Qiao, Wanli Extremes of locally stationary Gaussian and chi fields on manifolds. (English) Zbl 07312688 Stochastic Processes Appl. 133, 166-192 (2021). MSC: 60G70 60G15 PDF BibTeX XML Cite \textit{W. Qiao}, Stochastic Processes Appl. 133, 166--192 (2021; Zbl 07312688) Full Text: DOI
Azmoodeh, Ehsan; Sottinen, Tommi; Tudor, Ciprian A.; Viitasaari, Lauri Integration-by-parts characterizations of Gaussian processes. (English) Zbl 07311750 Collect. Math. 72, No. 1, 25-41 (2021). MSC: 60G15 60G12 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Collect. Math. 72, No. 1, 25--41 (2021; Zbl 07311750) Full Text: DOI
Cho, Dong Hyun An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths. (English) Zbl 07311092 Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203-222 (2021). MSC: 28C20 60G05 60G15 PDF BibTeX XML Cite \textit{D. H. Cho}, Bull. Malays. Math. Sci. Soc. (2) 44, No. 1, 203--222 (2021; Zbl 07311092) Full Text: DOI
Barthelmé, Simon; Usevich, Konstantin Spectral properties of kernel matrices in the flat limit. (English) Zbl 07310616 SIAM J. Matrix Anal. Appl. 42, No. 1, 17-57 (2021). MSC: 15A15 15A18 47A55 47A75 47B34 60G15 65D05 PDF BibTeX XML Cite \textit{S. Barthelmé} and \textit{K. Usevich}, SIAM J. Matrix Anal. Appl. 42, No. 1, 17--57 (2021; Zbl 07310616) Full Text: DOI
Kosmala, Tomasz; Riedle, Markus Stochastic integration with respect to cylindrical Lévy processes by \(p\)-summing operators. (English) Zbl 07306271 J. Theor. Probab. 34, No. 1, 477-497 (2021). MSC: 47B10 60G51 46T12 60H15 PDF BibTeX XML Cite \textit{T. Kosmala} and \textit{M. Riedle}, J. Theor. Probab. 34, No. 1, 477--497 (2021; Zbl 07306271) Full Text: DOI
Ni, Wenqing; Chen, Zhenlong Hausdorff measure of the range of space-time anisotropic Gaussian random fields. (English) Zbl 07306262 J. Theor. Probab. 34, No. 1, 264-282 (2021). MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{W. Ni} and \textit{Z. Chen}, J. Theor. Probab. 34, No. 1, 264--282 (2021; Zbl 07306262) Full Text: DOI
Maleki Almani, H.; Hosseini, S. M.; Tahmasebi, M. Fractional Brownian motion with two-variable Hurst exponent. (English) Zbl 07305203 J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021). MSC: 60G05 60G10 60G15 60G17 60G18 60G20 60G22 60G50 PDF BibTeX XML Cite \textit{H. Maleki Almani} et al., J. Comput. Appl. Math. 388, Article ID 113262, 24 p. (2021; Zbl 07305203) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 07302995 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62G07 62M09 60G15 60G22 60G65 60H15 PDF BibTeX XML Cite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 07302995) Full Text: DOI
Kutoyants, Yury A.; Zhou, Li On parameter estimation of the hidden Gaussian process in perturbed SDE. (English) Zbl 07298088 Electron. J. Stat. 15, No. 1, 211-234 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M05 62M20 62F12 60H10 60G15 PDF BibTeX XML Cite \textit{Y. A. Kutoyants} and \textit{L. Zhou}, Electron. J. Stat. 15, No. 1, 211--234 (2021; Zbl 07298088) Full Text: DOI Euclid
Macci, Claudio; Rossi, Maurizia; Todino, Anna Paola Moderate deviation estimates for nodal lengths of random spherical harmonics. (English) Zbl 07298010 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 249-263 (2021). Reviewer: Edward Omey (Brussel) MSC: 60F10 60G15 60G60 PDF BibTeX XML Cite \textit{C. Macci} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 249--263 (2021; Zbl 07298010) Full Text: Link
Barrera, Gerardo Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes. (English) Zbl 07290504 Stat. Probab. Lett. 168, Article ID 108954, 7 p. (2021). MSC: 60G15 60G52 60G70 62E20 PDF BibTeX XML Cite \textit{G. Barrera}, Stat. Probab. Lett. 168, Article ID 108954, 7 p. (2021; Zbl 07290504) Full Text: DOI
dos Santos, Maike A. F.; Nobre, Fernando D.; Curado, Evaldo M. F. Monitoring Lévy-process crossovers. (English) Zbl 07274887 Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105490, 10 p. (2021). MSC: 82C41 60G51 60G22 35R11 26A33 PDF BibTeX XML Cite \textit{M. A. F. dos Santos} et al., Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105490, 10 p. (2021; Zbl 07274887) Full Text: DOI
Kim, Sangjin; Pokojovy, Michael; Wan, Xiang The taut string approach to statistical inverse problems: theory and applications. (English) Zbl 1451.60042 J. Comput. Appl. Math. 382, Article ID 113098, 20 p. (2021). MSC: 60G35 60G15 62G08 62G20 62G35 PDF BibTeX XML Cite \textit{S. Kim} et al., J. Comput. Appl. Math. 382, Article ID 113098, 20 p. (2021; Zbl 1451.60042) Full Text: DOI
Huang, Jingyu; Nualart, David; Viitasaari, Lauri A central limit theorem for the stochastic heat equation. (English) Zbl 07312453 Stochastic Processes Appl. 130, No. 12, 7170-7184 (2020). MSC: 60H15 60H07 60G15 60F05 PDF BibTeX XML Cite \textit{J. Huang} et al., Stochastic Processes Appl. 130, No. 12, 7170--7184 (2020; Zbl 07312453) Full Text: DOI
Reiß, Markus; Schmidt-Hieber, Johannes Posterior contraction rates for support boundary recovery. (English) Zbl 07312343 Stochastic Processes Appl. 130, No. 11, 6638-6656 (2020). MSC: 62C10 62G05 60G55 42C40 PDF BibTeX XML Cite \textit{M. Reiß} and \textit{J. Schmidt-Hieber}, Stochastic Processes Appl. 130, No. 11, 6638--6656 (2020; Zbl 07312343) Full Text: DOI
Liu, Yanghui; Tindel, Samy Discrete rough paths and limit theorems. (English. French summary) Zbl 07310504 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730-1774 (2020). MSC: 60F05 60G15 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{S. Tindel}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1730--1774 (2020; Zbl 07310504) Full Text: DOI Euclid
Honoré, I.; Menozzi, S.; Pagès, G. Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion. (English. French summary) Zbl 07310500 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1559-1605 (2020). MSC: 60H35 60E15 35J15 PDF BibTeX XML Cite \textit{I. Honoré} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 3, 1559--1605 (2020; Zbl 07310500) Full Text: DOI Euclid
Chakrabarty, A.; Chebunin, M. G.; Kovalevskii, A. P.; Pupyshev, I. M.; Zakrevskaya, N. S.; Zhou, Q. A statistical test for correspondence of texts to the Zipf-Mandelbrot law. (English) Zbl 07308391 Sib. Èlektron. Mat. Izv. 17, 1959-1974 (2020). MSC: 62F03 60G15 PDF BibTeX XML Cite \textit{A. Chakrabarty} et al., Sib. Èlektron. Mat. Izv. 17, 1959--1974 (2020; Zbl 07308391) Full Text: DOI
Dhara, Kumaresh; Lipsitz, Stuart; Pati, Debdeep; Sinha, Debajyoti A new Bayesian single index model with or without covariates missing at random. (English) Zbl 07307948 Bayesian Anal. 15, No. 3, 759-780 (2020). MSC: 62H12 62G08 62D10 60G15 65C05 62P12 PDF BibTeX XML Cite \textit{K. Dhara} et al., Bayesian Anal. 15, No. 3, 759--780 (2020; Zbl 07307948) Full Text: DOI Euclid
Zhang, Bohai; Cressie, Noel Bayesian inference of spatio-temporal changes of arctic sea ice. (English) Zbl 07307942 Bayesian Anal. 15, No. 2, 605-631 (2020). MSC: 62P12 62F15 62H11 62J12 62M20 60G15 86A05 PDF BibTeX XML Cite \textit{B. Zhang} and \textit{N. Cressie}, Bayesian Anal. 15, No. 2, 605--631 (2020; Zbl 07307942) Full Text: DOI Euclid
Vanhatalo, Jarno; Hartmann, Marcelo; Veneranta, Lari Additive multivariate Gaussian processes for joint species distribution modeling with heterogeneous data. (English) Zbl 07307935 Bayesian Anal. 15, No. 2, 415-447 (2020). MSC: 60G15 62P12 62F15 62P10 PDF BibTeX XML Cite \textit{J. Vanhatalo} et al., Bayesian Anal. 15, No. 2, 415--447 (2020; Zbl 07307935) Full Text: DOI Euclid
Xu, Ganggang; Wang, Ming; Bian, Jiangze; Huang, Hui; Burch, Timothy R.; Andrade, Sandro C.; Zhang, Jingfei; Guan, Yongtao Semi-parametric learning of structured temporal point processes. (English) Zbl 07306886 J. Mach. Learn. Res. 21, Paper No. 192, 39 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{G. Xu} et al., J. Mach. Learn. Res. 21, Paper No. 192, 39 p. (2020; Zbl 07306886) Full Text: Link
Agrawal, Devanshu; Papamarkou, Theodore; Hinkle, Jacob Wide neural networks with bottlenecks are deep Gaussian processes. (English) Zbl 07306874 J. Mach. Learn. Res. 21, Paper No. 175, 66 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{D. Agrawal} et al., J. Mach. Learn. Res. 21, Paper No. 175, 66 p. (2020; Zbl 07306874) Full Text: Link
Houdré, Christian; Litherland, Trevis J. On the limiting shape of Young diagrams associated with Markov random words. (English) Zbl 07303963 Markov Process. Relat. Fields 26, No. 5, 779-837 (2020). Reviewer: Yilun Shang (Newcastle) MSC: 60C05 60F05 60F17 60G15 60G17 05A16 PDF BibTeX XML Cite \textit{C. Houdré} and \textit{T. J. Litherland}, Markov Process. Relat. Fields 26, No. 5, 779--837 (2020; Zbl 07303963) Full Text: Link
Kapushev, Yermek; Oseledets, Ivan; Burnaev, Evgeny Tensor completion via Gaussian process-based initialization. (English) Zbl 07303428 SIAM J. Sci. Comput. 42, No. 6, A3812-A3824 (2020). MSC: 68W25 65F99 60G15 PDF BibTeX XML Cite \textit{Y. Kapushev} et al., SIAM J. Sci. Comput. 42, No. 6, A3812--A3824 (2020; Zbl 07303428) Full Text: DOI
Ciołek, Gabriela; Marushkevych, Dmytro; Podolskij, Mark On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model. (English) Zbl 07298080 Electron. J. Stat. 14, No. 2, 4395-4420 (2020). MSC: 62M05 62H12 62J07 60G15 PDF BibTeX XML Cite \textit{G. Ciołek} et al., Electron. J. Stat. 14, No. 2, 4395--4420 (2020; Zbl 07298080) Full Text: DOI Euclid
Skiadas, Christos H.; Skiadas, Charilaos The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English) Zbl 07297574 Methodol. Comput. Appl. Probab. 22, No. 4, 1601-1611 (2020). MSC: 60H30 35R60 60G22 PDF BibTeX XML Cite \textit{C. H. Skiadas} and \textit{C. Skiadas}, Methodol. Comput. Appl. Probab. 22, No. 4, 1601--1611 (2020; Zbl 07297574) Full Text: DOI
Xia, Weixuan On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift. (English) Zbl 07297561 Methodol. Comput. Appl. Probab. 22, No. 3, 1389-1413 (2020). MSC: 60E10 60G15 60J60 PDF BibTeX XML Cite \textit{W. Xia}, Methodol. Comput. Appl. Probab. 22, No. 3, 1389--1413 (2020; Zbl 07297561) Full Text: DOI
Ling, Chengxiu; Zhang, Hong On generalized Berman constants. (English) Zbl 07297551 Methodol. Comput. Appl. Probab. 22, No. 3, 1125-1143 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{C. Ling} and \textit{H. Zhang}, Methodol. Comput. Appl. Probab. 22, No. 3, 1125--1143 (2020; Zbl 07297551) Full Text: DOI
Basse-O’Connor, Andreas; Pedersen, Jan; Rohde, Victor On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. (English) Zbl 07296194 Mod. Stoch., Theory Appl. 7, No. 3, 267-289 (2020). MSC: 60E07 60G15 62H05 62H10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Mod. Stoch., Theory Appl. 7, No. 3, 267--289 (2020; Zbl 07296194) Full Text: DOI
Zhou, Zhaihe; Zhong, Yulu; Zeng, Qingxi; Tian, Xiangrui An improved Gaussian particle filter algorithm using KLD-sampling. (English) Zbl 07296190 Trans. Nanjing Univ. Aeronaut. Astronaut. 37, No. 4, 607-614 (2020). MSC: 60G35 93E11 PDF BibTeX XML Cite \textit{Z. Zhou} et al., Trans. Nanjing Univ. Aeronaut. Astronaut. 37, No. 4, 607--614 (2020; Zbl 07296190) Full Text: DOI
Li, Xian; Xie, Jiangqiong; Wang, Zhiguo; Shen, Xiaojing Time-varying Gaussian process assume density filter algorithm. (Chinese. English summary) Zbl 07295816 J. Syst. Sci. Math. Sci. 40, No. 4, 578-586 (2020). MSC: 60G15 60G35 PDF BibTeX XML Cite \textit{X. Li} et al., J. Syst. Sci. Math. Sci. 40, No. 4, 578--586 (2020; Zbl 07295816)
Nazarov, Anatoliĭ Andreevich; Izmaĭlova, yana Evgen’evna Research of a retrial queueing system with exclusion of customers and three-phase phased by follow-up. (Russian. English summary) Zbl 07294541 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 331-342 (2020). MSC: 60K20 41A60 PDF BibTeX XML Cite \textit{A. A. Nazarov} and \textit{y. E. Izmaĭlova}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 331--342 (2020; Zbl 07294541) Full Text: DOI MNR
Akemann, Gernot; Tribe, Roger; Tsareas, Athanasios; Zaboronski, Oleg On the determinantal structure of conditional overlaps for the complex Ginibre ensemble. (English) Zbl 07293118 Random Matrices Theory Appl. 9, No. 4, Article ID 2050015, 42 p. (2020). MSC: 82B05 60J65 60G15 60B20 15B52 15A18 33C45 PDF BibTeX XML Cite \textit{G. Akemann} et al., Random Matrices Theory Appl. 9, No. 4, Article ID 2050015, 42 p. (2020; Zbl 07293118) Full Text: DOI
Jaramillo, Arturo; Nualart, David Collision of eigenvalues for matrix-valued processes. (English) Zbl 07293114 Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020). MSC: 60B20 60G15 PDF BibTeX XML Cite \textit{A. Jaramillo} and \textit{D. Nualart}, Random Matrices Theory Appl. 9, No. 4, Article ID 2030001, 26 p. (2020; Zbl 07293114) Full Text: DOI
Sangeetha, N.; Karthick, T.; Sivakumar, B. Optimal control of postponed demands in a continuous review inventory system with two types of customers. (English) Zbl 1451.90013 Int. J. Inf. Manage. Sci. 31, No. 1, 1-14 (2020). MSC: 90B05 60G15 90C40 90C05 PDF BibTeX XML Cite \textit{N. Sangeetha} et al., Int. J. Inf. Manage. Sci. 31, No. 1, 1--14 (2020; Zbl 1451.90013) Full Text: DOI
Stein, Michael L. Some statistical issues in climate science. (English) Zbl 07292494 Stat. Sci. 35, No. 1, 31-41 (2020). MSC: 62 PDF BibTeX XML Cite \textit{M. L. Stein}, Stat. Sci. 35, No. 1, 31--41 (2020; Zbl 07292494) Full Text: DOI Euclid
He, Shuangchi Diffusion approximation for efficiency-driven queues when customers are patient. (English) Zbl 1451.90047 Oper. Res. 68, No. 4, 1265-1284 (2020). MSC: 90B22 60J60 60F17 PDF BibTeX XML Cite \textit{S. He}, Oper. Res. 68, No. 4, 1265--1284 (2020; Zbl 1451.90047) Full Text: DOI
Kozachenko, Yu. V.; Rozora, I. V. Conditions for the sample continuity with probability one for square-Gaussian stochastic processes. (English. Ukrainian original) Zbl 07291172 Theory Probab. Math. Stat. 101, 153-166 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 134-146 (2019). MSC: 60G15 60G17 PDF BibTeX XML Cite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 101, 153--166 (2020; Zbl 07291172); translation from Teor. Jmovirn. Mat. Stat. 101, 134--146 (2019) Full Text: DOI
Ivanov, O. V.; Lymar, O. V. Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane. (English. Ukrainian original) Zbl 07291171 Theory Probab. Math. Stat. 101, 129-151 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 115-133 (2019). MSC: 62J02 62M15 PDF BibTeX XML Cite \textit{O. V. Ivanov} and \textit{O. V. Lymar}, Theory Probab. Math. Stat. 101, 129--151 (2020; Zbl 07291171); translation from Teor. Jmovirn. Mat. Stat. 101, 115--133 (2019) Full Text: DOI
Vasylyk, O. I. Properties of strictly \(\varphi \)-sub-Gaussian quasi-shot-noise processes. (English. Ukrainian original) Zbl 07291165 Theory Probab. Math. Stat. 101, 51-65 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 49-62 (2019). MSC: 60G07 60K25 60G15 60G99 PDF BibTeX XML Cite \textit{O. I. Vasylyk}, Theory Probab. Math. Stat. 101, 51--65 (2020; Zbl 07291165); translation from Teor. Jmovirn. Mat. Stat. 101, 49--62 (2019) Full Text: DOI
Nazarov, Fedor; Sodin, Mikhail Fluctuations in the number of nodal domains. (English) Zbl 07290185 J. Math. Phys. 61, No. 12, 123302, 39 p. (2020). MSC: 60G15 05C10 PDF BibTeX XML Cite \textit{F. Nazarov} and \textit{M. Sodin}, J. Math. Phys. 61, No. 12, 123302, 39 p. (2020; Zbl 07290185) Full Text: DOI
Chen, Zhenlong; Wang, Jun; Wu, Dongsheng On intersections of independent space-time anisotropic Gaussian fields. (English) Zbl 07287569 Stat. Probab. Lett. 166, Article ID 108874, 9 p. (2020). MSC: 60G15 60G17 60G60 PDF BibTeX XML Cite \textit{Z. Chen} et al., Stat. Probab. Lett. 166, Article ID 108874, 9 p. (2020; Zbl 07287569) Full Text: DOI
Di Nardo, E.; Marena, M.; Semeraro, P. On non-linear dependence of multivariate subordinated Lévy processes. (English) Zbl 07287565 Stat. Probab. Lett. 166, Article ID 108870, 7 p. (2020). MSC: 60G51 PDF BibTeX XML Cite \textit{E. Di Nardo} et al., Stat. Probab. Lett. 166, Article ID 108870, 7 p. (2020; Zbl 07287565) Full Text: DOI
Adhikari, Arka; Brennecke, Christian Free energy of the quantum Sherrington-Kirkpatrick spin-glass model with transverse field. (English) Zbl 07287214 J. Math. Phys. 61, No. 8, 083302, 16 p. (2020). MSC: 82D30 82B44 60G15 PDF BibTeX XML Cite \textit{A. Adhikari} and \textit{C. Brennecke}, J. Math. Phys. 61, No. 8, 083302, 16 p. (2020; Zbl 07287214) Full Text: DOI
Zhang, Yanxia; Duan, Jinqiao; Jin, Yanfei; Li, Yang Extracting non-Gaussian governing laws from data on mean exit time. (English) Zbl 07287024 Chaos 30, No. 11, 113112, 9 p. (2020). MSC: 37M10 62M10 60G51 60G65 60J65 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Chaos 30, No. 11, 113112, 9 p. (2020; Zbl 07287024) Full Text: DOI
Lee, Un Gi; Choi, Jae Gil An extension of the Cameron-Martin translation theorem via Fourier-Hermite functionals. (English) Zbl 07286879 Arch. Math. 115, No. 6, 679-689 (2020). MSC: 46G12 28C20 60G15 PDF BibTeX XML Cite \textit{U. G. Lee} and \textit{J. G. Choi}, Arch. Math. 115, No. 6, 679--689 (2020; Zbl 07286879) Full Text: DOI
Gloter, A.; Honoré, Igor; Loukianova, D. Approximation of the invariant distribution for a class of ergodic jump diffusions. (English) Zbl 07285918 ESAIM, Probab. Stat. 24, 883-913 (2020). MSC: 60H35 60G51 60E15 65C30 PDF BibTeX XML Cite \textit{A. Gloter} et al., ESAIM, Probab. Stat. 24, 883--913 (2020; Zbl 07285918) Full Text: DOI
Azaïs, Jean-Marc; Bachoc, François; Lagnoux, Agnès; Nguyen, Thi Mong Ngoc Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments. (English) Zbl 07285917 ESAIM, Probab. Stat. 24, 842-882 (2020). MSC: 60G15 62F12 PDF BibTeX XML Cite \textit{J.-M. Azaïs} et al., ESAIM, Probab. Stat. 24, 842--882 (2020; Zbl 07285917) Full Text: DOI
Brouste, Alexandre; Soltane, Marius; Votsi, Irene One-step estimation for the fractional Gaussian noise at high-frequency. (English) Zbl 07285916 ESAIM, Probab. Stat. 24, 827-841 (2020). MSC: 62F12 62M09 PDF BibTeX XML Cite \textit{A. Brouste} et al., ESAIM, Probab. Stat. 24, 827--841 (2020; Zbl 07285916) Full Text: DOI
De Bortoli, Valentin; Desolneux, Agnès; Galerne, Bruno; Leclaire, Arthur Redundancy in Gaussian random fields. (English) Zbl 07285907 ESAIM, Probab. Stat. 24, 627-660 (2020). MSC: 60F05 60F15 60G15 60G60 62H15 62H35 PDF BibTeX XML Cite \textit{V. De Bortoli} et al., ESAIM, Probab. Stat. 24, 627--660 (2020; Zbl 07285907) Full Text: DOI
Ray, Kolyan; van der Vaart, Aad Semiparametric Bayesian causal inference. (English) Zbl 07285322 Ann. Stat. 48, No. 5, 2999-3020 (2020). MSC: 62G20 62G15 62G08 60G15 PDF BibTeX XML Cite \textit{K. Ray} and \textit{A. van der Vaart}, Ann. Stat. 48, No. 5, 2999--3020 (2020; Zbl 07285322) Full Text: DOI Euclid
Krasnitskiy, S. M.; Kurchenko, O. O. On Baxter type theorems for generalized random Gaussian processes with independent values. (English. Russian original) Zbl 07284553 Cybern. Syst. Anal. 56, No. 2, 223-230 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 66-74 (2020). MSC: 60G15 60G20 60G60 PDF BibTeX XML Cite \textit{S. M. Krasnitskiy} and \textit{O. O. Kurchenko}, Cybern. Syst. Anal. 56, No. 2, 223--230 (2020; Zbl 07284553); translation from Kibern. Sist. Anal. 2020, No. 2, 66--74 (2020) Full Text: DOI
Dirrler, Martin; Dörr, Christopher; Schlather, Martin A generalization of Matérn hard-core processes with applications to max-stable processes. (English) Zbl 07284544 J. Appl. Probab. 57, No. 4, 1298-1312 (2020). MSC: 60G55 60G70 PDF BibTeX XML Cite \textit{M. Dirrler} et al., J. Appl. Probab. 57, No. 4, 1298--1312 (2020; Zbl 07284544) Full Text: DOI
Ma, Pulong Objective Bayesian analysis of a cokriging model for hierarchical multifidelity codes. (English) Zbl 07283163 SIAM/ASA J. Uncertain. Quantif. 8, 1358-1382 (2020). MSC: 60G15 62F15 62G08 62K99 62M20 PDF BibTeX XML Cite \textit{P. Ma}, SIAM/ASA J. Uncertain. Quantif. 8, 1358--1382 (2020; Zbl 07283163) Full Text: DOI
Yu, Yang; Zhang, Ning; Apley, Daniel W.; Jiang, Wenxin Including a nugget effect in lifted Brownian covariance models. (English) Zbl 07283162 SIAM/ASA J. Uncertain. Quantif. 8, 1338-1357 (2020). MSC: 62P30 60G15 PDF BibTeX XML Cite \textit{Y. Yu} et al., SIAM/ASA J. Uncertain. Quantif. 8, 1338--1357 (2020; Zbl 07283162) Full Text: DOI
Teckentrup, Aretha L. Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems. (English) Zbl 07283161 SIAM/ASA J. Uncertain. Quantif. 8, 1310-1337 (2020). MSC: 60G15 62G08 62J07 65D05 65D30 65J22 PDF BibTeX XML Cite \textit{A. L. Teckentrup}, SIAM/ASA J. Uncertain. Quantif. 8, 1310--1337 (2020; Zbl 07283161) Full Text: DOI
Mignolet, Marc; Soize, Christian Compressed principal component analysis of non-Gaussian vectors. (English) Zbl 1451.62069 SIAM/ASA J. Uncertain. Quantif. 8, 1261-1286 (2020). MSC: 62H25 60G60 PDF BibTeX XML Cite \textit{M. Mignolet} and \textit{C. Soize}, SIAM/ASA J. Uncertain. Quantif. 8, 1261--1286 (2020; Zbl 1451.62069) Full Text: DOI
Bianchi, Michele Leonardo; Tassinari, Gian Luca Forward-looking portfolio selection with multivariate non-Gaussian models. (English) Zbl 07282799 Quant. Finance 20, No. 10, 1645-1661 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{M. L. Bianchi} and \textit{G. L. Tassinari}, Quant. Finance 20, No. 10, 1645--1661 (2020; Zbl 07282799) Full Text: DOI
Fan, Yuwei; Li, Ruo; Zheng, Lingchao A nonlinear hyperbolic model for radiative transfer equation in slab geometry. (English) Zbl 07282655 SIAM J. Appl. Math. 80, No. 6, 2388-2419 (2020). Reviewer: Vladimir Čadež (Beograd) MSC: 35Q60 35L60 35L02 35L40 35L45 35L65 78A10 78A40 78M05 78M22 82C70 PDF BibTeX XML Cite \textit{Y. Fan} et al., SIAM J. Appl. Math. 80, No. 6, 2388--2419 (2020; Zbl 07282655) Full Text: DOI
Zhang, Yan; Lv, Jingliang; Zou, Xiaoling Dynamics of stochastic single-species models. (English) Zbl 07279016 Math. Methods Appl. Sci. 43, No. 15, 8728-8735 (2020). MSC: 60G10 60G15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Math. Methods Appl. Sci. 43, No. 15, 8728--8735 (2020; Zbl 07279016) Full Text: DOI
Jara, Milton; Menezes, Otávio Symmetric exclusion as a random environment: invariance principle. (English) Zbl 07276949 Ann. Probab. 48, No. 6, 3124-3149 (2020). MSC: 82C41 82C22 60K37 60F17 60J65 60G15 PDF BibTeX XML Cite \textit{M. Jara} and \textit{O. Menezes}, Ann. Probab. 48, No. 6, 3124--3149 (2020; Zbl 07276949) Full Text: DOI Euclid
Beliaev, Dmitry; Muirhead, Stephen; Rivera, Alejandro A covariance formula for topological events of smooth Gaussian fields. (English) Zbl 07276942 Ann. Probab. 48, No. 6, 2845-2893 (2020). Reviewer: Andriy Olenko (Melbourne) MSC: 60G60 60D05 60G15 PDF BibTeX XML Cite \textit{D. Beliaev} et al., Ann. Probab. 48, No. 6, 2845--2893 (2020; Zbl 07276942) Full Text: DOI Euclid
Bates, Erik; Chatterjee, Sourav Localization in Gaussian disordered systems at low temperature. (English) Zbl 07276940 Ann. Probab. 48, No. 6, 2755-2806 (2020). MSC: 60K37 60G15 60G17 82B44 82D30 82D60 PDF BibTeX XML Cite \textit{E. Bates} and \textit{S. Chatterjee}, Ann. Probab. 48, No. 6, 2755--2806 (2020; Zbl 07276940) Full Text: DOI Euclid
Saksman, Eero; Webb, Christian The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line. (English) Zbl 07276939 Ann. Probab. 48, No. 6, 2680-2754 (2020). MSC: 60G57 11M06 60G15 11M50 PDF BibTeX XML Cite \textit{E. Saksman} and \textit{C. Webb}, Ann. Probab. 48, No. 6, 2680--2754 (2020; Zbl 07276939) Full Text: DOI Euclid
Nualart, David; Zheng, Guangqu Oscillatory Breuer-Major theorem with application to the random corrector problem. (English) Zbl 07276177 Asymptotic Anal. 119, No. 3-4, 281-300 (2020). MSC: 60G15 60F17 60H15 34B15 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{G. Zheng}, Asymptotic Anal. 119, No. 3--4, 281--300 (2020; Zbl 07276177) Full Text: DOI
Aktekin, Tevfik; Polson, Nicholas G.; Soyer, Refik A family of multivariate non-Gaussian time series models. (English) Zbl 07276154 J. Time Ser. Anal. 41, No. 5, 691-721 (2020). MSC: 62M10 62M20 62H20 62P05 91B84 PDF BibTeX XML Cite \textit{T. Aktekin} et al., J. Time Ser. Anal. 41, No. 5, 691--721 (2020; Zbl 07276154) Full Text: DOI
Berrueta, Thomas A.; Abraham, Ian; Murphey, Todd Experimental applications of the Koopman operator in active learning for control. (English) Zbl 07276029 Mauroy, Alexandre (ed.) et al., The Koopman operator in systems and control. Concepts, methodologies and applications. Cham: Springer (ISBN 978-3-030-35712-2/hbk; 978-3-030-35713-9/ebook). Lecture Notes in Control and Information Sciences 484, 421-450 (2020). MSC: 93B28 93-05 PDF BibTeX XML Cite \textit{T. A. Berrueta} et al., Lect. Notes Control Inf. Sci. 484, 421--450 (2020; Zbl 07276029) Full Text: DOI
Zhang, Tonglin; Mateu, Jorge Testing first-order spherical symmetry of spatial point processes. (English) Zbl 07274746 Stat. Sin. 30, No. 3, 1313-1332 (2020). MSC: 62H15 62H11 62R30 60G55 62P35 86A15 PDF BibTeX XML Cite \textit{T. Zhang} and \textit{J. Mateu}, Stat. Sin. 30, No. 3, 1313--1332 (2020; Zbl 07274746) Full Text: DOI
Boulanba, Lahcen; Mellouk, Mohamed Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm. (English) Zbl 07273410 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 2, Article ID 2050010, 17 p. (2020). MSC: 60F10 60H15 60G15 PDF BibTeX XML Cite \textit{L. Boulanba} and \textit{M. Mellouk}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 23, No. 2, Article ID 2050010, 17 p. (2020; Zbl 07273410) Full Text: DOI
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen On the number of excursion sets of planar Gaussian fields. (English) Zbl 07271327 Probab. Theory Relat. Fields 178, No. 3-4, 655-698 (2020). MSC: 60G60 60G15 58K05 PDF BibTeX XML Cite \textit{D. Beliaev} et al., Probab. Theory Relat. Fields 178, No. 3--4, 655--698 (2020; Zbl 07271327) Full Text: DOI
Cheng, Dan; He, Zhibing; Schwartzman, Armin Multiple testing of local extrema for detection of change points. (English) Zbl 1452.62623 Electron. J. Stat. 14, No. 2, 3705-3729 (2020). MSC: 62M10 62M07 62G10 62J15 60G35 60G15 PDF BibTeX XML Cite \textit{D. Cheng} et al., Electron. J. Stat. 14, No. 2, 3705--3729 (2020; Zbl 1452.62623) Full Text: DOI Euclid
Viet-Hung Pham Conjunction probability of smooth centered Gaussian processes. (English) Zbl 07270259 Acta Math. Vietnam. 45, No. 4, 865-874 (2020). MSC: 60G15 60G60 62G09 PDF BibTeX XML Cite \textit{Viet-Hung Pham}, Acta Math. Vietnam. 45, No. 4, 865--874 (2020; Zbl 07270259) Full Text: DOI
Kersting, Hans; Sullivan, T. J.; Hennig, Philipp Convergence rates of Gaussian ODE filters. (English) Zbl 1451.65098 Stat. Comput. 30, No. 6, 1791-1816 (2020). MSC: 65L20 37H10 68W20 93E11 PDF BibTeX XML Cite \textit{H. Kersting} et al., Stat. Comput. 30, No. 6, 1791--1816 (2020; Zbl 1451.65098) Full Text: DOI
Sanna Passino, Francesco; Heard, Nicholas A. Bayesian estimation of the latent dimension and communities in stochastic blockmodels. (English) Zbl 1452.62404 Stat. Comput. 30, No. 5, 1291-1307 (2020). MSC: 62H22 62M45 PDF BibTeX XML Cite \textit{F. Sanna Passino} and \textit{N. A. Heard}, Stat. Comput. 30, No. 5, 1291--1307 (2020; Zbl 1452.62404) Full Text: DOI
Tan, Zhongquan; Zheng, Shengchao Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics. (English) Zbl 07268530 J. Theor. Probab. 33, No. 4, 2258-2279 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{Z. Tan} and \textit{S. Zheng}, J. Theor. Probab. 33, No. 4, 2258--2279 (2020; Zbl 07268530) Full Text: DOI
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian processes with trend. (English) Zbl 07268525 J. Theor. Probab. 33, No. 4, 2119-2166 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., J. Theor. Probab. 33, No. 4, 2119--2166 (2020; Zbl 07268525) Full Text: DOI
Cipriani, Alessandra; de Graaff, Jan; Ruszel, Wioletta M. Scaling limits in divisible sandpiles: a Fourier multiplier approach. (English) Zbl 1452.31012 J. Theor. Probab. 33, No. 4, 2061-2088 (2020). MSC: 31B30 60J45 60G15 PDF BibTeX XML Cite \textit{A. Cipriani} et al., J. Theor. Probab. 33, No. 4, 2061--2088 (2020; Zbl 1452.31012) Full Text: DOI
Laga, Ian; Niu, Xiaoyue Book review of: Peter J. Diggle and Emanuele Giorgi, Model-based geostatistics for global public health: methods and applications. (English) Zbl 07268022 J. Am. Stat. Assoc. 115, No. 530, 1030-1031 (2020). MSC: 00A17 62-02 86A32 62P10 60G15 PDF BibTeX XML Cite \textit{I. Laga} and \textit{X. Niu}, J. Am. Stat. Assoc. 115, No. 530, 1030--1031 (2020; Zbl 07268022)
Sung, Chih-Li; Hung, Ying; Rittase, William; Zhu, Cheng; Jeff Wu, C. F. A generalized Gaussian process model for computer experiments with binary time series. (English) Zbl 1445.62242 J. Am. Stat. Assoc. 115, No. 530, 945-956 (2020). MSC: 62M10 62K99 60G15 PDF BibTeX XML Cite \textit{C.-L. Sung} et al., J. Am. Stat. Assoc. 115, No. 530, 945--956 (2020; Zbl 1445.62242) Full Text: DOI
Bachmayr, Markus; Graham, Ivan G.; Nguyen, Van Kien; Scheichl, Robert Unified analysis of periodization-based sampling methods for Matérn covariances. (English) Zbl 07267942 SIAM J. Numer. Anal. 58, No. 5, 2953-2980 (2020). MSC: 60G15 60G60 42B05 65T40 PDF BibTeX XML Cite \textit{M. Bachmayr} et al., SIAM J. Numer. Anal. 58, No. 5, 2953--2980 (2020; Zbl 07267942) Full Text: DOI
Sniekers, Suzanne; van der Vaart, Aad Adaptive Bayesian credible bands in regression with a Gaussian process prior. (English) Zbl 1451.62044 Sankhyā, Ser. A 82, No. 2, 386-425 (2020). MSC: 62G15 62G05 62G20 60G15 PDF BibTeX XML Cite \textit{S. Sniekers} and \textit{A. van der Vaart}, Sankhyā, Ser. A 82, No. 2, 386--425 (2020; Zbl 1451.62044) Full Text: DOI
Solev, V. N. An estimation of function in Gaussian stationary noise: new spectral condition. (English. Russian original) Zbl 1451.62104 J. Math. Sci., New York 251, No. 1, 147-154 (2020); translation from Zap. Nauchn. Semin. POMI 474, 222-232 (2018). MSC: 62M15 62G07 62C20 60G15 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 251, No. 1, 147--154 (2020; Zbl 1451.62104); translation from Zap. Nauchn. Semin. POMI 474, 222--232 (2018) Full Text: DOI
Ermakov, M. S. On asymptotically minimax nonparametric detection of signal in Gaussian white noise. (English. Russian original) Zbl 1451.62042 J. Math. Sci., New York 251, No. 1, 78-87 (2020); translation from Zap. Nauchn. Semin. POMI 474, 124-138 (2018). MSC: 62G10 62C20 94A12 60G35 60H40 PDF BibTeX XML Cite \textit{M. S. Ermakov}, J. Math. Sci., New York 251, No. 1, 78--87 (2020; Zbl 1451.62042); translation from Zap. Nauchn. Semin. POMI 474, 124--138 (2018) Full Text: DOI
Garton, Nathaniel; Niemi, Jarad; Carriquiry, Alicia Knot selection in sparse Gaussian processes with a variational objective function. (English) Zbl 07260683 Stat. Anal. Data Min. 13, No. 4, 324-336 (2020). MSC: 62 68 PDF BibTeX XML Cite \textit{N. Garton} et al., Stat. Anal. Data Min. 13, No. 4, 324--336 (2020; Zbl 07260683) Full Text: DOI
Yu, Qian; Bajja, Salwa Volatility estimation of general Gaussian Ornstein-Uhlenbeck process. (English) Zbl 07259038 Stat. Probab. Lett. 163, Article ID 108796, 10 p. (2020). MSC: 60G15 91G80 PDF BibTeX XML Cite \textit{Q. Yu} and \textit{S. Bajja}, Stat. Probab. Lett. 163, Article ID 108796, 10 p. (2020; Zbl 07259038) Full Text: DOI
Missarov, M. D. On Gaussian self-similar random fields on a 2-adic plane. (English. Russian original) Zbl 1448.60088 Russ. Math. 64, No. 5, 83-87 (2020); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 5, 94-99 (2020). MSC: 60G18 60G60 60G15 81T17 PDF BibTeX XML Cite \textit{M. D. Missarov}, Russ. Math. 64, No. 5, 83--87 (2020; Zbl 1448.60088); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 5, 94--99 (2020) Full Text: DOI
Burt, David R.; Rasmussen, Carl Edward; van der Wilk, Mark Convergence of sparse variational inference in Gaussian processes regression. (English) Zbl 07255162 J. Mach. Learn. Res. 21, Paper No. 131, 63 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{D. R. Burt} et al., J. Mach. Learn. Res. 21, Paper No. 131, 63 p. (2020; Zbl 07255162) Full Text: Link
Bartels, Simon; Hennig, Philipp Conjugate gradients for kernel machines. (English) Zbl 07255086 J. Mach. Learn. Res. 21, Paper No. 55, 42 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{S. Bartels} and \textit{P. Hennig}, J. Mach. Learn. Res. 21, Paper No. 55, 42 p. (2020; Zbl 07255086) Full Text: Link
Schürch, Manuel; Azzimonti, Dario; Benavoli, Alessio; Zaffalon, Marco Recursive estimation for sparse Gaussian process regression. (English) Zbl 1448.93320 Automatica 120, Article ID 109127, 11 p. (2020). MSC: 93E10 93E11 62P30 62G08 PDF BibTeX XML Cite \textit{M. Schürch} et al., Automatica 120, Article ID 109127, 11 p. (2020; Zbl 1448.93320) Full Text: DOI
Garban, Christophe; Vanneuville, Hugo Bargmann-Fock percolation is noise sensitive. (English) Zbl 07252730 Electron. J. Probab. 25, Paper No. 98, 20 p. (2020). MSC: 60K35 60G15 PDF BibTeX XML Cite \textit{C. Garban} and \textit{H. Vanneuville}, Electron. J. Probab. 25, Paper No. 98, 20 p. (2020; Zbl 07252730) Full Text: DOI Euclid
Bartl, Daniel; Tangpi, Ludovic Functional inequalities for forward and backward diffusions. (English) Zbl 07252726 Electron. J. Probab. 25, Paper No. 94, 22 p. (2020). MSC: 60J60 60G40 28C20 60E15 60H20 91G10 PDF BibTeX XML Cite \textit{D. Bartl} and \textit{L. Tangpi}, Electron. J. Probab. 25, Paper No. 94, 22 p. (2020; Zbl 07252726) Full Text: DOI Euclid
Beliaev, Dmitry; McAuley, Michael; Muirhead, Stephen Smoothness and monotonicity of the excursion set density of planar Gaussian fields. (English) Zbl 07252725 Electron. J. Probab. 25, Paper No. 93, 37 p. (2020). MSC: 60G60 60G15 58K05 PDF BibTeX XML Cite \textit{D. Beliaev} et al., Electron. J. Probab. 25, Paper No. 93, 37 p. (2020; Zbl 07252725) Full Text: DOI Euclid
Azaïs, Jean-Marc; León, José R. Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets. (English) Zbl 07252701 Electron. J. Probab. 25, Paper No. 107, 15 p. (2020). MSC: 60G15 60G60 PDF BibTeX XML Cite \textit{J.-M. Azaïs} and \textit{J. R. León}, Electron. J. Probab. 25, Paper No. 107, 15 p. (2020; Zbl 07252701) Full Text: DOI Euclid
Ruszel, Wioletta M. Odometers of divisible sandpile models: scaling limits, iDLA and obstacle problems. A survey. (English) Zbl 07249093 Markov Process. Relat. Fields 26, No. 1, 125-165 (2020). MSC: 60J45 60G15 82C20 PDF BibTeX XML Cite \textit{W. M. Ruszel}, Markov Process. Relat. Fields 26, No. 1, 125--165 (2020; Zbl 07249093) Full Text: Link
Aru, Juhan Gaussian multiplicative chaos through the Lens of the 2D Gaussian free field. (English) Zbl 07249090 Markov Process. Relat. Fields 26, No. 1, 17-56 (2020). MSC: 60G57 60G60 60G15 PDF BibTeX XML Cite \textit{J. Aru}, Markov Process. Relat. Fields 26, No. 1, 17--56 (2020; Zbl 07249090) Full Text: Link
Westling, Ted; van der Laan, Mark J.; Carone, Marco Correcting an estimator of a multivariate monotone function with isotonic regression. (English) Zbl 1448.62056 Electron. J. Stat. 14, No. 2, 3032-3069 (2020). MSC: 62G20 62G15 62H12 60G15 PDF BibTeX XML Cite \textit{T. Westling} et al., Electron. J. Stat. 14, No. 2, 3032--3069 (2020; Zbl 1448.62056) Full Text: DOI Euclid
Wang, Jian-Yong; Yu, Han The measure on the original space from a product measure. (English) Zbl 1447.62039 J. Math. Anal. Appl. 491, No. 1, Article ID 124272, 10 p. (2020). MSC: 62G07 60G15 28A35 PDF BibTeX XML Cite \textit{J.-Y. Wang} and \textit{H. Yu}, J. Math. Anal. Appl. 491, No. 1, Article ID 124272, 10 p. (2020; Zbl 1447.62039) Full Text: DOI
Li, Yang; Duan, Jinqiao; Liu, Xianbin; Zhang, Yanxia Most probable dynamics of stochastic dynamical systems with exponentially light jump fluctuations. (English) Zbl 1450.37009 Chaos 30, No. 6, 063142, 11 p. (2020). MSC: 37A50 60G15 60H40 PDF BibTeX XML Cite \textit{Y. Li} et al., Chaos 30, No. 6, 063142, 11 p. (2020; Zbl 1450.37009) Full Text: DOI
Pang, Guodong; Zhou, Yuhang Functional limit theorems for shot noise processes with weakly dependent noises. (English) Zbl 1450.60029 Stoch. Syst. 10, No. 2, 99-123 (2020). MSC: 60F17 60K05 60F05 PDF BibTeX XML Cite \textit{G. Pang} and \textit{Y. Zhou}, Stoch. Syst. 10, No. 2, 99--123 (2020; Zbl 1450.60029) Full Text: DOI