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math.ST2025
Characteristic Imsets for Cyclic Linear Causal Models and the Chickering Ideal
Joseph Johnson, Pardis Semnani
Two directed graphs are called covariance equivalent if they induce the same set of covariance matrices, up to a Lebesgue measure zero set, on the random variables of their associa…
math.ST2025
Path-Dependent SDEs: Solutions and Parameter Estimation
Pardis Semnani, Vincent Guan, Elina Robeva +1
We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path s…