2 citations
- Risk Management Solutions (United Kingdom)GB2 papers
- Bielefeld UniversityDE1 paper
- Booth University CollegeCA1 paper
- Laboratoire Traitement et Communication de l’InformationFR1 paper
- Strateji Araşdırmalar MərkəziAZ1 paper
- Texas A&M UniversityUS1 paper
- Texas A&M University SystemUS1 paper
- The University of Texas at AustinUS1 paper
- University of Rome Tor VergataIT1 paper
5 papers
Entropy Regularization in Mean-Field Games of Optimal Stopping
Jodi Dianetti, Roxana Dumitrescu, Giorgio Ferrari +1
We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping t…
BNP-Seq: Bayesian Nonparametric Differential Expression Analysis of Sequencing Count Data
Siamak Zamani Dadaneh, Xiaoning Qian, Mingyuan Zhou
We perform differential expression analysis of high-throughput sequencing count data under a Bayesian nonparametric framework, removing sophisticated ad-hoc pre-processing steps co…
A deconvolution path for mixtures
Oscar Hernan Madrid Padilla, Nicholas G. Polson, James G. Scott
We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistic…
Dissemination of Health Information within Social Networks
Charanpal Dhanjal, Sandrine Blanchemanche, Stéphan Clémençon +2
In this paper, we investigate, how information about a common food born health hazard, known as Campylobacter, spreads once it was delivered to a random sample of individuals in Fr…
Correlation Structure and Fat Tails in Finance: a New Mechanism
Marco Airoldi
Fat tails in financial time series and increase of stocks cross-correlations in high volatility periods are puzzling facts that ask for new paradigms. Both points are of key import…