András Fülöp | DeepAI

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Alexandre H. Thiery
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Nicolas Chopin
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research

∙ 06/07/2022

Computational Doob's h-transforms for Online Filtering of Discretely Observed Diffusions

This paper is concerned with online filtering of discretely observed non...

0 Nicolas Chopin, et al. ∙

research

∙ 01/04/2022

Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models

Most solved dynamic structural macrofinance models are non-linear and/or...

0 András Fülöp, et al. ∙

research

∙ 11/02/2020

Receptive Field Size Optimization with Continuous Time Pooling

The pooling operation is a cornerstone element of convolutional neural n...

4 Dóra Babicz, et al. ∙