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All published works
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Title
Year
Authors
+
PDF
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É-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
2021
Yi Chen
Jing Dong
Hao Ni
+
$\epsilon$-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
2019
Yi Chen
Jing Dong
Hao Ni
+
PDF
Chat
Local control for identifying subgroups of interest in observational research: persistence of treatment for major depressive disorder
2013
Douglas E. Faries
Yi Chen
Ilya Lipkovich
Anthony Zagar
Xianchen Liu
Robert L. Obenchain
Common Coauthors
Coauthor
Papers Together
Jing Dong
2
Hao Ni
2
Douglas E. Faries
1
Robert L. Obenchain
1
Xianchen Liu
1
Ilya Lipkovich
1
Anthony Zagar
1
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
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Optimal series representation of fractional Brownian sheets
2002
Thomas KĂŒhn
Werner Linde
2
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Tests for Hurst effect
1987
R B Davies
David Harte
2
+
PDF
Chat
Differential equations driven by rough signals
1998
Terry Lyons
2
+
Simulation of Stationary Gaussian Processes in [0, 1]<sup><i>d</i></sup>
1994
Andrew T. A. Wood
Grace Chan
2
+
PDF
Chat
Exact simulation of diffusions
2005
Alexandros Beskos
Gareth O. Roberts
2
+
PDF
Chat
A construction of the rough path above fractional Brownian motion using Volterraâs representation
2011
David Nualart
Samy Tindel
2
+
Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
1997
C. R. Dietrich
Garry N. Newsam
2
+
PDF
Chat
Controlled differential equations as Young integrals: A simple approach
2010
Antoine Lejay
2
+
Generalized Gaussian bridges
2014
Tommi Sottinen
Adil Yazigi
2
+
PDF
Chat
Perfect sampling for infinite server and loss systems
2015
José Blanchet
Jing Dong
2
+
PDF
Chat
Multilevel Monte Carlo Path Simulation
2008
Michael B. Giles
2
+
PDF
Chat
Nearly Optimal Bernoulli Factories for Linear Functions
2016
Mark Huber
2
+
Exact simulation vs exact estimation
2016
Peter W. Glynn
2
+
PDF
Chat
$\varepsilon$-Strong simulation for multidimensional stochastic differential equations via rough path analysis
2017
José Blanchet
Xinyun Chen
Jing Dong
2
+
PDF
Chat
Anomalous transport in the crowded world of biological cells
2013
Felix Höfling
Thomas Franosch
2
+
On the exact and $\varepsilon$-strong simulation of (jump) diffusions
2015
Murray Pollock
Adam M. Johansen
Gareth O. Roberts
2
+
$\varepsilon$-Strong simulation of the Brownian path
2012
Alexandros Beskos
Stefano Peluchetti
Gareth O. Roberts
2
+
PDF
Chat
On exact sampling of stochastic perpetuities
2011
José Blanchet
Karl Sigman
1
+
PDF
Chat
Exact simulation for multivariate ItĂŽ diffusions
2020
José Blanchet
Fan Zhang
1
+
PDF
Chat
Observational Research, Randomised Trials, and Two Views of Medical Science
2008
Jan P. Vandenbroucke
1
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Exact simulation vs exact estimation
2016
Peter W. Glynn
1
+
Propensity score methods for bias reduction in the comparison of a treatment to a non-randomized control group
1998
Ralph B. DâAgostino
1
+
Good Research Practices for Comparative Effectiveness Research: Approaches to Mitigate Bias and Confounding in the Design of Nonrandomized Studies of Treatment Effects Using Secondary Data Sources: The International Society for Pharmacoeconomics and Outcomes Research Good Research Practices for Retrospective Database Analysis Task Force ReportâPart II
2009
Emily R. Cox
Bradley C. Martin
Tjeerd van Staa
Edeltraut Garbe
Uwe Siebert
Michael L. Johnson
1
+
Subgroup identification based on differential effect searchâA recursive partitioning method for establishing response to treatment in patient subpopulations
2011
Ilya Lipkovich
Alex Dmitrienko
Jonathan Denne
Gregory G. Enas
1
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Subgroup Analysis via Recursive Partitioning
2009
Xiaogang Su
ChihâLing Tsai
Hansheng Wang
David M. Nickerson
Bogong Li
1
+
PDF
Chat
The central role of the propensity score in observational studies for causal effects
1983
Paul R. Rosenbaum
Donald B. Rubin
1
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A definition of causal effect for epidemiological research
2004
Miguel A. HernĂĄn
1
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A new approach to unbiased estimation for SDE's
2012
Chang-Han Rhee
Peter W. Glynn
1
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Good Research Practices for Comparative Effectiveness Research: Analytic Methods to Improve Causal Inference from Nonrandomized Studies of Treatment Effects Using Secondary Data Sources: The ISPOR Good Research Practices for Retrospective Database Analysis Task Force ReportâPart III
2009
Michael L. Johnson
William H. Crown
Bradley C. Martin
Colin R. Dormuth
Uwe Siebert
1
+
Good Research Practices for Comparative Effectiveness Research: Defining, Reporting and Interpreting Nonrandomized Studies of Treatment Effects Using Secondary Data Sources: The ISPOR Good Research Practices for Retrospective Database Analysis Task Force ReportâPart I
2009
Marc L. Berger
Muhammad Mamdani
David C. Atkins
Michael L. Johnson
1
+
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
2016
Yaozhong Hu
Yanghui Liu
David Nualart
1
+
Steady-state simulation of reflected Brownian motion and related stochastic networks
2015
José Blanchet
Xinyun Chen
1
+
PDF
Chat
The International Congress of Mathematicians
1897
1
+
PDF
Chat
Subgroup identification from randomized clinical trial data
2011
Jared C. Foster
Jeremy M. G. Taylor
Stephen J. Ruberg
1
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Simulation of fractional Brownian motion with conditionalized random midpoint displacement
1999
Ilkka Norros
Petteri Mannersalo
Jonathan Wang
1
+
PDF
Chat
Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
2008
A. M. Davie
1
+
PDF
Chat
Randomized, Controlled Trials, Observational Studies, and the Hierarchy of Research Designs
2000
John Concato
Nirav R. Shah
Ralph I. Horwitz
1
+
PDF
Chat
Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
2007
Andreas Neuenkirch
Ivan Nourdin
1
+
PDF
Chat
Studying Prescription Drug Use and Outcomes With Medicaid Claims Data
2007
Stephen Crystal
AyĆe Akıncıgil
Scott Bilder
James Walkup
1
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A Checklist for Retrospective Database StudiesâReport of the ISPOR Task Force on Retrospective Databases
2003
Brenda R. Motheral
John M. Brooks
Mary Ann Clark
William H. Crown
Peter Davey
Dave Hutchins
Bradley C. Martin
Paul Stang
1
+
The mean does not mean as much anymore: finding sub-groups for tailored therapeutics
2010
Stephen J. Ruberg
Lei Chen
Yanping Wang
1
+
Rate Optimality of Wavelet Series Approximations of Fractional Brownian Motion
2003
Antoine Ayache
Murad S. Taqqu
1
+
On Optimal Exact Simulation of Max-Stable and Related Random Fields
2016
Zhipeng Liu
José Blanchet
A. B. Dieker
Thomas Mikosch
1
+
PDF
Chat
Design of Observational Studies
2009
Paul R. Rosenbaum
1
+
PDF
Chat
A Milstein-type scheme without LĂ©vy area terms for SDEs driven by fractional Brownian motion
2012
Aurélien Deya
Andreas Neuenkirch
Samy Tindel
1
+
PDF
Chat
A Comparison of Observational Studies and Randomized, Controlled Trials
2000
Kjell Benson
Arthur J. Hartz
1