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12/20/2021
PyChEst: a Python package for the consistent retrospective estimation of distributional changes in piece-wise stationary time series
We introduce PyChEst, a Python package which provides tools for the simu...
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06/13/2021
Inferring the mixing properties of an ergodic process
We propose strongly consistent estimators of the ℓ_1 norm of the sequenc...
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02/07/2020
Oblivious Data for Fairness with Kernels
We investigate the problem of algorithmic fairness in the case where sen...
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06/26/2019
Clustering piecewise stationary processes
The problem of time-series clustering is considered in the case where ea...
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02/22/2017
Approximations of the Restless Bandit Problem
The multi-armed restless bandit problem is studied in the case where the...
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03/07/2012