Results and submissions : REF 2021

A Bayesian approach to estimate changes in condom use from limited human immunodeficiency ...

A Bayesian game without ϵ-equilibria

A Bayesian methodology for systemic risk assessment in financial networks

A class of globally solvable Markovian quadratic BSDE systems and applications

A consistent test of independence based on a sign covariance related to Kendall's ...

A constant-factor approximation algorithm for the asymmetric traveling salesman ...

A longitudinal mixed logit model for estimation of push and pull effects in residential ...

A massive data framework for M-estimators with cubic-rate

A model-free version of the fundamental theorem of asset pricing and the super-replication ...

A multilevel structural equation model for the interrelationships between multiple ...

A simpler and faster strongly polynomial algorithm for generalized flow maximiza ...

A strongly polynomial algorithm for generalized flow maximization

Agency, firm growth, and managerial turnover

Almost all trees are almost graceful

An approximate version of the tree packing conjecture

An extension of the blow-up lemma to arrangeable graphs

Approximating minimum-cost $k$-node connected subgraphs via independence-free gr ...

Assessing partial association between ordinal variables : quantification, visualization, ...

Bayesian regression discontinuity designs : incorporating clinical knowledge in the ...

Bayesian switching multiple disorder problems

Beurling slow and regular variation

Chromatic numbers of exact distance graphs

Concave generalized flows with applications to market equilibria

Cuboids, a class of clutters

Cycle-complete ramsey numbers

Decentralized utilitarian mechanisms for scheduling games

Diffusion transformations, Black-Scholes equation and optimal stopping

Digital morphogenesis via Schelling segregation

Discretionary stopping of stochastic differential equations with generalised dri ...

Distress and default contagion in financial networks

Distribution of the time to explosion for one-dimensional diffusions

Duality theory for portfolio optimisation under transaction costs

Efficient cellular load balancing through mobility-enriched vehicular communicat ...

Embedding spanning bounded degree graphs in randomly perturbed graphs

Equilibrium in risk-sharing games

Estimation of dyadic characteristics of family networks using sample survey data

Estimation of extreme quantiles for functions of dependent random variables

Exact Ramsey numbers of odd cycles via nonlinear optimisation

Explosion and linear transit times in infinite trees

Extinction times in the subcritical stochastic SIS logistic epidemic

Fast algorithms for rank-1 bimatrix games

Functional graphical models

Generalized additive and index models with shape constraints

Generalized uniformity testing

High-dimensional A-learning for optimal dynamic treatment regimes

Identifying cointegration by eigenanalysis

Improper colourings inspired by Hadwiger’s conjecture

Index models for sparsely sampled functional data

Interbank clearing in financial networks with multiple maturities

Joint maximum likelihood estimation for high-dimensional exploratory item factor ...

Laplace's demon and the adventures of his apprentices

Linear hypothesis testing for high dimensional generalized linear models

Market-consistent modeling for cap-and-trade schemes and application to option p ...

Markov bridges : SDE representation

Markovian Nash equilibrium in financial markets with asymmetric information and related ...

Matching a distribution by matching quantiles estimation

Maximin projection learning for optimal treatment decision with heterogeneous individualized ...

Modeling within-household associations in household panel studies

Multilevel structural equation models for longitudinal data where predictors are ...

Multiple-change-point detection for high dimensional time series via sparsified binary ...

Narrowest-over-threshold detection of multiple change points and change-point-like ...

Nonparametric eigenvalue-regularized precision or covariance matrix estimator

N-player games and mean-field games with absorption

On matrices with the Edmonds-Johnson property arising from bidirected graphs

On testing conditional qualitative treatment effects

On the stochastic behaviour of optional processes up to random times

Optimal execution with multiplicative price impact

Optimal liquidation trajectories for the Almgren-Chriss model

Optimal prediction for positive self-similar Markov processes

Ordinary planes, coplanar quadruples, and space quartics

Packing degenerate graphs

Pairwise likelihood ratio tests and model selection criteria for structural equation ...

Patrolling a border

Payoffs-beliefs duality and the value of information

Portfolio optimisation beyond semimartingales : shadowprices and fractional Brownian ...

Powers of Hamilton cycles in pseudorandom graphs

Principal component analysis for second-order stationary vector time series

Prophet inequalities made easy : stochastic optimization by pricing nonstochastic ...

Quadratic reformulations of nonlinear binary optimization problems

Recursive inspection games

Regression with I-priors

Rescaling algorithms for linear conic feasibility

Sampling of pairs in pairwise likelihood estimation for latent variable models with ...

Semi-static completeness and robust pricing by informed investors

Sets of unit vectors with small subset sums

Shadow prices for continuous processes

Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction ...

Simultaneous multiple change-point and factor analysis for high-dimensional time ...

Spectral ranking using seriation

Statistical analysis of Q-matrix based diagnostic classification models

Strict local martingales and bubbles

Strong supermartingales and limits of non-negative martingales

Structured latent factor analysis for large-scale data : identifiability, estimability, ...

Supermartingales as Radon-Nikodym densities and related measure extensions

Tackling non-ignorable dropout in the presence of time varying confounding

Tail-greedy bottom-up data decompositions and fast mulitple change-point detecti ...

Testing for high-dimensional white noise using maximum cross-correlations

The bandwidth theorem in sparse graphs

The complexity of computable categoricity

The effect of probing "don't know" responses on measurement quality and nonresponse ...

Submitted outputs' details

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