98 citations · 204 across the 31 of their papers we have counts for
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math.ST2023
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks
Ansgar Steland
Maximum-type statistics of certain functions of the sample covariance matrix of high-dimensional vector time series are studied to statistically confirm or reject the null hypothes…
math.ST2023
Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios?
Ansgar Steland
Training deep learning neural networks often requires massive amounts of computational ressources. We propose to sequentially monitor network predictions to trigger retraining only…