In optimal covariance cleaning theory, minimizing the Frobenius norm bet...
Symbolic transfer entropy is a powerful non-parametric tool to detect
le...
A common misconception is that the Oracle eigenvalue estimator of the
co...
We propose a data-driven way to clean covariance matrices in strongly
no...
How do pedestrians choose their paths within city street networks? Human...
We apply the knockoff procedure to factor selection in finance. By build...
We propose a multi-layer network model for the spread of COVID-19 that
a...
We introduce a k-fold boosted version of our Boostrapped Average
Hierarc...
I show analytically that the average of k bootstrapped correlation matri...
Statistical inference of the dependence between objects often relies on
...
We introduce a method to predict which correlation matrix coefficients a...
We develop a greedy algorithm that is fast and scalable in the detection...