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We introduce a consistent estimator for the homology (an algebraic structure representing connected components and cycles) of level sets of both density and regression functions. Our method is based ...

This is a preview. Log in through your library . Abstract Sequential Monte Cario (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a ...

Gordon Lee et al introduce a data-driven and model-agnostic approach for computing conditional expectations. The new method combines classical techniques with machine learning methods, in particular ...

Since its proposal as an alternative risk measure to value-at-risk (VaR), expected shortfall (ES) has attracted a great deal of attention in financial risk management, primarily owing to its coherent ...

A kernel density curve may follow the shape of the distribution more closely. To construct a normal kernel density curve, one parameter is required: the bandwidth .The value of determines the degree ...