Latest publications

Mourahib, A., Kiriliouk, A., & Segers, J. (2027). A penalized least-squares estimator for extreme-value models with multiple extreme directions. Computational Statistics & Data Analysis, 225(2), 108460. https://doi.org/10.1016/j.csda.2026.108460 (Original work published 2027)

Hainaut, D. (2026). American option pricing with model constrained Gaussian process regressions. Applied Mathematics and Computation, 512, 129747. https://doi.org/10.1016/j.amc.2025.129747 (Original work published 2026)

Barigou, K., Loisel, S., Salhi, Y., & Vigneron, R. (2026). Gaussian process-based mortality monitoring using multivariate cumulative sum procedures. Insurance: Mathematics and Economics, 131, 103308. https://doi.org/10.1016/j.insmatheco.2026.103308 (Original work published 2026)

Zhu, M., Mtshali, A., Mzobe, G., Magini, N., Mitchev, N., Khan, A., Demidkina, B., Murthy, M., Lewis, L., Xu, J., Shih, J., Elsherbini, J., Kama, A., Mafunda, N., Chetty, C., Vermeren, L., Passmore, J.-A. S., Happel, A.-U., Kwon, D., et al. (2026). Geographic Variation in Diagnostic Performance of Amsel Criteria and Nugent Score for Vaginal Dysbiosis Defined by 16S rRNA Gene Sequencing. The Journal of Infectious Diseases. Published. https://doi.org/10.1093/infdis/jiag399 (Original work published 2026)

Jamotton, C., & Hainaut, D. (2026). A Multivariate Energy-Based Fairness Adjuster for Premiums. North American Actuarial Journal. Accepted/in-press. https://doi.org/10.1080/10920277.2026.2705183 (Original work published 2026)

Azcue, P., Constantinescu, C., Flores Contro, J., & Muler, N. (2026). Optimal cash transfers and microinsurance to reduce social protection costs. Insurance: Mathematics and Economics, 130, 103287. https://doi.org/10.1016/j.insmatheco.2026.103287 (Original work published 2026)

Doms, H., Lambert, P., & Legrand, C. (2026). Joint modelling of longitudinal HRQoL data accounting for the risk of competing dropouts. Journal of the Royal Statistical Society - Series C: Applied Statistics. Accepted/in-press. https://doi.org/10.1093/jrsssc/qlag036 (Original work published 2026)

Léonard, L., Pircalabelu, E., & von Sachs, R. (2026). Inference for High-Dimensional Model Averaging Estimators. Statistica Sinica, 38(2), ... https://doi.org/10.5705/ss.202025.0211 (Original work published 2028)

Simar, L., & Wilson, P. W. (2026). A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production. Computational Economics, 67(5), 3777-3813. https://doi.org/10.1007/s10614-025-10995-0 (Original work published 2026)

Belhouari, O., Devolder, P., & Linders, D. (2026). The Three-step method in a dynamic setting. Annals of Actuarial Science. Accepted/in-press. https://doi.org/10.1017/s1748499526100323 (Original work published 2026)

Denuit, M., & Trufin, J. (2026). Another Look at the Zero Integral Difference Between Lorenz and Concentration Curves in Supervised Learning. Methodology and Computing in Applied Probability, 28(2), 42. https://doi.org/10.1007/s11009-026-10282-x (Original work published 2026)

Cazals, C., Florens, J.-P., & Simar, L. (2026). Single Index Models for nonparametric conditional frontiers. Econometrics and Statistics. Accepted/in-press. https://doi.org/10.1016/j.ecosta.2026.04.001 (Original work published 2026)

Robben, J., Barigou, K., & Kleinow, T. (2026). Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. Insurance: Mathematics and Economics, 128, 103250. https://doi.org/10.1016/j.insmatheco.2026.103250 (Original work published 2026)

Hainaut, D., & Dupret, J.-L. (2026). Optimal control by policy iterations and constrained Gaussian process regressions. European Journal of Operational Research, 330(2), 525-539. https://doi.org/10.1016/j.ejor.2025.12.001 (Original work published 2026)

Bloom, S., Symul, L., Elsherbini, J., Xu, J., Hussain, S., Shih, J., Sango, A., Mitchell, C., Hemmerling, A., Parks, T., Kannan, A., Hussain, F., Cohen, C., Holmes, S., & Kwon, D. (2026). Vaginal microbiota impacts of a Lactobacillus crispatus live biotherapeutic and predictors of colonization in randomized controlled trial. Cell Host & Microbe, 34(4), 734-750. https://doi.org/10.1016/j.chom.2026.03.003 (Original work published 2026)

Potloane, D., Symul, L., Ngcapu, S., Lewis, L., France, M., Vermeren, L., Elsherbini, J., Chetty, C., Mafunda, N., Polliah, A., Mtshali, A., Kama, A., Magini, N., Mitchev, N., Mzobe, G., Khan, A., Demidkina, B., Goldenberg, M., Xu, J., et al. (2026). VIBRANT: A phase 1 randomized trial of multi-strain vaginal L. crispatus live biotherapeutic products in people with bacterial vaginosis. Cell Host & Microbe, 34(4), 751-760. https://doi.org/10.1016/j.chom.2026.02.016 (Original work published 2026)

Mastromarco, C., & Simar, L. (2026). Nonparametric spatial frontier models for productivity analysis: evidence from EU regions. Journal of Productivity Analysis. Accepted/in-press. https://doi.org/10.1007/s11123-026-00796-4 (Original work published 2026)

Jamotton, C., & Hainaut, D. (2026). Latent Dirichlet Allocation for Structured Insurance Data. Annals of Data Science. Accepted/in-press. https://doi.org/10.1007/s40745-026-00674-8 (Original work published 2026)

Dupret, J.-L., & Hainaut, D. (2026). Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution. Operations Research, 74(3), 1241-1262. https://doi.org/10.1287/opre.2024.1102 (Original work published 2026)

Deketelaere, B., & Van Keilegom, I. (2026). Quantile Regression for Interval Censored Data using an Enriched Laplace Distribution. Biometrical Journal : journal of mathematical methods in biosciences. Submitted. (Original work published 2026)

Simon, P.-A., Denuit, M., & Trufin, J. (2026). DPTree and DPForest: tree-based methods fulfilling demographic parity. Annals of Actuarial Science, 20(1), 96-114. https://doi.org/10.1017/S1748499525100092 (Original work published 2026)

Thanh Van Phan, Dai Thi Trang Vo, Phuc Duy Nguyen, Hung Thanh Nguyen, Nhan Nguyen Thanh Le, Tung Huu Trinh, Qui Dinh Nguyen, Nam Tran Nguyen, Trinh Tuyet Lam, Soetewey, A., Trung Vu Nguyen, Thuong Vu Nguyen, Speybroeck, N., Truong, H., Quang Duy Pham, & et al. (2026). Effectiveness of pneumococcal conjugate vaccines against invasive pneumococcal disease in Vietnamese children prior to national introduction: A matched case-control study. Vaccine, 77. https://doi.org/10.1016/j.vaccine.2026.128349 (Original work published 2026)

Pircalabelu, E., & Bing, X. (2026). Overlapping clustering of time dependent variables for fMRI data. Journal of the Royal Statistical Society. Series C, Applied statistics. Submitted. (Original work published 2026)

Kneip, A., Simar, L., & Wilson, P. W. (2026). Conical FDH estimators for testing returns to scale and making inference about changes in productivity. Econometric Reviews, 45(4), 482-517. https://doi.org/10.1080/07474938.2025.2584132 (Original work published 2026)

Lederer, J., & von Sachs, R. (2026). Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. Journal of Time Series Analysis, 47(2), 345-363. (Original work published 2026)

Soetewey, A., Heuchenne, C., Claes, A., & Descampe, A. (2026). AssociationExplorer: A user-friendly Shiny application for exploring associations and visual patterns. SoftwareX, 33, 102483. https://doi.org/10.1016/j.softx.2025.102483 (Original work published 2026)

Lhaut, S., Rootzén, H., & Segers, J. (2026). Simulation of multivariate extremes: A Wasserstein–Aitchison GAN approach. Extremes. Accepted/in-press. https://doi.org/10.1007/s10687-026-00530-1 (Original work published 2026)

Hafner, C., & Preminger, A. (2026). A Zero Intercept Vec model. Statistics & Probability Letters. Accepted/in-press. (Original work published 2026)

Lin, M.-B., Wang, B., Bocart, F. Y. R. P., Hafner, C., & Härdle, W. K. (2026). DAI digital art index: a robust price index for heterogeneous digital assets. Journal of the Royal Statistical Society. Series A, Statistics in society. Accepted/in-press. https://doi.org/10.1093/jrsssa/qnag008 (Original work published 2026)

Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2026). No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. Insurance: Mathematics and Economics, 126, 103195. https://doi.org/10.1016/j.insmatheco.2025.103195 (Original work published 2026)

Bauwens, L., Dzuverovic, E., & Hafner, C. (2026). Asymmetric models for realized covariances. International Journal of Forecasting, 42(2), 640-656. https://doi.org/10.1016/j.ijforecast.2025.09.005 (Original work published 2026)

Jacquemain, A., & Heuchenne, C. (2026). LorenzRegression: An Implementation of the Lorenz and Penalized Lorenz Regressions in R. Journal of Statistical Software, 117(6), 1-33. https://doi.org/10.18637/jss.v117.i06 (Original work published 2026)

Li, M., von Sachs, R., & Pircalabelu, E. (2026). Time-varying degree-corrected stochastic block models. Scandinavian Journal of Statistics : theory and applications. Accepted/in-press. (Original work published 2026)

Alimoradian, B., Barigou, K., & Eyraud, A. (2026). Information-Neutral Hedging of Derivatives Under Market Impact and Manipulation Risk. International Journal of Financial Studies, 14(1), 2. https://doi.org/10.3390/ijfs14010002 (Original work published 2026)

Teng, H.-W., Härdle, W. K., Osterrieder, J., Hafner, C., & et al. (2026). Digital assets: risks, regulations, mitigation. Financial Innovation, 12, 65. https://doi.org/10.1186/s40854-025-00848-y (Original work published 2026)

Bailly, G., & von Sachs, R. (2026). Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold. Journal of Time Series Analysis, 47(5), 1044-1065. https://doi.org/10.1111/jtsa.70011 (Original work published 2026)