Source: http://wias-berlin.de/publications/external/index.jsp?year=2018&lang=1
Timestamp: 2019-04-24 15:59:59+00:00

Document:
K. Andzhey, V. Spokoiny, Instrumental variables regression, Preprint no. arXiv:1806.06111v1, Cornell University Library, arXiv.org, 2018.
CH. Bayer, R. Tempone, S. Wolfers, Pricing american options by exercise rate optimization, Preprint no. arXiv:1809.07300, Cornell University Library, arXiv.org, 2018.
P. Dvurechensky, A. Gasnikov, E. Gorbunov, An accelerated method for derivative-free smooth stochastic convex optimization, Preprint no. arXiv: 1802.09022, Cornell University Library, arXiv.org, 2018.
P. Dvurechensky, A. Gasnikov, E. Gorbunov, An accelerated directional derivative method for smooth stochastic convex optimization, Preprint no. arXiv: 1804.02394, Cornell University Library, arXiv.org, 2018.
P. Dvurechensky, A. Gasnikov, A. Kroshnin, Computational optimal transport: Complexity by accelerated gradient descent is better than by Sinkhorn's algorithm, Preprint no. arXiv: 1802.04367, Cornell University Library, arXiv.org, 2018.
P. Dvurechensky, A. Gasnikov, F. Stonyakin, A. Titov, Generalized mirror prox: Solving variational inequalities with monotone operator, inexact Oracle, and unknown Hölder parameters, Preprint no. arXiv:1806.05140, Cornell University Library, arXiv.org, 2018.
A. Ivanova, P. Dvurechensky, A. Gasnikov, Composite optimization for the resource allocation problem, Preprint no. arXiv:1810.00595, Cornell University Library, arXiv.org, 2018.
Y. Nesterov, A. Gasnikov, S. Guminov, P. Dvurechensky, Primal-dual accelerated gradient descent with line search for convex and nonconvex optimization problems, Preprint no. arXiv:1809.05895, Cornell University Library, arXiv.org, 2018.
P. Friz, P. Gassiat, P. Pigato, Precise asymptotics: Robust stochastic volatility models, Preprint no. arXiv:1811.00267, Cornell University Library, arXiv.org, 2018.
I. Chevyrev, P. Friz, A. Korepanov, I. Melbourne, H. Zhang, Multiscale systems, homogenization, and rough paths, Preprint no. arXiv:1712.01343, Cornell University Library, arXiv.org, 2018.
N. Alia, V. John, S. Ollila, Re-visiting the single-phase flow model for liquid steel ladle stirred by gas, Preprint no. arXiv.1811.11535, Cornell University Library, arXiv.org, 2018, DOI 10.1016/j.apm.2018.11.005 .
A. Koziuk, V. Spokoiny, Toolbox: Gaussian comparison on Eucledian balls, Preprint no. arXiv:1804.00601v1, Cornell University Library, arXiv.org, 2018.
N.R. Gauger, A. Linke, P. Schroeder, On high-order pressure-robust space discretisations, their advantages for incompressible high Reynolds number generalised Beltrami flows and beyond, Preprint, Cornell University Library, 2018.
B. Hofmann, S. Kindermann, P. Mathé, Penalty-based smoothness conditions in convex variational regularization, Preprint no. arXiv:1805.01320, Cornell University Library, arXiv.org, 2018.
A.D. Mcguire, S. Mosbach, G. Reynolds, R.I.A. Patterson, E.J. Bringley, N.A. Eaves, J. Dreyer, M. Kraft, Analysing the effect of screw configuration using a stochastic twin-screw granulation model, Technical report no. 195, University of Cambridge, c4e-Preprint Series, 2018.
J.Y. Park, J. Polzehl, S. Chatterjee, A. Brechmann, ET AL., Semiparametric modeling of time-varying activation and connectivity in task-based fMRI data, Discussion paper, http://works.bepress.com/mfiecas/20, 2018.
D. Belomestny, J.G.M. Schoenmakers, V. Spokoiny, Y. Tavyrikov, Optimal stopping via reinforced regression, Preprint no. arXiv:1808.02341v2, Cornell University Library, arXiv.org, 2018.
F. Bachoc, A. Suvorikova , J.-M. Loubes, V. Spokoiny, Gaussian process forecast with multidimensional distributional entries, Preprint no. arXiv:1805.00753v1, Cornell University Library, arXiv.org, 2018.
M. Boeckel, V. Spokoiny, A. Suvorikova, Multivariate Brenier cumulative distribution functions and their application to non-parametric testing, Preprint no. arXiv:1809.04090v1, Cornell University Library, arXiv.org, 2018.
F. Götze , A. Naumov, V. Spokoiny, V. Ulyanov, Large ball probability, Gaussian comparison and anti-concentration, Preprint no. arXiv:1708.08663v2, Cornell University Library, arXiv.org, 2018.
N. Puchkin, V. Spokoiny, Adaptive multiclass nearest neighbor classifier, Preprint no. arXiv:1804.02756, Cornell University Library, arXiv.org, 2018.

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