Zobrazeno 1 - 10
of 153
pro vyhledávání: '"Holden, Lars"'
Autor:
Holden, Lars
The paper discusses capital allocation using the Euler formula and focuses on the risk measures Value-at-Risk (VaR) and Expected shortfall (ES). Some new results connected to this capital allocation is known. Two examples illustrate that capital allo
Externí odkaz:
http://arxiv.org/abs/2405.00606
Autor:
Holden, Lars, Hellton, Kristoffer
Model-free knockoffs is a recently proposed technique for identifying covariates that is likely to have an effect on a response variable. The method is an efficient method to control the false discovery rate in hypothesis tests for separate covariate
Externí odkaz:
http://arxiv.org/abs/1812.04928
Autor:
Holden, Lars
This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The length of these
Externí odkaz:
http://arxiv.org/abs/1602.07056
Autor:
Thorvaldsen, Gunnar1, Holden, Lars2
Publikováno v:
Historical Life Course Studies. 2023, Vol. 13 Issue 1, p127-147. 21p.
Publikováno v:
Statistical Science 2015, Vol. 30, No. 1, 59-71
As increasingly complex hypothesis-testing scenarios are considered in many scientific fields, analytic derivation of null distributions is often out of reach. To the rescue comes Monte Carlo testing, which may appear deceptively simple: as long as y
Externí odkaz:
http://arxiv.org/abs/1404.5970
Autor:
Lund, Eiliv, Holden, Marit, Thalabard, Jean-Christophe, Rasmussen Busund, Lill-Tove, Snapkov, Igor, Holden, Lars
Publikováno v:
Lund, Eiliv Holden, Marit Thalabard, Jean-Christophe Rasmussen Busund, Lill-Tove Snapkov, Igor Holden, Lars . Signals of Death - Post-Diagnostic Single Gene Expression Trajectories in Breast Cancer - A Proof of Concept. Advancing Systems Epidemiology in Cancer - Exploring Trajectories of Gene Expression. 2020, 141-162 Universitetsforlaget
Autor:
Sandve, Geir K., Gundersen, Sveinung, Rydbeck, Halfdan, Glad, Ingrid K., Holden, Lars, Holden, Marit, Liestøl, Knut, Clancy, Trevor, Ferkingstad, Egil, Johansen, Morten, Nygaard, Vegard, Tøstesen, Eivind, Frigessi, Arnoldo, Hovig, Eivind
Publikováno v:
Genome Biology 2010, 11:R121
The immense increase in the generation of genomic scale data poses an unmet analytical challenge, due to a lack of established methodology with the required flexibility and power. We propose a first principled approach to statistical analysis of sequ
Externí odkaz:
http://arxiv.org/abs/1101.4898
Publikováno v:
Annals of Applied Probability 2009, Vol. 19, No. 1, 395-413
We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm. Convergence is pro
Externí odkaz:
http://arxiv.org/abs/0903.0483
Autor:
Holden, Lars, Haug, Ola
This paper proposes a new method to combine several densities such that each density dominates a separate part of a joint distribution. The method is fully unsupervised, i.e. the parameters in the densities and the thresholds are simultaneously estim
Externí odkaz:
http://arxiv.org/abs/0902.4137
Autor:
Frigessi, Arnoldo, Holden, Marit, Marshall, Clare, Viljugrein, Hildegunn, Holden, Lars, Ageyev, Vladimir, Klassovskiy, Nikolay L.
Publikováno v:
Biometrics, 2005 Mar 01. 61(1), 230-238.
Externí odkaz:
https://www.jstor.org/stable/3695667