Zobrazeno 1 - 10
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pro vyhledávání: '"Baumann, Philipp F M"'
Probabilistic forecasting of time series is an important matter in many applications and research fields. In order to draw conclusions from a probabilistic forecast, we must ensure that the model class used to approximate the true forecasting distrib
Externí odkaz:
http://arxiv.org/abs/2110.08248
While Transformer architectures have show remarkable success, they are bound to the computation of all pairwise interactions of input element and thus suffer from limited scalability. Recent work has been successful by avoiding the computation of the
Externí odkaz:
http://arxiv.org/abs/2102.07680
Publikováno v:
Machine Learning and Knowledge Discovery in Databases. Research Track. ECML PKDD 2021
Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set of features remains challenging, especially in high-dimensional settings. Conditional transformation models provide a semi-parametric approach that allows
Externí odkaz:
http://arxiv.org/abs/2010.07860
This work addresses the problem of conducting valid inference for additive and linear mixed models after model selection. One possible solution to overcome overconfident inference results after model selection is selective inference, which constitute
Externí odkaz:
http://arxiv.org/abs/2007.07930
We analyze the forces that explain inflation using a panel of 122 countries from 1997 to 2015 with 37 regressors. 98 models motivated by economic theory are compared to a gradient boosting algorithm, non-linearities and structural breaks are consider
Externí odkaz:
http://arxiv.org/abs/2006.06274
The notion that an independent central bank reduces a country's inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to the data
Externí odkaz:
http://arxiv.org/abs/2003.02208
Publikováno v:
Journal of Causal Inference, Vol 9, Iss 1, Pp 109-146 (2021)
The notion that an independent central bank reduces a country’s inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to the dat
Externí odkaz:
https://doaj.org/article/82b7c7ff380842828eae2314cfc661d0
Publikováno v:
Frontiers in Applied Mathematics & Statistics; 2023, p1-15, 15p
Akademický článek
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Autor:
Baumann, Philipp F. M.1 baumann@kof.ethz.ch, Rossi, Enzo2 enzo.rossi@snb.ch, Volkmann, Alexander3 alexander.volkmann@hu-berlin.de
Publikováno v:
Swiss National Bank Working Papers. 2021, Issue 12, p1-57. 57p.