Nonparametric Learning of Covariate-based Markov Jump Processes Using RKHS Techniques
Multi-Dimensional Integral Fractional Ornstein-Uhlenbeck Process with Application on Animal Movement
Curve Correlation
Online Updated Learning for Extremiles via Parametric Quantile Estimation
Volatility Forecasting with SVD Derived Covariance Features: A Deep Learning Approach
Robust distributional neural additive models for location, scale and shape
When the whole is greater than the sum of its parts: Scaling black-box inference to large data settings through divide-and-conquer
Robust Bandwidth Selection for Median-of-Means Kernel Density Estimation under Heavy Tails and Contamination
Adaptive Stochastic Gradient Flow: A Variational Framework for Optimal Continuous-Time Approximation of Stochastic Optimization
Approximate Bayesian Computation of reduced-bias extreme risk measures from heavy-tailed distributions