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A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models
Free accessBASE | 2023| -
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Free accessBASE | 2023| -
Estimation of stable parameters for multiple autoregressive processes via convex programming
Free accessBASE | 2023| -
Convergence of infinitesimal generators and stability of convex monotone semigroups
Free accessBASE | 2023| -
Learning-based MPC using Differentiable Optimisation Layers for Microgrid Energy Management
Free accessBASE | 2023| -
A High-dimensional Convergence Theorem for U-statistics with Applications to Kernel-based Testing
Free accessBASE | 2023|
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