This article studies a high-dimensional factor model with sparse idiosyncratic covariance matrix in continuous time, using asynchronous high-frequency financial data contaminated by microstructure …
In the present paper, we demonstrate the first outdoor free-space optical communication (FSOC) system with real-time video transmission in a 2-μm-band with a state-of-the-art data rate performance…
Temperature–strain cross-sensitivity and bending-induced optical loss are two major limitations that challenge the in-situ application of distributed optical fiber sensors. Researchers have attem…
Diabetes mellitus is a common chronic disease, which requires continuous monitoring of blood glucose levels in patients during treatment. In this work, we propose and experimentally demonstrate a g…
We develop a new class of distribution-free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (…
Car use restrictions have been adopted in some mega cities that experience rapid car ownership increase and worsening traffic congestion. Although easy to implement and considered fair, most implem…
Upon arrival at emergency departments (EDs), patients are classified into different triage levels indicating their urgency. Using data from a large hospital in Canada, we find that, within the same…
Coherent passive optical network (PON) has been proposed to support the next generation high-speed optical access network owing to the superior receiver sensitivity and thereby the extended power b…
The various topologies, traffic patterns and cost targets of optical networks have prevented the deployment of end-to-end solutions across multi-domains, and the optimization of the network as a wh…
Consider the online testing of a stream of hypotheses where a real-time decision must be made before the next data point arrives. The error rate is required to be controlled at all decision points.…