Often neither the exact density nor the exact cumulative distribution function (c.d.f.) of a statistic of interest is available in the statistics and econometrics literature (e.g., the maximum ...

Deep learning architectures like CNNs and Transformers have significantly advanced biological sequence modeling by capturing local and long-range dependencies. However, their application in biological ...

The Annals of Applied Probability, Vol. 26, No. 2 (April 2016), pp. 794-817 (24 pages) We consider a financial model where the prices of risky assets are quoted by a representative market maker who ...

Abstract: Quadratic cost functions are commonly used in Nonlinear Model Predictive Control (NMPC) and the algorithms based on them offer excellent control quality for nonlinear processes. The desired ...

Abstract: This article proposes linear quadratic controllers for unknown nonlinear systems with noise. Scenarios with unknown underlying nonlinear dynamics but measurable system states are considered.