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2 Jul 2024: Between 2005 and 2021 he was with the Department of Informatics of the Athens University of Economics and Business. ... I Papageorgiou, I Kontoyiannis. (2023). (doi: 10.48550/arxiv.2308.00913). Temporally Causal Discovery Tests for Discrete Time Series

17 May 2024: ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS (Greece) 2004 – 2010Associate Professor, Department of Informatics. ... ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS Sept. 2004 – Feb. 2005Visiting Associate Professor, Department of Informatics.

24 Jun 2024: A record which remains standing from the first test match.

2 Jul 2024: 249. (link to publication). An algorithm for the most economic link addition in a tree communications network.

2 Jul 2024: Publications. Sense, nonsense and the S&P500. LCG Rogers. – Decisions in Economics and Finance. ... LCG Rogers. – Mathematics and Financial Economics. (2018). 12,. 97. (doi: 10.1007/s11579-017-0198-8).

6 Apr 2024: IOANNIS KONTOYIANNIS. CHURCHILL PROFESSOR OF MATHEMATICS OF INFORMATION. ASSOCIATE MEMBER. FELLOW. Institute of Electrical and Electronic Engineers (IEEE). Institute of Mathematical Statistics (IMS). Asia-Pacific Artificial Intelligence Association

2 Jul 2024: E Frostig, SM Pitts, K Politis. – Insurance: Mathematics and Economics. ... SM Pitts, K Politis. – Insurance Mathematics and Economics. (2008). 42,.

2 Jul 2024: 2023). (link to publication). What is a Randomization Test? Y Zhang, Q Zhao. –

2 Jul 2024: 64,. 77. (doi: 10.1109/TIT.2016.2620470). Inference on covariance operators via concentration inequalities: K-sample tests, classification, and clustering via rademacher complexities. ... RA Lockhart, RJ Samworth. – Test. (2017). 26,. 734. (doi:…. 47.

2 Jul 2024: Series B: Statistical Methodology. (2021). 84,. 382. (doi: 10.1111/rssb.12483). USP: an independence test that improves on Pearson's chi-squared and the $G$-test.

2 Jul 2024: doi: 10.1093/mnras/stad1590). What is a Randomization Test? Y Zhang, Q Zhao. – ... Temporally Causal Discovery Tests for Discrete Time Series and Neural Spike Trains.

2 Jul 2024: Journal of Business & Economic Statistics. (2019). 39,. 272. (doi: 10.1080/07350015.2019.1624293).

2 Jul 2024: FP Kelly. – INTERNET ECONOMICS. (1997). 253. (link to publication). The supercritical phase of percolation is well behaved.

2 Jul 2024: LCG Rogers, W Stummer. – Insurance: Mathematics and Economics. (2000). 27,.

2 Jul 2024: Risk-adjusted sequential probability ratio tests: applications to Bristol, Shipman and adult cardiac surgery. ... WT Gowers. (2003). 2,. 1071. (doi: 10.1016/s1874-5849(03)80031-1). Mutations and the probabilistic approach to incompatible paternity tests.

2 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447.

2 Jul 2024: MJ Sculpher, MJ Buxton, BA Ferguson, DJ Spiegelhalter, AJ Kirby. – Health Economics.

2 Jul 2024: GP Paternain. – Nonlinearity. (2006). 20,. 87. (doi: 10.1088/0951-7715/20/1/006). Health economics and the search for shunt-responsive symptomatic hydrocephalus in the elderly.

2 Jul 2024: Discussion of Adaptive confidence intervals for the test error in classification by Laber and Murphy.

2 Jul 2024: Temporally Causal Discovery Tests for Discrete Time Series and Neural Spike Trains.

2 Jul 2024: Test. (1995). 4,. 263. (doi:…. 158. …. Department of Pure Mathematics and Mathematical Statistics.

2 Jul 2024: 22,. 229. (doi: 10.1016/0022-4049(81)90100-6). An omnibus test for normality for small samples.

2 Jul 2024: RR WEBER. – Operations Research. (1983). 31,. 950. (doi: 10.1287/opre.31.5.950). Diagnostic tests of distributional shape.

2 Jul 2024: AP DAWID. – Biometrika. (1977). 64,. 291. (doi: 10.1093/biomet/64.2.291). A test for normality against symmetric alternatives.

2 Jul 2024: GR Grimmett, DR Stirzaker. (1992). PREQUENTIAL TESTS OF MODEL FIT. F SEILLIERMOISEIWITSCH, TJ SWEETING, AP DAWID. –

2 Jul 2024: 2022). 106,. 1. (doi: 10.1017/S0004972722000211). What is a randomization test? Y Zhang, Q Zhao.

2 Jul 2024: 2021). 508,. 4310. (doi: 10.1093/mnras/stab2849). Optimal rates for independence testing via $U$-statistic permutation tests.

2 Jul 2024: M Löffler, R Nickl. – Test. (2017). 26,. 731. (doi: 10.1007/s11749-017-0558-y).

2 Jul 2024: doi: 10.2140/gt.2017.21.1387). Goodness-of-Fit Tests for High Dimensional Linear Models. RD Shah, P Bühlmann. –

2 Jul 2024: 2017). 49,. 831. (doi: 10.1112/blms.12076). Tests for separability in nonparametric covariance operators of random surfaces.

2 Jul 2024: Royal Society open science. (2021). 8,. 201721. (doi: 10.1098/rsos.201721). Multiple conditional randomization tests for lagged and spillover treatment effects.

2 Jul 2024: 2018). 782,. 94. (doi: 10.48550/arxiv.1610.05623). Cross-Screening in Observational Studies That Test Many Hypotheses.

2 Jul 2024: 1319. (doi: 10.1142/s0218196719500516). The conditional permutation test for independence while controlling for confounders.

29 Jan 2024: Total amount awarded: Euro 1,800,000. AUEB Grants. Athens. University. of Economics & Business "Basic Research" (PEVE) grant.

2 Jul 2024: 2019,. 221. (doi: 10.1515/crelle-2016-0016). Falsification Tests for Instrumental Variable Designs With an Application to Tendency to Operate.

17 May 2024: arXiv]. A. Theocharous, G.G. Gregoriou, P. Sapountzis, and I. Kontoyiannis. "Temporally causal discovery tests for discrete time series and neural spike trains." IEEE Transactions on Signal Processing, 72, pp. ... Berrett, I. Kontoyiannis and R.J.

19 Jun 2024: 2nd Interdisciplinary Symposium on Mathematical Modeling in Modern Technologies and Economics, NTUA, Athens, 5 September 2006.

24 Jan 2024: Show also that. n=1(1)n1andiverges. [This shows that, in the alternating series test, it is essential that the moduliof the terms decrease as n increases.]. ... sequence. Prove that. j=1 ajbj converges. Deduce the alternating series test. Does the series.

25 Jan 2024: Let N(p1,. ,pm)denote the minimum expected number of such tests needed to locate the infection.

17 May 2024: Samworth. “Optimal rates for independence testing viaU-statistic permutation tests.” Annals of Statistics, 49, no. ... C54. “Causality and directed information estimation as a hypothesis test,” with M.

16 Jan 2024: This can be seen by assuming the contrary, wedging theHodge star of a (p, q) form with test forms of carefully chosen type, and using the orthonormalityof local normal frames.