6.4k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- ETH ZurichCH70 papers
- Centre de Recherche en Économie et StatistiqueFR4 papers
- Max Planck Institute for Intelligent SystemsDE4 papers
- University of ZurichCH4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- University of BernCH3 papers
- Carnegie Mellon UniversityUS2 papers
- Delft University of TechnologyNL2 papers
- Heidelberg UniversityDE2 papers
- Institute for Biomedical EngineeringCH2 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR2 papers
- Ludwig-Maximilians-Universität MünchenDE2 papers
6 papers · 1 filter
Sparse spectral estimation with missing and corrupted measurements
Andreas Elsener, Sara van de Geer
Supervised learning methods with missing data have been extensively studied not just due to the techniques related to low-rank matrix completion. Also in unsupervised learning one…
Learning stable and predictive structures in kinetic systems: Benefits of a causal approach
Niklas Pfister, Stefan Bauer, Jonas Peters
Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference…
Spectral thresholding for the estimation of Markov chain transition operators
Matthias Löffler, Antoine Picard
We consider nonparametric estimation of the transition operator of a Markov chain and its transition density where the singular values of are assumed to decay exponenti…
Particle filters for high-dimensional geoscience applications: a review
Peter Jan van Leeuwen, Hans R. Künsch, Lars Nerger +2
Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limit…
Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Xiangge Luo, Alexander Schied
We consider a market impact game for risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finit…
Hierarchical inference for genome-wide association studies: a view on methodology with software
Claude Renaux, Laura Buzdugan, Markus Kalisch +1
We provide a view on high-dimensional statistical inference for genome-wide association studies (GWAS). It is in part a review but covers also new developments for meta analysis wi…