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pro vyhledávání: '"Lobato, José Miguel Hernández"'
An important yet underexplored question in the PAC-Bayes literature is how much tightness we lose by restricting the posterior family to factorized Gaussian distributions when optimizing a PAC-Bayes bound. We investigate this issue by estimating data
Externí odkaz:
http://arxiv.org/abs/2310.20053
Relative entropy coding (REC) algorithms encode a sample from a target distribution $Q$ using a proposal distribution $P$ using as few bits as possible. Unlike entropy coding, REC does not assume discrete distributions or require quantisation. As suc
Externí odkaz:
http://arxiv.org/abs/2309.15746
The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function parameters ar
Externí odkaz:
http://arxiv.org/abs/1402.3085