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Testing for Hardy-Weinberg equilibrium (HWE) is a fundamental component of genetic data analysis, widely used for quality control and model validation. Although HWE testing is well established for autosomal loci, inference on the X…
In this work, we extend the data-driven It\^{o} stochastic differential equation (SDE) framework for the pathwise assessment of short-term forecast errors to account for the time-dependent upper bound that naturally constrains the…
We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is conditional probability distribution at a given underlying…
This paper provides an entire inference procedure for the autoregressive model under (conditional) heteroscedasticity of unknown form with a finite variance. We first establish the asymptotic normality of the weighted least absolute…
Appearance-based gaze estimation, aiming to predict accurate 3D gaze direction from a single facial image, has made promising progress in recent years. However, most methods suffer significant performance degradation in cross-domain…
We introduce a canonical way of performing the joint lift of a Brownian motion $W$ and a low-regularity adapted stochastic rough path $\mathbf{X}$, extending [Diehl, Oberhauser and Riedel (2015). A L\'evy area between Brownian motion and…
Reinforcement Learning from Verifier Rewards (RLVR) has emerged as a widely used approach for post-training large language models on reasoning tasks, with group-based methods such as GRPO and its variants gaining broad adoption. These…
Cross-domain face retargeting requires disentangled control over identity, expressions, and domain-specific stylistic attributes. Existing methods, typically trained on real-world faces, either fail to generalize across domains, need…
Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions…
In this study, we focus on estimating the heterogeneous treatment effect (HTE) for survival outcome. The outcome is subject to censoring and the number of covariates is high-dimensional. We utilize data from both the randomized controlled…
Autoregressive (AR) models are highly effective for image generation, yet their standard maximum-likelihood estimation training lacks direct optimization for sample quality and diversity. While reinforcement learning (RL) has been used to…
In this paper, we show the existence of unique Malliavin differentiable solutions to SDE`s driven by a fractional Brownian motion with Hurst parameter H<1/2 and singular, unbounded drift vector fields, for which we also prove a stability…
Closed form option pricing formulae explaining skew and smile are obtained within a parsimonious non-Gaussian framework. We extend the non-Gaussian option pricing model of L. Borland (Quantitative Finance, {\bf 2}, 415-431, 2002) to include…
Credit value adjustment (CVA) is the charge applied by financial institutions to the counterparty to cover the risk of losses on a counterpart default event. In this paper we estimate such a premium under the Bates stochastic model (Bates…
We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…
The continuous observation of the financial markets has identified some stylized facts which challenge the conventional assumptions, promoting the born of new approaches. On the one hand, the long-range dependence has been faced replacing…
Existing model-based value expansion methods typically leverage a world model for value estimation with a fixed rollout horizon to assist policy learning. However, the fixed rollout with an inaccurate model has a potential to harm the…
Automatic pain intensity estimation plays a pivotal role in healthcare and medical fields. While many methods have been developed to gauge human pain using behavioral or physiological indicators, facial expressions have emerged as a…
The paper proposes an expanded version of the Local Variance Gamma model of Carr and Nadtochiy by adding drift to the governing underlying process. Still in this new model it is possible to derive an ordinary differential equation for the…
Although machining chatter can be suppressed by the choice of stable cutting parameters through means of stability lobe diagram (SLD), surface roughness still remains due to the forced vibration, which limits surface quality, especially in…