1 citations · 1 across the 3 of their papers we have counts for
4 papers
Does a Structural Model Add Anything to the Closing Price? Calibrated forecasting, incremental information, and match leverage in the Italian Serie A
Yannik Pitcan
Studies of association-football forecasting routinely report three-way accuracy in the low fifties and present it as competitive with the betting market. Accuracy against a uniform…
A Least-Squares Approach to Sample-Based Prior Elicitation
Yannik Pitcan
An expert who supplies examples of a quantity often also signals how plausible each one is; when is that signal worth using? We study eliciting a Bayesian prior from an expert who…
Sliced Multi-Marginal Optimal Transport
Samuel Cohen, Alexander Terenin, Yannik Pitcan +3
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitatio…
Concentration Inequalities for U-Statistics: A Survey with Explicit Constants
Yannik Pitcan
This survey gives a self-contained treatment of concentration inequalities for U-statistics. Using Hoeffding's blocking argument, which reduces a U-statistic to an average over sum…