- Heteroscedasticity Resistant Robust Covariance Matrix Estimator2010 | Publication without faculty affiliation
- Covariance matrix estimation in high-dimensional problems2020 | Faculty of Mathematics and Physics
- White's estimator of covariance matrix for instrumental weighted variables2008 | Faculty of Social Sciences
- Combining Gaussian processes and neural networks in surrogate modeling for covariance matrix adaptation evolution strategy2021 | Faculty of Mathematics and Physics, Central Library of Charles University
- Empirical distribution function under heteroscedasticity2011 | Publication without faculty affiliation
- Unrestricted, restricted, and regularized models for forecasting multivariate volatility2023 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS2012 | Faculty of Mathematics and Physics
- Estimation of fiber system orientation for nonwoven and nanofibrous layers: local approach based on image analysis2014 | Faculty of Mathematics and Physics
- Comparing the PaGMO Framework to a De-randomized Meta-Differential Evolution on Calculation and Prediction of Glucose Levels2019 | Faculty of Medicine in Pilsen
- Covariance modelling in high-dimension2019 | Faculty of Mathematics and Physics
- Kalman filter and its extensions to the high-dimensional spaces2011 | Faculty of Mathematics and Physics
- Covariance modeling by means of eigenfunctions of Laplace operator2015 | Faculty of Mathematics and Physics
- Score-matching ensemble filter (SMEF)2019 | Faculty of Mathematics and Physics
- Thermodynamics and optimal protocols of multidimensional quadratic Brownian systems2022 | Faculty of Mathematics and Physics
- Another View on Conditional Correlations2013 | Faculty of Mathematics and Physics
- Hypervolume-Based Surrogate Model for MO-CMA-ES2015 | Faculty of Mathematics and Physics
- Doubly Trained Evolution Control for the Surrogate CMA-ES2016 | Faculty of Mathematics and Physics
- Fast and cheap approximation of Green function uncertainty for waveform-based earthquake source inversions2016 | Faculty of Mathematics and Physics
- The minimum weighted covariance determinant estimator revisited2022 | Faculty of Mathematics and Physics
- A note on effect of errors in input parameters on mean-variance efficient portfolios2015 | Faculty of Mathematics and Physics
- SCATTER HALFSPACE DEPTH: GEOMETRIC INSIGHTS2020 | Faculty of Mathematics and Physics
- Testing Gaussian Process Surrogates on CEC'2013 multi-modal benchmark2016 | Faculty of Mathematics and Physics
- Shrinkage for Gaussian and t copulas in ultra-high dimensionsPublication without faculty affiliation
- On conditional covariance modelling: An approach using state space models2016 | Faculty of Mathematics and Physics
- Measurement of the double-differential muon-neutrino charged-current inclusive cross section in the NOvA near detector2023 | Faculty of Mathematics and Physics
- Another view on time-varying correlations: The case of stocks and bonds2013 | Faculty of Mathematics and Physics
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model2017 | Faculty of Social Sciences
- Bayesian ISOLA: new tool for automated centroid moment tensor inversion2017 | Faculty of Mathematics and Physics
- Hyperparameter Tuning in Echo State Networks2022 | Faculty of Mathematics and Physics
- Interaction between Model and Its Evolution Control in Surrogate-Assisted CMA Evolution Strategy2021 | Faculty of Mathematics and Physics, Central Library of Charles University