Related papers: Gaussian Bounds for Noise Correlation of Functions
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Instrumental variables have proven useful, in particular within the social sciences and economics, for making inference about the causal effect of a random variable, B, on another random variable, C, in the presence of unobserved…
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Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…
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Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…
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