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20212026
most citedState-Space Models Win the IEEE DataPort Competition on Post-covid Day-ahead Electricity Load Forecasting

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math.OC2022

Tight Bound for Sum of Heterogeneous Random Variables: Application to Chance Constrained Programming

Quentin Jacquet, Riadh Zorgati

We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement,…