Zobrazeno 1 - 10
of 1 263
pro vyhledávání: '"Huber, Florian"'
Commonly used priors for Vector Autoregressions (VARs) induce shrinkage on the autoregressive coefficients. Introducing shrinkage on the error covariance matrix is sometimes done but, in the vast majority of cases, without considering the network str
Externí odkaz:
http://arxiv.org/abs/2407.16349
Autor:
Kornjača, Milan, Hu, Hong-Ye, Zhao, Chen, Wurtz, Jonathan, Weinberg, Phillip, Hamdan, Majd, Zhdanov, Andrii, Cantu, Sergio H., Zhou, Hengyun, Bravo, Rodrigo Araiza, Bagnall, Kevin, Basham, James I., Campo, Joseph, Choukri, Adam, DeAngelo, Robert, Frederick, Paige, Haines, David, Hammett, Julian, Hsu, Ning, Hu, Ming-Guang, Huber, Florian, Jepsen, Paul Niklas, Jia, Ningyuan, Karolyshyn, Thomas, Kwon, Minho, Long, John, Lopatin, Jonathan, Lukin, Alexander, Macrì, Tommaso, Marković, Ognjen, Martínez-Martínez, Luis A., Meng, Xianmei, Ostroumov, Evgeny, Paquette, David, Robinson, John, Rodriguez, Pedro Sales, Singh, Anshuman, Sinha, Nandan, Thoreen, Henry, Wan, Noel, Waxman-Lenz, Daniel, Wong, Tak, Wu, Kai-Hsin, Lopes, Pedro L. S., Boger, Yuval, Gemelke, Nathan, Kitagawa, Takuya, Keesling, Alexander, Gao, Xun, Bylinskii, Alexei, Yelin, Susanne F., Liu, Fangli, Wang, Sheng-Tao
Quantum machine learning has gained considerable attention as quantum technology advances, presenting a promising approach for efficiently learning complex data patterns. Despite this promise, most contemporary quantum methods require significant res
Externí odkaz:
http://arxiv.org/abs/2407.02553
Autor:
Huber, Florian
We investigate Markovian lifts of stochastic Volterra equations (SVEs) with completely monotone kernels and general coefficients within a class of weighted Sobolev spaces. Our primary focus is developing a comprehensive solution theory for a class of
Externí odkaz:
http://arxiv.org/abs/2406.10352
Autor:
Lukin, Alexander, Schiffer, Benjamin F., Braverman, Boris, Cantu, Sergio H., Huber, Florian, Bylinskii, Alexei, Amato-Grill, Jesse, Maskara, Nishad, Cain, Madelyn, Wild, Dominik S., Samajdar, Rhine, Lukin, Mikhail D.
The ability to efficiently prepare ground states of quantum Hamiltonians via adiabatic protocols is typically limited by the smallest energy gap encountered during the quantum evolution. This presents a key obstacle for quantum simulation and realiza
Externí odkaz:
http://arxiv.org/abs/2405.21019
Autor:
Cuchiero, Christa, Huber, Florian
Motivated by the robustness of the capital distribution curves, we study the behavior of a certain polynomial equity market model as the number of companies goes to infinity. More precisely, we extend volatility-stabilized market models introduced by
Externí odkaz:
http://arxiv.org/abs/2404.10744
Autor:
Huber, Florian, Rabitsch, Katrin
In this paper, we reconsider the question how monetary policy influences exchange rate dynamics. To this end, a vector autoregressive (VAR) model is combined with a two-country dynamic stochastic general equilibrium (DSGE) model. Instead of focusing
Externí odkaz:
http://epub.wu.ac.at/7210/1/wp295.pdf
While a variety of methods offer good yield prediction on histogrammed remote sensing data, vision Transformers are only sparsely represented in the literature. The Convolution vision Transformer (CvT) is being tested to evaluate vision Transformers
Externí odkaz:
http://arxiv.org/abs/2402.05557
Autor:
Huber, Florian
This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined by a logis
Externí odkaz:
http://arxiv.org/abs/2312.01881
This paper explores the relationship between household income inequality and macroeconomic uncertainty in the United States. Using a novel large-scale macroeconometric model, we shed light on regional disparities of inequality responses to a national
Autor:
Hauzenberger, Niko, Huber, Florian
In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian non-linear time series framework, our modeling approach assumes
Externí odkaz:
http://epub.wu.ac.at/6770/1/wp276.pdf