Bhattacharjee, Monika; Banerjee, Moulinath; Michailidis, George Change point estimation in a dynamic stochastic block model. (English) Zbl 1524.62409 J. Mach. Learn. Res. 21, Paper No. 107, 59 p. (2020). MSC: 62M10 62H30 60G55 05C80 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Hamidieh, Kamal; Stoev, Stilian; Michailidis, George Intensity-based estimation of extreme loss event probability and value at risk. (English) Zbl 1285.62054 Appl. Stoch. Models Bus. Ind. 29, No. 3, 171-186 (2013). MSC: 62G32 62M10 91B30 × Cite Format Result Cite Review PDF Full Text: DOI Link