4 citations · 12 across the 16 of their papers we have counts for
3 papers · 1 filter
Blackwell optimality and policy stability for long-run risk sensitive stochastic control
Nicole Bäuerle, Marcin Pitera, Łukasz Stettner
This paper analyzes the stability of optimal policies in the long-run stochastic control framework with an averaged risk-sensitive criterion for discrete-time MDPs on finite state-…
Conditional correlation estimation and serial dependence identification
Kewin Pączek, Damian Jelito, Marcin Pitera +1
It has been recently shown in Jaworski, P., Jelito, D. and Pitera, M. (2024), 'A note on the equivalence between the conditional uncorrelation and the independence of random variab…
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
Jakub Woźny, Piotr Jaworski, Damian Jelito +2
We present a novel data-oriented statistical framework that assesses the presumed Gaussian dependence structure in a pairwise setting. This refers to both multivariate normality an…