research
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05/23/2023
Estimating a multivariate Lévy density based on discrete observations
Existing results for the estimation of the Lévy measure are mostly limit...
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03/23/2023
PAC-Bayes Bounds for High-Dimensional Multi-Index Models with Unknown Active Dimension
The multi-index model with sparse dimension reduction matrix is a popula...
research
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04/26/2022