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Papers

 

Preprints     Published/Accepted     Conference     Unpublished

 

 

Preprints

  • “Detecting functional connectivity changes in fMRI data” (with C. Baek, M. Gampe, B. Leinwand, K. Lindquist, J. Hopfinger and K. Gates). Preprint
  • “Thresholding and graphical local Whittle estimation” (with C. Baek and M.-C. Duker). Preprint
  • “Latent Gaussian count time series modeling” (with Y. Jia, S. Kechagias, J. Livsey and R. Lund). Preprint
  • “Penalized estimation and forecasting of multiple subject intensive longitudinal data” (with Z. F. Fisher, Y. Kim and B. L. Fredrickson). Preprint
  • “Cotrending: testing for common deterministic trends in varying means model” (with M.-C. Duker and R. Sundararajan). Preprint
  • “Statistical inference for mean and variance of oscillatory processes” (with V. Belenky, D. Glotzer and K. Weems). Preprint

 

 

Published/Accepted

  1. “Sampling methods and estimation of triangle count distributions in large networks” (with N. Antunes and T. Guo), Network Science, To appear
  2. “Count time series: A methodological review” (with R. A. Davis, K. Fokianos, S. H. Holan, H. Joe, J. Livsey, R. Lund and N. Ravishanker), Journal of American Statistical Society, To appear
  3. “Sampling-based estimation of in-degree distribution with applications to directed complex networks” (with N. Antunes, S. Bhamidi, T. Guo and B. Wang), Journal of Computational and Graphical Statistics, To appear
  4. “Two sample tests for high-dimensional autocovariances” (with C. Baek, K. Gates and B. Leinwand), Computational Statistics and Data Analysis, 153 (2021), 107067
  5. “A square-root second-order extended Kalman filtering approach for estimating smoothly time-varying parameters” (with Z. F. Fisher, S.-M. Chow, P. C. M. Molenaar, B. L. Fredrickson and K. M. Gates), Multivariate Behavioral Research, To appear
  6. “Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing” (with M. Pourahmadi and R. Sundararajan), Bernoulli 27 (2021), pp. 381–418. Technical Appendix
  7. “Pitfalls of data-driven peaks-over-threshold analysis: perspectives from extreme ship motions,” Probabilistic Engineering Mechanics, 60 (2020), 103053
  8. “Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity” (with C. Baek and S. Kechagias). Journal of Statistical Planning and Inference, 205 (2020), pp. 245–268
  9. “Modeling bivariate long-range dependence with general phase” (with S. Kechagias). Journal of Time Series Analysis 41 (2020), pp. 268-292
  10. “Distribution tail structure and extreme value analysis of constrained piecewise linear oscillators” (with V. Belenky, D. Glotzer and T. Sapsis). Probabilistic Engineering Mechanics, 57 (2019), pp. 1–13
  11.  “Periodic dynamic factor models: estimation approaches and applications” (with C. Baek and R. Davis). Electronic Journal of Statistics 12 (2018), pp. 4377–4411
  12.  “Modeling periodic autoregressive time series with multiple periodic effects” (with H. Hurd). In F. Chaari, J. Leskow, R. Zimroz, A. Wylomanska, A. Dudek, editors, Cyclo-stationarity: Theory and Methods IV, (2020), pp. 1–18
  13.  “Small and large scale behavior of moments of Poisson cluster processes with application to Internet traffic” (with N. Antunes, P. Abry and D. Veitch). ESAIM Probability and Statistics 21 (2017), pp. 369–393
  14.  “Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts” (with J. Livsey, S. Kechagias and R. Lund). The Annals of Applied Statistics12 (2018), pp. 408–431
  15.  “Domain and range symmetries of operator fractional Brownian fields” (with G. Didier and M. Meerschaert). Stochastic Processes and Their Applications 128 (2018), pp. 39– 78
  16.  “Exponents of operator self-similar random fields” (with G. Didier and M. Meerschaert). Journal of Mathematical Analysis and Applications 448 (2017), pp. 1450-1466
  17.  “Sparse seasonal and periodic vector autoregressive modeling” (with C. Baek and R. Davis). Computational Statistics and Data Analysis 106 (2017), pp. 103-126
  18.  “Application of the envelope peaks over threshold (EPOT) method for probabilistic assessment of dynamic stability” (with V. Belenky and B. Campbell). Ocean Engineering 120 (2016), pp. 298-304
  19.  “Confidence intervals for exceedance probabilities with application to extreme ship motions” (with D. Glotzer, V. Belenky, B. Campbell and T. Smith). Revstat, 15 (2017), pp. 537–563
  20.  “Estimation of flow distributions from sampled traffic” (with N. Antunes). ACM Transactions on Modeling and Performance Evaluation of Computing Systems 1 (2016), Article No. 11
  21.  “Convex optimization and feasible circulant matrix embeddings in synthesis of stationary Gaussian fields” (with H. Helgason and S. Kechagias). Journal of Computational and Graphical Statistics 25 (2016), pp. 1158-1175
  22.  “Semi-stable non-Gaussian limits arising in sampling of finite renewal processes” (with R. Chaudhuri). Bernoulli 22 (2016), pp. 1055-1092
  23.  “On integral representations of operator fractional Brownian fields” (with C. Baek and G. Didier). Statistics and Probability Letters 92 (2014), pp. 190-198
  24.  “On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation” (with C. Baek). Electronic Journal of Statistics 8 (2014), pp. 931-964
  25.  “Can Markov switching model generate long memory?” (with C. Baek and N. Fortuna). Economics Letters 124 (2014), pp. 117-121
  26.  “Definitions and representations of multivariate long-range dependent time series” (with S. Kechagias). Journal of of Time Series Analysis 36 (2015), pp. 1-25
  27.  “Admission control for multidimensional workload with heavy tails and fractional Ornstein-Uhlenbeck process” (with A. Budhiraja and X. Song). Advances in Applied Probability 47 (2015), pp. 476-505
  28.  “Smoothing windows for the synthesis of Gaussian stationary random fields using circulant matrix embedding” (with H. Helgason and P. Abry). Journal of Computational and Graphical Statistics 23 (2014), pp. 616-635
  29.  “Long-range dependence of the two-dimensional Ising model at critical temperature” (with M. S. Taqqu). Chapter 18 (42 pages) in Benoit Mandelbrot: A Life in Many Dimensions, World Scientific Publishing Company (2014), edited by M. Frame and N. Cohen
  30.  “On the Riesz and vaguelet property of L2-unbounded transformations of orthogonal wavelet bases” (with G. Didier and S. Jaffard). Journal of Approximation Theory 176 (2013), pp. 94-117
  31.  “Statistical tests for a single change in mean against long-range dependence” (with C. Baek). Journal of Time Series Analysis 33 (2012), pp. 131-151
  32.  “Heavy traffic approximations of a queue with varying service rates and general arrivals” (with R. Buche and A. Ghosh). Stochastic Models 28 (2012), pp. 63-108
  33.  “Exponents, symmetry groups and classification of operator fractional Brownian motions” (with G. Didier). Journal of Theoretical Probability 25 (2012), pp. 353-395
  34.  “Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter” (with P. Abry and H. Helgason). Lithuanian Mathematical Journal 51 (2011), pp. 287-302
  35.  “Probabilistic sampling of finite renewal processes” (with N. Antunes). Bernoulli 17 (2011), pp. 1285-1326
  36.  “Long range dependence analysis of Internet traffic” (with F. Hernandez-Campos, L. Le, J. S. Marron, C. Park, J. Park, F. D. Smith, R. L. Smith, M. Trevero, and Z. Zhu). Journal of Applied Statistics 38 (2011), pp. 1407-1433
  37.  “Local and global rank tests for multivariate varying-coefficient models” (with S. G. Donald and N. Fortuna). Journal of Business and Economics Statistics 29 (2011), pp. 295-306. Technical appendix
  38.  “Integral representations and properties of operator fractional Brownian motions” (with G. Didier). Bernoulli 17 (2011), pp. 1-33
  39.  “Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding” (with H. Helgason and P. Abry). Signal Processing 91 (2011), pp. 1741-1758
  40.  “Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding” (with H. Helgason and P. Abry). Signal Processing 91 (2011), pp. 1123-1133
  41.  “Regularization and integral representations of Hermite processes” (with M. S. Taqqu). Statistics and Probability Letters 80 (2010), pp. 2014-2023
  42.  “Adaptive wavelet decompositions of stationary time series” (with G. Didier). Journal of Time Series Analysis 31 (2010), pp. 182-209
  43.  “Semi-additive functionals and cocycles in the context of self-similarity” (with M. S. Taqqu). Discussiones Mathematicae Probability and Statistics 30 (2010), pp. 149-177
  44.  “Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known” (with C. Baek). Journal of Statistical Planning and Inference 140 (2010), pp. 1957–1967
  45.  “Second order properties of distribution tails and estimation of tail exponents in random difference equations” (with C. Baek, H. Wendt and P. Abry). Extremes 12 (2009), pp. 361-400
  46.  “Multifractal random walks as fractional Wiener integrals” (with P. Abry, P. Chainais and L. Coutin). IEEE Transactions on Information Theory 55 (2009), pp. 3825-3846
  47.  “Long range dependence, unbalanced Haar wavelet transformation and changes in mean level” (with C. Baek). Int. J. of Wavelets, Multiresolution and Information Processing 14 (2009), pp. 23-58
  48.  “Gaussian stationary processes: adaptive wavelet decompositions, discrete approximations and their convergence” (with G. Didier). Journal of Fourier Analysis and Applications 14 (2008), pp. 203-234
  49.  “Small and large scale asymptotics of some Levy stochastic integrals” (with M. S. Taqqu). Methodology and Computing in Applied Probability 10 (2008), pp. 299-314
  50. “Identification of periodic and cyclic fractional stable motions” (with M. S. Taqqu). Annales de L’Institute Henry Poincare 44 (2008), pp. 612-637
  51. “Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation” (with M. S. Taqqu and P. Abry). Bernoulli 13 (2007), pp. 1091-1123
  52. “On rank estimation in symmetric matrices: the case of indefinite estimators” (with N. Fortuna and S. G. Donald). Econometric Theory 23 (2007), pp. 1217-1232
  53. “Integral representations of periodic and cyclic fractional stable motions” (with M. S. Taqqu). Electronic Journal of Probability 12 (2007), pp. 181-206
  54. “Nonminimal sets, their projections and integral representations of stable processes”. Stochastic Processes and Their Applications 117 (2007), pp. 1285-1302
  55. “Heavy traffic methods in wireless systems: towards modeling heavy tails and long range dependence” (with R. Buche, A. Ghosh and J. Zhang). IMA Volumes in Mathematics and its Applications Series, Vol. 143: Wireless Communications, Springer-Verlag (2007), pp. 53-74
  56. “Wavelet-based synthesis of the Rosenblatt process” (with P. Abry). Signal Processing 86 (2006), pp. 2326-2339
  57. “Wavelet-based simulation of fractional Brownian motion revisited”. Applied and Computational Harmonic Analysis 19 (2005), pp. 49-60
  58. “Wavelet-type expansion of the Rosenblatt process”. The Journal of Fourier Analysis and Applications 10 (2004), pp. 599-634
  59. “Stable stationary processes related to cyclic flows” (with M. S. Taqqu). The Annals of Probability 32 (2004), pp. 2222-2260
  60. “Dilated fractional stable motions” (with M. S. Taqqu). Journal of Theoretical Probability 17 (2004), pp. 51-84
  61. “Slow, fast and arbitrary growth conditions for renewal reward processes when the renewals and the rewards are heavy-tailed” (with M. S. Taqqu and J. B. Levy). Bernoulli 10 (2004), pp. 121-163
  62. “Can continuous-time stationary stable processes have discrete linear representations?” (with M. S. Taqqu and P. Abry). Statistics and Probability Letters 64 (2003), pp. 147-157
  63. “Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages” (with M. S. Taqqu). Bernoulli 9 (2003), pp. 833-855
  64. “Fractional calculus and its connections to fractional Brownian motion” (with M. S. Taqqu). In P. Doukhan, G. Oppenheim, and M. S. Taqqu, editors, Long-range Dependence: Theory and Applications, Birkhauser, 2003, pp. 165-201
  65. “Estimation of the self-similarity parameter in linear fractional stable motion” (with S. Stoev and M. S. Taqqu). Signal Processing 82 (2002), pp. 1873-1901
  66. “Deconvolution of fractional Brownian motion” (with M. S. Taqqu). Journal of Time Series Analysis 23 (2002), pp. 487-501
  67. “Decomposition of self-similar stable mixed moving averages” (with M. S. Taqqu). Probability Theory and Related Fields 123 (2002), pp. 412-452
  68. “The structure of self-similar stable mixed moving averages” (with M. S. Taqqu). The Annals of Probability 30 (2002), pp. 898-932
  69. “Are classes of deterministic integrands for fractional Brownian motion on an interval complete?” (with M. S. Taqqu). Bernoulli 7 (2001), pp. 873-897
  70. “Integration questions related to fractional Brownian motion” (with M. S. Taqqu). Probability Theory and Related Fields 118 (2000), pp. 251-291
  71. “The limit of a renewal-reward process with heavy-tailed rewards is not a linear fractional stable motion” (with M. S. Taqqu). Bernoulli 6 (2000), pp. 607-614
  72. “Convergence of weighted sums of random variables with long-range dependence” (with M. S. Taqqu). Stochastic Processes and Their Applications 90 (2000), pp. 157-174
  73. “The Weierstrass-Mandelbrot process provides a series approximation to the harmonizable fractional stable motion” (with M. S. Taqqu). In C. Bandt, S. Graf, and M. Zahle, editors, Fractal Geometry and Stochastics II, Birkhauser, 2000, pp. 161-179
  74. “Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion” (with M. S. Taqqu). Fractals 8 (2000), pp. 369-384

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Conference

  1. “Statistical analysis of extreme ship loads: Physical distribution tails, limitations of data-driven approaches and model uncertainty” (with B. Brown), Proceedings of the 33rd Symposium on Naval Hydrodynamics, 2020
  2. “On extreme value properties of vertical bending moment” (with T. Sapsis, K. Weems and V. Belenky), Proceedings of the 33rd Symposium on Naval Hydrodynamics, 2020
  3. “Characterizing selective network vulnerability for Alzheimer’s disease by identifying critical connectome spectrum” (with B. Leinwand and G. Wu), Proceedings of the IEEE International Symposium on Biomedical Imaging, Iowa City, 2020
  4. “Induced edge samplings and triangle count distributions in large networks” (with N. Antunes and T. Guo), Proceedings of Complex Networks and Their Applications VIII, Springer, Lisbon, Portugal, 2019
  5. “Asymptotic results for multivariate local Whittle estimation with applications” (with M.-C. Duker), Proceedings of the IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Guadeloupe, West Indies, 2019. Technical Appendix
  6. “EPOT application and verification” (with K. Weems, V. Belenky, B. Campbell, T. Sapsis), Proceedings of 17th Intl. Ship Stability Workshop, Helsinki, Finland, 2019
  7. “On extending multifidelity uncertainty quantification methods from non-rare to rare problems” (with B. Brown), Proceedings of 17th Intl. Ship Stability Workshop, Helsinki, Finland, 2019
  8. “Regularized inversion of flow size distribution” (with N. Antunes and G. Jacinto), INFOCOM, 2019
  9.  “Statistical uncertainty of measured and simulated ship motions” (with V. Belenky, M. Levine and K. Weems), Proceedings of the 8th Conference on Stochastic Mechanics, Paros, Greece, 2018
  10.  “Pitfalls of data-driven peaks-over-threshold analysis: perspectives from extreme ship motions”, Proceedings of the 8th Conference on Stochastic Mechanics, Paros, Greece, 2018
  11.  “Tail structure of roll and metric of capsizing in irregular waves” (with V. Belenky, K. Weems, D. Glotzer and T. Sapsis), Proceedings of the 32nd Symposium on Naval Hydrodynamics, Hamburg, Germany, 2018
  12.  “Extreme-value properties of the split-time metric” (with V. Belenky and K. Weems), Proceedings of the 13th International Conference on the Stability of Ships and Ocean Vehicles, Kobe, Japan, 2018
  13.  “On confidence intervals of mean and variance estimates of ship motions” (with D. Glotzer, V. Belenky, M. Levine and K. Weems), Proceedings of the 13th International Conference on the Stability of Ships and Ocean Vehicles, Kobe, Japan, 2018
  14.  “Statistical uncertainty techniques for assessment of simulation and model test data” (with M. Levine, V. Belenky and K. Weems), Proceedings of the 30th American Towing Tank Conference, Bethesda, 2017
  15.  “Statistical perspectives on some problems arising in Naval Engineering” (with D. Glotzer), Proceedings of the 30th American Towing Tank Conference, Bethesda, 2017
  16.  “Semiparametric, parametric and possibly sparse models for multivariate long-range dependence” (with C. Baek and S. Kechagias), Proceedings of SPIE: Wavelets and Sparsity XVII, San Diego, 2017
  17.  “Modeling broaching-to and capsizing with extreme value theory” (with V. Belenky, K. Weems, K. Spyrou and T. Sapsis), Proc. of 16th Intl. Ship Stability Workshop, Belgrade, Serbia, 2017
  18.  “Skampling for the flow duration distribution” (with N. Antunes and D. Veitch), Proceedings of 29th International Teletraffic Congress, Genoa, Italy, 2017
  19.  “Sampling and censoring in estimation of flow distributions” (with N. Antunes), 2015 IEEE International Conference on Communications
  20.  “Split-time / critical derivative value approach for evaluation of probability of capsizing of a ship in irregular waves” (with V. Belenky, K. Weems and K. Spyrou). The 7th International Conference on Computational Stochastic Mechanics (CSM-7), Santorini, Greece, 2014
  21.  “Properties of the tail of envelope peaks and its use for the prediction of the probability of exceedance for ship motions in irregular waves” (with B. Campbell and V. Belenky). The 7th International Conference on Computational Stochastic Mechanics (CSM-7), Santorini, Greece, 2014
  22.  “On the application of the generalized Pareto distribution for statistical extrapolation in the assessment of dynamic stability in irregular waves” (with B. Campbell and V. Belenky). The 14th International Ship Stability Workshop (ISSW-14), Kuala Lumpur, Malaysia, 2014
  23.  “Extrapolation and validation aspects of the split-time method” (with V. Belenky, K. Weems, B. Campbell and T. Smith). The 30th Symp. on Naval Hydrodynamics, Hobart, Australia, 2014
  24.  “Split-time method for calculation of probability of capsizing due to pure loss of stability” (with V. Belenky and K. Weems). Proc. of 13th Intl. Ship Stability Workshop, Brest, France, 2013
  25.  “On the statistical uncertainties of time-domain-based assessment of stability failures: confidence interval for the mean and variance of a time series” (with V. Belenky, K. Kent, M. Hughes, B. Campbell and T. Smith). Proc. of 13th Intl. Ship Stability Workshop, Brest, France, 2013
  26.  “Estimation of flow distributions tails from sampled traffic” (with N. Antunes). Proceedings of IEEE Statistical Signal Processing Workshop, Ann Arbor, 2012
  27.  “Inverting flow durations from sampled traffic” (with N. Antunes). Proceedings of 24th International Teletraffic Congress, Krakow, Poland, 2012
  28.  “Heavy traffic limits in a wireless queueing model with long-range dependence” (with R. Buche and A. Ghosh). Proceedings of 2007 IEEE Conference on Decision and Control
  29.  “Extreme values, heavy tails and linearization effect: a contribution to empirical multifractal analysis” (with P. Abry and H. Wendt). Proceedings of GRETSI 2007 conference

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Unpublished

  1.  “On rank estimation in semidefinite matrices” (with S. G. Donald and N. Fortuna). Preprint
  2.  “On the usefulness of wavelet-based simulation of fractional Brownian motion”. Preprint

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