E-LIB Suche - Ergebnisse für: Belomestny, D.

1

Variance reduction for additive functionals of Markov chain..:

Belomestny, D. ; Moulines, E. ; Samsonov, S.
Statistics and Computing. 32 (2022) 1 - p. , 2022

Link: https://doi.org/10.1007/..

2

Variance reduction for Markov chains with application to MC..:

Belomestny, D. ; Iosipoi, L. ; Moulines, E...
Statistics and Computing. 30 (2020) 4 - p. 973-997 , 2020

Link: https://doi.org/10.1007/..

3

Stratified regression-based variance reduction approach for..:

Belomestny, D. ; Häfner, S. ; Urusov, M.
Mathematics and Computers in Simulation. 143 (2018) - p. 125-137 , 2018

Link: https://doi.org/10.1016/..

4

Concentration Inequalities for Smooth Random Fields:

Belomestny, D. ; Spokoiny, V.
Theory of Probability & Its Applications. 58 (2014) 2 - p. 314-323 , 2014

Link: https://doi.org/10.1137/..

5

Completion and continuation of nonlinear traffic time serie..:

Belomestny, D ; Jentsch, V ; Schreckenberg, M
Journal of Physics A: Mathematical and General. 36 (2003) 45 - p. 11369-11383 , 2003

Link: https://doi.org/10.1088/..

6

Theoretical guarantees for neural control variates in MCMC:

Belomestny, Denis ; Goldman, Artur ; Naumov, Alexey.
Mathematics and Computers in Simulation. 220 (2024) - p. 382-405 , 2024

Link: https://doi.org/10.1016/..

7

Nonparametric Bayesian Inference for Stochastic Processes w..:

, In: MATRIX Book Series; 2021-2022 MATRIX Annals,

Belomestny, Denis ; van der Meulen, Frank ; Spreij, Peter - p. 527-568 , 2024

Link: https://doi.org/10.1007/..

8

Statistical inference for scale mixture models via Mellin t..:

Belomestny, Denis ; Morozova, Ekaterina ; Panov, Vladimir
Statistics. 58 (2024) 1 - p. 209-229 , 2024

Link: https://doi.org/10.1080/..

9

Primal-Dual Regression Approach for Markov Decision Process..:

Belomestny, Denis ; Schoenmakers, John
SIAM Journal on Control and Optimization. 62 (2024) 1 - p. 650-679 , 2024

Link: https://doi.org/10.1137/..

10

Estimation and calibration of Lévy-driven moving average p..:

Orlova, Tatiana , 2023

Link: https://nbn-resolving.de..

11

Weak solutions to gamma-driven stochastic differential equa..:

Belomestny, Denis ; Gugushvili, Shota ; Schauer, Moritz.
Indagationes Mathematicae. 34 (2023) 4 - p. 820-829 , 2023

Link: https://doi.org/10.1016/..

12

Sparse Constrained Projection Approximation Subspace Tracki..:

, In: Foundations of Modern Statistics; Springer Proceedings in Mathematics & Statistics,

Belomestny, Denis ; Krymova, Ekaterina - p. 323-354 , 2023

Link: https://doi.org/10.1007/..

13

From optimal martingales to randomized dual optimal stoppin:

Belomestny, Denis ; Schoenmakers, John
Quantitative Finance. 23 (2023) 7-8 - p. 1099-1113 , 2023

Link: https://doi.org/10.1080/..

14

Simultaneous approximation of a smooth function and its der..:

Belomestny, Denis ; Naumov, Alexey ; Puchkin, Nikita.
Neural Networks. 161 (2023) - p. 242-253 , 2023

Link: https://doi.org/10.1016/..

15

Foundations of Modern Statistics: Festschrift in Honor of V..

Springer Proceedings in Mathematics & Statistics, 425

Belomestny, Denis ; Butucea, Cristina ; Mammen, Enno... - 1st ed. 2023 . , 2023

Link: https://doi.org/10.1007/..