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pro vyhledávání: '"WONG, CHRISTOPHER"'
Autor:
Blier-Wong, Christopher, Wang, Ruodu
The rejection threshold used for e-values and e-processes is by default set to $1/\alpha$ for a guaranteed type-I error control at $\alpha$, based on Markov's and Ville's inequalities. This threshold can be wasteful in practical applications. We disc
Externí odkaz:
http://arxiv.org/abs/2408.11307
Autor:
Pitman, Bradley M, Chew, Sok-Hui, Wong, Christopher X, Jaghoori, Amenah, Iwai, Shinsuke, Thomas, Gijo, Chew, Andrew, Sanders, Prashanthan, Lau, Dennis H
Publikováno v:
JMIR mHealth and uHealth, Vol 9, Iss 5, p e24470 (2021)
BackgroundAtrial fibrillation (AF) screening using mobile single-lead electrocardiogram (ECG) devices has demonstrated variable sensitivity and specificity. However, limited data exists on the use of such devices in low-resource countries. Objective
Externí odkaz:
https://doaj.org/article/82aae75a48da4ef7b06570ca4f1098b3
Publikováno v:
ASTIN Bull. 54 (2024) 280-309
Unstructured data are a promising new source of information that insurance companies may use to understand their risk portfolio better and improve the customer experience. However, these novel data sources are difficult to incorporate into existing r
Externí odkaz:
http://arxiv.org/abs/2309.11404
Autor:
Wong, Christopher Yee, Suleiman, Wael
We propose a novel performance metric for articulated robots with distributed directional sensors called the sensor observability analysis (SOA). These robot-mounted distributed directional sensors (e.g., joint torque sensors) change their individual
Externí odkaz:
http://arxiv.org/abs/2305.06403
Autor:
Wong, Christopher1 (AUTHOR) wong.christopher.a@gmail.com, Marrast, Lyndonna2 (AUTHOR), Rasul, Rehana3 (AUTHOR), Srivastava, Ratnam2 (AUTHOR), Kuvin, Jeffrey4 (AUTHOR), Roswell, Robert5 (AUTHOR), Conigliaro, Joseph2 (AUTHOR), Kim, Eun Ji2 (AUTHOR)
Publikováno v:
PLoS ONE. 10/8/2024, Vol. 19 Issue 10, p1-11. 11p.
We study copula-based collective risk models when the dependence structure is defined by a Farlie-Gumbel-Morgenstern (FGM) copula. By leveraging a one-to-one correspondence between the class of FGM copulas and multivariate symmetric Bernoulli distrib
Externí odkaz:
http://arxiv.org/abs/2209.13543
We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate positive and negative dependence, cover different types of asymmetries
Externí odkaz:
http://arxiv.org/abs/2209.13675
We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel representations
Externí odkaz:
http://arxiv.org/abs/2207.14692