TechnometricsPub Date : 2024-02-09DOI: 10.1080/00401706.2024.2315952
Jun Jin, Jun Yan, Robert H. Aseltine, Kun Chen
{"title":"Transfer Learning with Large-Scale Quantile Regression","authors":"Jun Jin, Jun Yan, Robert H. Aseltine, Kun Chen","doi":"10.1080/00401706.2024.2315952","DOIUrl":"https://doi.org/10.1080/00401706.2024.2315952","url":null,"abstract":"Quantile regression is increasingly encountered in modern big data applications due to its robustness and flexibility. We consider the scenario of learning the conditional quantiles of a specific t...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2024-02-09DOI: 10.1080/00401706.2024.2307311
Stan Lipovetsky
{"title":"Quantitative Investing: from Theory to Industry","authors":"Stan Lipovetsky","doi":"10.1080/00401706.2024.2307311","DOIUrl":"https://doi.org/10.1080/00401706.2024.2307311","url":null,"abstract":"Published in Technometrics (Vol. 66, No. 1, 2024)","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759921","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2024-02-07DOI: 10.1080/00401706.2024.2315937
Jiangyan Zhao, Jin Xu
{"title":"Bayesian Optimization via Exact Penalty","authors":"Jiangyan Zhao, Jin Xu","doi":"10.1080/00401706.2024.2315937","DOIUrl":"https://doi.org/10.1080/00401706.2024.2315937","url":null,"abstract":"Constrained optimization problems pose challenges when the objective function and constraints are nonconvex and their evaluation requires expensive black-box simulations. Recently, hybrid optimizat...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139759916","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2024-01-22DOI: 10.1080/00401706.2024.2308202
Joonpyo Kim, Hee-Seok Oh, Haeran Cho
{"title":"Moving sum procedure for change point detection under piecewise linearity","authors":"Joonpyo Kim, Hee-Seok Oh, Haeran Cho","doi":"10.1080/00401706.2024.2308202","DOIUrl":"https://doi.org/10.1080/00401706.2024.2308202","url":null,"abstract":"Abstract–We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple ch...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139553564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2024-01-18DOI: 10.1080/00401706.2024.2304341
Arnald Puy, Pamphile T. Roy, Andrea Saltelli
{"title":"Discrepancy measures for global sensitivity analysis","authors":"Arnald Puy, Pamphile T. Roy, Andrea Saltelli","doi":"10.1080/00401706.2024.2304341","DOIUrl":"https://doi.org/10.1080/00401706.2024.2304341","url":null,"abstract":"While sensitivity analysis improves the transparency and reliability of mathematical models, its uptake by modelers is still scarce. This is partially explained by its technical requirements, which...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139507562","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2024-01-10DOI: 10.1080/00401706.2024.2304334
Yan Gong, Peng Zhong, Thomas Opitz, Raphaël Huser
{"title":"Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning","authors":"Yan Gong, Peng Zhong, Thomas Opitz, Raphaël Huser","doi":"10.1080/00401706.2024.2304334","DOIUrl":"https://doi.org/10.1080/00401706.2024.2304334","url":null,"abstract":"We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The cons...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2024-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139423399","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2023-12-21DOI: 10.1080/00401706.2023.2288324
Jingjing Fan, Abhra Sarkar
{"title":"Bayesian Semiparametric Local Clustering of Multiple Time Series Data","authors":"Jingjing Fan, Abhra Sarkar","doi":"10.1080/00401706.2023.2288324","DOIUrl":"https://doi.org/10.1080/00401706.2023.2288324","url":null,"abstract":"","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138951120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
TechnometricsPub Date : 2023-12-18DOI: 10.1080/00401706.2023.2296465
Adel Ahmadi Nadi, Stefan H. Steiner, Nathaniel T. Stevens
{"title":"Assessing measurement system agreement in the presence of reproducibility and repeatability","authors":"Adel Ahmadi Nadi, Stefan H. Steiner, Nathaniel T. Stevens","doi":"10.1080/00401706.2023.2296465","DOIUrl":"https://doi.org/10.1080/00401706.2023.2296465","url":null,"abstract":"Assessing the agreement between an established and a new measurement system is a practical and important challenge in many application areas. The probability of agreement (PoA) has recently been in...","PeriodicalId":22208,"journal":{"name":"Technometrics","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2023-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138745406","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}