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TIC-TAC: A Framework for Improved Covariance Estimation in Deep Heteroscedastic Regression

Publications associées (31)

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We present FITCOV an approach for accurate estimation of the covariance of two-point correlation functions that requires fewer mocks than the standard mock-based covariance. This can be achieved by dividing a set of mocks into jackknife regions and fitting ...

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Is it possible to detect if the sample paths of a stochastic process almost surely admit a finite expansion with respect to some/any basis? The determination is to be made on the basis of a finite collection of discretely/noisily observed sample paths. We ...

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NATURE PORTFOLIO2023

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EDP SCIENCES S A2023