In this article, we propose a generalized Gaussian process concurrent regression model for functional data, where the functional response variable has a binomial. Poisson, or other non-Gaussian ...

A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...

Pantelis Samartsidis, Claudia R. Eickhoff, Simon B. Eickhoff, Tor D. Wager, Lisa Feldman Barrett, Shir Atzil, Timothy D. Johnson, Thomas E. Nichols Journal of the Royal Statistical Society. Series C ...