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Computable Exponential Bounds for Screened Estimation and Simulation
https://www.dpmms.cam.ac.uk/~ik355/PAPERS/iid.pdf5 Jun 2020: By Ioannis Kontoyiannis and Sean P. Meyn†Athens Univ. of Economics & Business and Univ. ... T̂k =1k. ki=1. Xi, 1 k n,. SCREENED ESTIMATION AND SIMULATION 3. -
Approximating a Diffusion by a Finite-State Hidden Markov Model ...
https://www.dpmms.cam.ac.uk/~ik355/PAPERS/HMM.pdf5 Jun 2020: Corresponding author. Department of Informatics, Athens University of Economics and Business, Patis-sion 76, Athens 10434, Greece. ... ud)T : X Rd and M : X Rd Rk are locally Lipschitz, and. -
rssb_1000 133..161
https://www.dpmms.cam.ac.uk/~ik355/PAPERS/cvmcmcJ.pdf5 Jun 2020: Petros Dellaportas and Ioannis Kontoyiannis. Athens University of Economics and Business, Greece. ... Address for correspondence: Ioannis Kontoyiannis, Department of Informatics, Athens University of Econom-ics and Business, Kontrikton Campus, Patission -
ent-est.dvi
https://www.dpmms.cam.ac.uk/~ik355/PAPERS/ent-est.pdf5 Jun 2020: Knight Equity Markets, L.P., Jersey City, NJ 07310, USA. YGao@knight.com†Department of Informatics, Athens University of Economics and Business, Athens 10434, Greece. ... See also [31] and the references therein for a discussion of theundersampling -
Estimating the Entropy of Binary Time Series: Methodology, Some…
https://www.dpmms.cam.ac.uk/~ik355/PAPERS/ent-estJ.pdf5 Jun 2020: and Elie Bienenstock 3. 1 Knight Equity Markets, L.P., Jersey City, NJ 07310, USA2 Department of Informatics, Athens University of Economics and Business, Athens 10434, Greece3 Division of Applied Mathematics ... log Rmm. >log n. Ln1,. and thus it is -
IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 60, NO. 2, ...
https://www.dpmms.cam.ac.uk/~ik355/PAPERS/SVYK-J.pdf5 Jun 2020: I. Kontoyiannis is with the Department of Informatics, Athens U of Econand Business, Athens 10675, Greece (e-mail: yiannis@aueb.gr). ... 26)Together with (8) and (16), (26) implies that (17) holds if pmin.
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