`Regression Anytime' with Brute-Force SVD Truncation

DOI10.1214/20-AAP1615arXiv1908.08264MaRDI QIDQ6324026

Christian Bender, Nikolaus Schweizer

Publication date: 22 August 2019

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Dynamic programming (90C39) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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