output
20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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Showing 2017 · stat.MLShow all

2 papers · 2 filters

stat.ML2017★ 6 cited

High-dimensional robust regression and outliers detection with SLOPE

Alain Virouleau, Agathe Guilloux, Stéphane Gaïffas +1

The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of work…

stat.ML2017★ 8 cited

Efficient tracking of a growing number of experts

Jaouad Mourtada, Odalric-Ambrym Maillard

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with ex…