Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling …
There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of metaalgorithms that can …
J Claassen, K Doyle, A Matory, C Couch… - … England Journal of …, 2019 - Mass Medical Soc
Background Brain activation in response to spoken motor commands can be detected by electroencephalography (EEG) in clinically unresponsive patients. The prevalence and …
J Duchi, H Namkoong - Journal of Machine Learning Research, 2019 - jmlr.org
We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading …
“… The customary test for an observed difference… is based on an enumeration of the probabilities, on the initial hypothesis that two treatments do not differ in their effects,… of all …
G Lugosi, S Mendelson - Foundations of Computational Mathematics, 2019 - Springer
We survey some of the recent advances in mean estimation and regression function estimation. In particular, we describe sub-Gaussian mean estimators for possibly heavy …
During aerobic growth on glucose, Escherichia coli excretes acetate, a mechanism called “overflow metabolism.” At high concentrations, the secreted acetate inhibits growth. Several …
M Belkin, A Rakhlin… - The 22nd International …, 2019 - proceedings.mlr.press
Does data interpolation contradict statistical optimality? Page 1 Does data interpolation contradict statistical optimality? Mikhail Belkin Alexander Rakhlin Alexandre B. Tsybakov The …
Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline This book provides a comprehensive …