We investigate the asymptotic behaviour of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution concentrates in neighbourhoods of the true parameter under...

Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold. However, in practice a suitable threshold is unknown and must...

Unbalanced data classification has been a long-standing issue in the field of medical vision science. We introduced the methods of support vector machines (SVM) with active learning (AL) to improve prediction of unbalanced classes in the medical imaging field. A standard SVM algorithm with four...

We briefly review some recent attempts to achieve some genuine understanding of diffusion-limited aggregation (DLA), the paradigm model for dynamical mechanisms of disorderly growth processes. We shall see that the seminal ideas of Professor Cyril Domb have influenced to a great degree many of...

We review recent developments in the study of the multifractal properties of dynamical processes in disordered systems. In particular, we discuss the multifractality of the growth probabilities of DLA clusters and of the probability density for random walks on random fractals. The results for...

Using survey data of market expectations, we describe which popular exchange rate models appear to be consistent with expectation formation of market forecasters. Exchange rate expectations are found to be correlated with inflation differentials and productivity differentials, indicating that...