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06/28/2023
Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
We investigate the problem of joint statistical estimation of several pa...
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02/22/2023
Numerical approximation of SDEs with fractional noise and distributional drift
We study the well-posedness and numerical approximation of multidimensio...
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05/11/2021
Spectral risk-based learning using unbounded losses
In this work, we consider the setting of learning problems under a wide ...
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06/03/2020
Learning with CVaR-based feedback under potentially heavy tails
We study learning algorithms that seek to minimize the conditional value...
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04/10/2020