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math.ST2025
Bounds in Wasserstein Distance for Locally Stationary Functional Time Series
Jan Nino G. Tinio, Mokhtar Z. Alaya, Salim Bouzebda
Functional time series (FTS) extend traditional methodologies to accommodate data observed as functions/curves. A significant challenge in FTS consists of accurately capturing the…
stat.ML2025
Sparsified-Learning for High-Dimensional Heavy-Tailed Locally Stationary Time Series, Concentration and Oracle Inequalities
Yingjie Wang, Mokhtar Z. Alaya, Salim Bouzebda +1
Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the m…