62m20

Documents about 62m20

• Gaussian Process Modeling of Time Series#1077226arXiv (All)
• Estimation risk in conditional expectiles#920583arXiv (OAI Expanded)
• Estimation risk in conditional expectiles#924817arXiv (All)
• Does the Market Anticipate? Can it? Should it?#1122434arXiv (OAI Expanded)
• Dynamical Low-Rank Smoothing#926142arXiv (All)
• Conditioning diffusions on a terminal bearing#1298155arXiv (All)
• Pivotal inference for linear predictions in stationary processes#144350arXiv (OAI)
• Mean-Tilted Intervals: Regression and Dynamic Models#1324561arXiv (All)
• Dynamical Low-Rank Filters for Data Assimilation#926980arXiv (All)
• Temporal Fourier Likelihoods with Spatial Hilbert-Space Gaussian Process Approximations#1071229arXiv (OAI Expanded)
• Nowcasting using regression on signatures#1156134arXiv (All)
• Negative-binomial ensemble filtering for discrete-time Hawkes network reconstruction#1386714arXiv (All)
• Efficient Bayesian Filtering and Inference for Integro-Difference Equation Models#1412142arXiv (All)
• Bayesian Quantile-Based Correction and Synthesis of Hydrologic Products#608983arXiv (OAI Expanded)
• Bayesian Quantile-Based Correction and Synthesis of Hydrologic Products#610045arXiv (All)
• Tweedie's Formula and Score-Driven Updating#1389285arXiv (All)
• M-Estimation based on quasi-processes from discrete samples of Levy processes#1117188arXiv (All)
• Log predictive density score estimation in the presence of outliers#1200399arXiv (All)
• Exploiting sparse conditional dependence in remote sensing observing systems#1389656arXiv (All)
• Dynamical Low-Rank Ensemble Kalman filter for State/Parameter estimation#1249347arXiv (All)
• Optimal Confidence Intervals via Moderate Deviations Theory#974140arXiv (All)
• Prediction-Oriented Sequential Bayesian Design of Physical Experiments Informed by Computer Models#1141504arXiv (All)
• An Operator-Theoretic Analysis of Nonlinear Filtering under Model Misspecification#1342556arXiv (All)
• Mean-Tilted Intervals: A Generalized-Bayes Approach to Fixed-Content and Tolerance Intervals#608945arXiv (OAI Expanded)
• Mean-Tilted Intervals: A Generalized-Bayes Approach to Fixed-Content and Tolerance Intervals#610007arXiv (All)
• Online Learning of Scale Parameters in Score-Driven Filters#628250arXiv (OAI Expanded)
• Online Learning of Scale Parameters in Score-Driven Filters#630112arXiv (All)
• Identification and Honest Recovery from Semantic Observation Kernels: Operator Error, Coarsening, and Stability#650952arXiv (OAI Expanded)
• Identification and Honest Recovery from Semantic Observation Kernels: Operator Error, Coarsening, and Stability#652405arXiv (All)
• Filtered Conformal Ellipsoids for Graph-Native Time Series#1115557arXiv (All)
• Estimation and Recovery of a Planted Dense Subgraph from a Single Network Cascade#1218558arXiv (All)
• Stochastic models with power-law trends: An analysis of Bitcoin price dynamics#1388836arXiv (All)
• State Space Modeling of the Ornstein-Uhlenbeck Process with Measurement Error: An Application to Microbiome Data#1400098arXiv (All)
• Scalable non-separable spatio-temporal Gaussian process models for large-scale short-term weather prediction#650741arXiv (OAI Expanded)
• Scalable non-separable spatio-temporal Gaussian process models for large-scale short-term weather prediction#652194arXiv (All)
• Parameter Estimation for Diffusive Stochastic Master Equations in Continuously Observed Quantum Systems#997185arXiv (All)
• From Variational Optimization to Flow-Based Transport: Posterior-Geometry Regularization for Ill-Conditioned Data Assimilation#1063454arXiv (All)
• Schur-Riesz Variational Enrichment: A Generalized Refinement Framework for Finite Elements#650998arXiv (OAI Expanded)
• Schur-Riesz Variational Enrichment: A Generalized Refinement Framework for Finite Elements#652451arXiv (All)
• PCA-Enhanced Adaptive NVAR Framework for High-Resolution Sea Surface Temperature Forecasting in the East Sea#974459arXiv (All)
• Observed-unobserved information transfer in ensemble Kalman filtering for the partially observed Lorenz 96 model#1248276arXiv (All)
• Foundation or Formula? A Simulation-Based Comparison of Google's TimesFM-3 and Classical Time-Series Models#1155524arXiv (All)
• Memory Prediction Excess: A Probabilistic Quantity for Predictive Gain and Memory Length in Stochastic Processes#1215976arXiv (All)
• Amortized Neural Filtering for Calibrated Posteriors in Statistical Arbitrage#1403230arXiv (All)
• Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process#628098arXiv (OAI Expanded)
• Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process#629960arXiv (All)
• Identifiable Uniqueness of Impulsively Forced, Inert, and Stabilized Body Trajectories#1061183arXiv (All)
• A Distribution-to-Distribution Neural Probabilistic Forecasting Framework for Dynamical Systems#1356006arXiv (All)
• Score-Based Generative Data Assimilation for Integrating Aggregated Surveillance Data into Agent-Based Models in Epidemic Tracking#821367arXiv (All)
• Two Localization Strategies for Sequential MCMC Data Assimilation with Applications to Nonlinear Non-Gaussian Geophysical Models#1198873arXiv (All)