1 citations · 1 across the 4 of their papers we have counts for
4 papers
Non trivial optimal sampling rate for estimating a Lipschitz-continuous function in presence of mean-reverting Ornstein-Uhlenbeck noise
Enrico Bernardi, Alberto Lanconelli, Christopher S. A. Lauria +1
We examine a mean-reverting Ornstein-Uhlenbeck process that perturbs an unknown Lipschitz-continuous drift and aim to estimate the drift's value at a predetermined time horizon by…
A Novel Theoretical Framework for Exponential Smoothing
Enrico Bernardi, Alberto Lanconelli, Christopher S. A. Lauria
Simple Exponential Smoothing is a classical technique used for smoothing time series data by assigning exponentially decreasing weights to past observations through a recursive equ…
Maximum Likelihood With a Time Varying Parameter
Alberto Lanconelli, Christopher S. A. Lauria
We consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent observations. To this aim, we prop…
A note on diffusion limits for stochastic gradient descent
Alberto Lanconelli, Christopher S. A. Lauria
In the machine learning literature stochastic gradient descent has recently been widely discussed for its purported implicit regularization properties. Much of the theory, that att…