saltelli","doi":"10.1080/00401706.2024.2304341","DOIUrl":"https://doi.org/10.1080/00401706.2024.2304341","url":null,"abstract":"While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139507562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-10DOI: 10.1080/00401706.2024.2304334
Yan Gong, Peng Zhong, Thomas Opitz, Raphaël Huser
We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The cons...
{"title":"Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning","authors":"Yan Gong, Peng Zhong, Thomas Opitz, Raphaël Huser","doi":"10.1080/00401706.2024.2304334","DOIUrl":"https://doi.org/10.1080/00401706.2024.2304334","url":null,"abstract":"We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The cons...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139423399","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-21DOI: 10.1080/00401706.2023.2288324
Jingjing Fan, Abhra Sarkar
{"title":"Bayesian Semiparametric Local Clustering of Multiple Time Series Data","authors":"Jingjing Fan, Abhra Sarkar","doi":"10.1080/00401706.2023.2288324","DOIUrl":"https://doi.org/10.1080/00401706.2023.2288324","url":null,"abstract":"","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138951120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-18DOI: 10.1080/00401706.2023.2296465
Adel Ahmadi Nadi, Stefan H. Steiner, Nathaniel T. Stevens
Assessing the agreement between an established and a new measurement system is a practical and important challenge in many application areas. The probability of agreement (PoA) has recently been in...
{"title":"Assessing measurement system agreement in the presence of reproducibility and repeatability","authors":"Adel Ahmadi Nadi, Stefan H. Steiner, Nathaniel T. Stevens","doi":"10.1080/00401706.2023.2296465","DOIUrl":"https://doi.org/10.1080/00401706.2023.2296465","url":null,"abstract":"Assessing the agreement between an established and a new measurement system is a practical and important challenge in many application areas. The probability of agreement (PoA) has recently been in...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2023-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138745406","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}