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Robust Multivariate and Nonlinear Time Series Models

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Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023

Robust Multivariate and Nonlinear Time Series Models

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Chat with Graph Search

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

On distributional autoregression and iterated transportation

Distributional Regression and Autoregression via Optimal Transport

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Regularization for distributionally robust state estimation and prediction

Comparison of Three Imputation Methods for Groundwater Level Timeseries

Small area vulnerability, household food insecurity and child malnutrition in Medellin, Colombia: results from a repeated cross-sectional study

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

On the rate of convergence for the autocorrelation operator in functional autoregression

Model-Based Clustering of Trends and Cycles of Nitrate Concentrations in Rivers Across France

A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set

On distributional autoregression and iterated transportation

Distributional Regression and Autoregression via Optimal Transport

Regularization for distributionally robust state estimation and prediction

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Comparison of Three Imputation Methods for Groundwater Level Timeseries

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Small area vulnerability, household food insecurity and child malnutrition in Medellin, Colombia: results from a repeated cross-sectional study

On the rate of convergence for the autocorrelation operator in functional autoregression

Model-Based Clustering of Trends and Cycles of Nitrate Concentrations in Rivers Across France