Do Finance Researchers Address Sample Size Issues? – A Bayesian Inquiry in the AI Era.
Traditional #statistical and #algorithm-based methods used to analyze #bigdata often overlook small but significant evidence. #bayesian...
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Rechercher
30 nov. 2022
Risk, Ambiguity, and Misspecification: Decision Theory, Robust Control, and Statistics
"We connect variational preferences with the likelihood functions and prior probabilities over parameters that are building blocks of...
11 mai 2022
A Conditional One-Output Likelihood Formulation for Multitask Gaussian Processes
"Experimental results over synthetic and real problems confirm the advantages of this inference approach in its ability to accurately...
13 avr. 2022
Anytime-valid sequential testing for elicitable functionals via supermartingales
"Using regret bounds from Online Convex Optimization, we obtain rigorous guarantees on the asymptotic power of the tests for a wide range...
9 mars 2022
Detection and treatment of outliers for multivariate robust loss reserving
"Traditional techniques for calculating outstanding claim liabilities such as the chain ladder are notoriously at risk of being distorted...
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