Zobrazeno 1 - 10
of 706
pro vyhledávání: '"Pedersen, Rasmus A."'
Lasso-type estimators are routinely used to estimate high-dimensional time series models. The theoretical guarantees established for Lasso typically require the penalty level to be chosen in a suitable fashion often depending on unknown population qu
Externí odkaz:
http://arxiv.org/abs/2403.06657
In this paper, we derive and implement a probabilistic programming idiom for the problem of acquiring new knowledge about an environment. The idiom is implemented utilizing a modern probabilistic programming language. We demonstrate the utility of th
Externí odkaz:
http://arxiv.org/abs/2202.09555
Inspired by the "Cognitive Hour-glass" model presented in https://doi.org/10.1515/jagi-2016-0001, we propose a new framework for developing cognitive architectures aimed at cognitive robotics. The purpose of the proposed framework is foremost to ease
Externí odkaz:
http://arxiv.org/abs/2111.13027
Autor:
Bergin, Marianne Damholdt, Pedersen, Rasmus Østergaard, Jensen, Mads, Svenning, Jens-Christian
Publikováno v:
In Journal for Nature Conservation January 2024 77
Publikováno v:
In Journal of Econometrics December 2023 237(2) Part B
Many financial and economic variables, including financial returns, exhibit nonlinear dependence, heterogeneity and heavy-tailedness. These properties may make problematic the analysis of (non-)efficiency and volatility clustering in economic and fin
Externí odkaz:
http://arxiv.org/abs/2006.01212
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This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling. We look at
Externí odkaz:
http://arxiv.org/abs/1907.01902
We provide new, mild conditions for strict stationarity and ergodicity of a class of BEKK processes. By exploiting that the processes can be represented as multivariate stochastic recurrence equations, we characterize the tail behavior of the associa
Externí odkaz:
http://arxiv.org/abs/1902.08364
Akademický článek
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